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    Trading strategies selection and portfolio construction

    Thanks. This is what happens when I move from 56 (added some more strategies recently) to 40 to 35 to 30 to 20 to 10 max open positions (left to right in descending order of max open positions). Open in some wide screen with full resolution.
  2. S

    Trading strategies selection and portfolio construction

    Hello, I managed to produce a "portfolio" of 90 strategies decent enough to trade them live on different ETFs on daily timeframe with entries and exits at the next bar open. Strategies trade in major ETFs, sector ETFs, commodities ETFs, ... There can be several different long and short...
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