Balanced and diversified FX management.

[fan27]

I have 20 years in this game, go BS someone else. Come back if you want, I have a simple test to see how much of a quant you really are.

Twenty years in the game and still trading SIM. This is hilarious.

 

[DepthTrade]

Twenty years in the game and still trading SIM. This is hilarious.

Since you are so smart, how does one diversify 100k across 12 currency pairs? I will let you pick the time frame.

 

[DepthTrade]

Since you are so smart, how does one diversify 100k across 12 currency pairs? I will let you pick the time frame.

I'll get you started. I give you 100k for 24 hours, how would you spread it across 12 pairs?
[edit]
I want Usd and unit size per position. Here are your pairs.
Aud/jpy
Aud/usd
Eur/aud
Eur/chf
Eur/gbp
Eur/jpy
Eur/usd
Gbp/chf
Gbp/jpy
Gbp/usd
Usd/chf
Usd/jpy

 

[lovethetrade]

I really like how balanced that FX portfolio is, it's obvious you know what you're doing. Are the CHF crosses necessary though because it's highly correlated (approx. 95%) with the Euro?

 

[MrMuppet]

Twenty years in the game and still trading SIM. This is hilarious.

How do people get to the conclusion that it is just normal to post your real money accounts on public forums for everybody to see?
Have you ever heard of privacy?
It doesn't matter if his trades work or not, it's up to you to verify that.

It's always the same bullshit. These lazy asses binge watch netflix all day, expect to be spoonfed a strategy via public forum but ONLY IF THE GUY CAN SHOW HIS REAL MONEY RESULTS.

Nobody is selling anything here. If you don't like it, go leave.

 

[MrMuppet]

I'll get you started. I give you 100k for 24 hours, how would you spread it across 12 pairs?
[edit]
I want Usd and unit size per position. Here are your pairs.
Aud/jpy
Aud/usd
Eur/aud
Eur/chf
Eur/gbp
Eur/jpy
Eur/usd
Gbp/chf
Gbp/jpy
Gbp/usd
Usd/chf
Usd/jpy

Go ahead. I once had a money manager who used a similar strategy. He was betting on mean reversion of some sort, cannot remember how he did it, however

 

[HobbyTrading]

Go ahead. I once had a money manager who used a similar strategy. He was betting on mean reversion of some sort, cannot remember how he did it, however

Do you remember how his results were?

 

[fan27]

I'll get you started. I give you 100k for 24 hours, how would you spread it across 12 pairs?
[edit]
I want Usd and unit size per position. Here are your pairs.
Aud/jpy
Aud/usd
Eur/aud
Eur/chf
Eur/gbp
Eur/jpy
Eur/usd
Gbp/chf
Gbp/jpy
Gbp/usd
Usd/chf
Usd/jpy

I don't trade currencies, I trade futures...with real money.

 

[R1234]

Hello and welcome. The goal here will be to trade an account using a balanced portfolio basket as the main hedge against risk. Annual percentage target is about 10%, with drawdown under 1%. The objective is a return higher than traditional bonds, in line with average yearly Index returns, but with a fraction of the drawdowns. I hope to produce daily gains that can serve as a dividend, giving a readily available income stream. Positioning will be rebalanced every day using zero leverage.
Thank you for visiting my thread.

View attachment 228190

Grid trading with low leverage. Looked at this years ago when it was the rage on the Oanda boards. I just assumed it was no longer viable with the worldwide low yields, guess I was wrong. Would love to see a backtested equity curve.

 

[MrMuppet]

Do you remember how his results were?

P/L dynamics were mimicking a short gamma portfolio. The guy was very consistent with an infrequent but large drawdown. His results were in the 8-12% p.a. range in 2007-2011. He quit since he could not get enough AUM.

Back then I was too stupid to understand the math behind it and I just forgot over the years, which is unfortunate.