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Equity complexity



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Hi all

I am analysing portfolios and , i am wondering..... What criteria do i pick
to choose which systems and securities to trade?

I was thinking the best ROA [return on account,net profit/max drawdown] but
then i though smallest flat period of the final equity curve........ but
after analysing these at what point would you consider to many
systems/securities? Does inputing orders on 15 markets sound ummmmmmmm over
the top ? what about when my equity increases do i add more securities....
what about 20 then 60 then 150 ? when is enough enough?

or....  do i pick the best 5 systems and then start doubling the contracts
traded which also doubles the drawdowns

Any feedback welcome  :O)

Any books recommended for me to read?

Cheers
Cameron