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The twelve strategies have not generated any signal so far since the journal began. However I just added an intraday strategy as I thought it would be a good idea to develop capacity to trade intraday market movement. Right now it is allocated a very small amount of money so it will not affect...

The attached pdf file is the correlation matrix of the daily PnL of the twelve strategies. In general the correlations are pretty low except for the strategy s3 and s11. The relative high correlation of the s3 and s11 will affect how the capital are allocated to them as will be discussed later...

The usual holding time is about a week, except for the two long-term trend-following ones. There are twelve strategies.

Some background information first. The instruments traded are some of the most liquid ETF, and these strategies are mostly short-term in nature, holding a few days. The exception is that two long-term trend following strategies that can hold as long as 6 months. There is no intraday strategy...

In this thread I will post my journal of automated trading a diverse portfolio of strategies. The goal of this thread is to document the progress (or the lack) of my trading and have a constructive discussion with other traders, especially system traders. I will only post infrequently since...

Look forward to it.

If you only invest in your own money, I guess you can simply open a LLC and post your audited results on a website with the disclaim that you are not an investor adviser and not seeking funding.

WSJ had an article about some Swiss banks are turning down Americans abroad because of the FACTA requirements.

This covers not only Americans abroad, it covers the so-called "US persons", which includes foreigners currently /previously living in US.