Recent content by AlexAlgo

Any successful trading system should have: 1. Fully disclosed code. Black boxes are useless. 2. Correct testing on historical data and live trading record. 3. Edge. Clear explanation why it works. Who (what groups of market participants) will drive prices after the system opened position.

10k capital is not enough to trade divercified futures portfolio. Trend following strategies performance on futures deteriorated in recent years.