How many strategies do you trade?

[DTB2]

Nice

 

[d08]

More than 30 strategies. I have a separate account for each one - allows for easy performance monitoring.

You execute 30 strategies manually?!

 

[R1234]

You execute 30 strategies manually?!

Its not as bad as it sounds. Each system has at most one trigger per day and I trade the systems in predefined 'windows' during the day. Also some of them are once a week and once a month systems.

 

[d08]

@R1234 That makes more sense. I assume one system only trades one instrument. Otherwise, with individual equities trading, one system alone could be very complex. My equities systems are impossible to execute manually, simply not enough attention span available - what the code does in 2-3 seconds would take me at minimum a minute.

 

[remoteControl]

More than 30 strategies. I have a separate account for each one - allows for easy performance monitoring.

have you analyzed the difference in overall return by keeping separate cash available for each strategy?

 

[R1234]

have you analyzed the difference in overall return by keeping separate cash available for each strategy?

not sure what you mean, can you clarify?

 

[murray t turtle]

Actually, I've been thinking there are only two trading strategies - trend-following and reversals. So you either buy because price is rising, or you sell because price is rising. After this, the details are matters of timing (including pull-backs from trends) and finding the most recognisable dependable patterns etc.

I find it very difficult to trade full scale reversals, just doesn't suit my personality and risk tolerance. Though on a small scale I do trade reversals because I frequently look to buy into an uptrend after a short downwards pullback, so a kind of mini-reversal.

%%
AKA;trend + counter-trend.I would look on 30 more, than trade 30.As far as trend goes medium trend following + some other stuff. Trading 3 sounds fine; but looking @ 30 or 50 sounds wise.I always thought pullback was equal to a retracement-, but that may mean he likes them twice!!

 

[Weelor]

I have several strategies that I use for trading majors. When markets are calmed and too boring I just use swing trading. The earnings are relatively low but steady. I like to play on fundamentals. The real money comes from those highly risky moves.

 

[remoteControl]

not sure what you mean, can you clarify?

it depends on the intricacies of your situation including margin needed and used, holding periods (day or overnight), drawdowns expected, and the time each system trades. A simple example would be if you have 2 separate 100k accounts trading different day trading systems. One system trades US stocks, the other Japanese (opposite time the money is needed). Combine the 2 into one account since they can utilize the same money. If both are profitable, total return will go up on that 100k significantly -- espcially important if you are trying to build a track record. Now use the idle 100k for something else.

 

[R1234]

it depends on the intricacies of your situation including margin needed and used, holding periods (day or overnight), drawdowns expected, and the time each system trades. A simple example would be if you have 2 separate 100k accounts trading different day trading systems. One system trades US stocks, the other Japanese (opposite time the money is needed). Combine the 2 into one account since they can utilize the same money. If both are profitable, total return will go up on that 100k significantly -- espcially important if you are trying to build a track record. Now use the idle 100k for something else.

no I don't do that. I just treat each account as an individual silo and money is not transferred back and forth. Wouldn't be easy anyway since accounts are spread across several different brokers/custodians. But I know what you mean - if I dynamically moved unused cash between strats it would multiply my returns several fold, but also the volatility. I prefer the silo method in order to maintain constant diversification, but lower returns.