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SI252: From Crypto Sceptic to Crypto Adviser ft. Rob Carver

Top Traders Unplugged

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How to Optimize Your Portfolio for Different Assets

Scott writes in with a couple of questions before we get into the surprise topic of today. Scott: I have a question for Rob Rob in your system as I understand it please correct me if I'm wrong you first firstly wait each instrument dash signal combination on a correlation of returns and then apply a truncated waiting based on historical sharp ratios, this is an elegant way of sidesteping many problems with portfolio optimization. In my simulations this is highly effective in reducing drawdowns but with quite acceptable drawdowns and reasonable sharp ratios which makes me nervous about trading quote unquote loose pants systems  in the past.

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