Systematic Trading
Developing a systematic trading strategy rarely begins with a perfect idea. Instead, it is an iterative process of forming hypotheses, testing them, discarding what does not work, and refining what does. In this article, we develop a futures trading strategy from its underlying economic rationale through successive improvements, illustrating both the research process and the statistical techniques…
Diversification is one of the most important tools for a systematic trader. This article will dive into the diversification possibilities of one simple strategy via different parameters. The article will both discuss the theoretical foundations and apply these to a real-world strategy under realistic assumptions about commissions, spreads and roll costs. The post In Search of Diversification by…
This is the first article in a series about cash management for futures traders. This article lays the theoretical foundations needed to understand the topic in more detail and will introduce two systematic strategies for interest optimization and automatic margin management. The post Systematic Cash Management for Futures Traders — Part I appeared first on Handelsmeisterei .