Traders' Roundtable

Thanks Sluggo - Sounds like you have an insightful boss!

Thank you for the great responses. I like both ideas and have done some further work on the correlation of the equity curves as well as the quality of trades from each system to determine whether it may make sense to adjust the position size of each system as Sluggo suggested.

I looked at the ...

I have been trading long / short equities using mechanical trend following systems for some time. This has been quite profitable for the last 8 years so I am pretty comfortable with my system performance. I have recently been investigating the impact of turning the long side signals off when the ...