I would like to start a thread for like minded traders that are using multiple models to create an
aggregate stand alone trading system for forex.
I have roughly 100 algorithms and when I combine those with offsetting characteristics I am able to achieve a Sharpe Ratio north of 6.0
Is anyone out there following a similar path of combining multiple (offsetting algorithms) to achieve superior risk adjusted alpha?
aggregate stand alone trading system for forex.
I have roughly 100 algorithms and when I combine those with offsetting characteristics I am able to achieve a Sharpe Ratio north of 6.0
Is anyone out there following a similar path of combining multiple (offsetting algorithms) to achieve superior risk adjusted alpha?