097: Derek Wong – How to Think About Strategies Like a Quant and Diversify Like a Boss
Chat With Traders
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How to Combine Strategies That Work
When do you decide when to actually add new and retire older strategies? Is that something you do in regard to the retiring older strategies? Yes, absolutely. So we have our criteria. It's just re-optimizing, distributing new weights to these strategies on a quarterly basis. Now with retiring old strategies, if they no longer fit that criteria or they're no longer giving us good risk-adjusted returns, their weights will be reduced. But there's another part I want to overlay on that there's a risk overlay or a supervisory overlay where we're monitoring that on a daily basis.
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