Portfolio of Strategies

trading strategies and money management discussion, code, results

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Toothfish
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Portfolio of Strategies

Postby Toothfish » Sun Dec 10, 2006 4:29 am

Deleted
Last edited by Toothfish on Fri Dec 15, 2006 3:15 am, edited 2 times in total.

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Toothfish
rank: <50 posts
rank: <50 posts
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Joined: Fri Dec 08, 2006 9:09 am
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Location: Sydney
Real name: Andrew
Gender: Male

Since no one is replying to my thread I thought I might

Postby Toothfish » Tue Dec 12, 2006 2:12 am

Hi,
I think sometimes we get too bogged down on designing a system and forget about the bigger picture. ie portfolio management and money management.
Below is a link to discussions from acary. He discusses some ideas of having multiple diversified systems to manage risk.
Although it is incomplete there are a few pearls.

http://www.elitetrader.com/vb/showthrea ... enumber=44

Ztrader
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Good Portfolio Theory Talk

Postby Ztrader » Sat Dec 16, 2006 6:08 am

Kevin Balwin of theIFM.org gave a good hour talk for IB on Portfolio Management.
IB Recorded Webinar( Dec 4, 2006 ) - Listen to recording for explaination
Deeper info can be found by googling 'log normal returns'
Attached file is his corrected notes
Attachments
IFM_PortfolioTheory_fontfixed.pdf
55 page PDF
(241.46 KiB) Downloaded 83 times

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