Goal:
My goal is to generate alpha and reduce deviation of returns by combining numerous strategies under the umbrella of one portfolio.
Abstract:
When two uncorrelated strategies are combined, the risk-adjusted return of the resulting portfolio always exceeds that of either strategy on its own. With each additional strategy, the risk-adjusted return further improves.
Starting Equity:
My portfolio is currently $81k. I intend to divide this $81k evenly between three sub-portfolio's that will each trade one of the strategy groups. By separating strategy groups I will be able to track the individual performance of each sub-portfolio within the context of the larger umbrella portfolio.
Purpose of This Thread:
I will be logging every entry and exit in this thread as well as month-end statistic reports for each sub-portfolio as well as the umbrella portfolio.
While these trades are not fully algorithmic, as I will be executing the orders manually, the entries and exits are 100% mechanical and could be executed by an algorithm if I decided to go that direction.