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189: Managing multiple trading strategies – David Bean

Better System Trader

CHAPTER

Allocation to Strategies

If you have a list of 40 strategies, you trade one futures contract to each. You don't consider that some markets or strategies may be more volatile than others. So the volatility is managed within the portfolio of the equity curve of the portfolio. And if you increase your contracts greatly on that and then you get 2018, it happens fast and you're trading too many contracts and you have to scale down quickly.

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