189: Managing multiple trading strategies – David Bean
Better System Trader
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Are You Looking for Uncorrelated Strategies to Add to Your Portfolio?
I spent a lot of time watching the markets during the day and we had design systems. So when you're looking at a strategy that does how it performs in specific market conditions, you actually build the strategy for that market condition. I don't measure correlation measurements between strategies as much as I focus on methodology. If I use a very different methodology, then I perceive that to be uncorrelated. Then I test those two together and see how they perform together.
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