Systems, page-31

  1. 2,519 Posts.
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    I'm on board. Just letting the decision to proceed with amibroker percolate a little longer but almost there.

    In terms of expected CAR and the like I'm open to see what I can find in terms of draw downs and the variety of suitable systems we may discover. My preference would be to have a bunch of systems and diversify risk that way - noting correlation will be a consideration. 50% would be amazing like your system backtests. I think 20% would keep me engaged. 10 to 15% with low draw downs would also be something worthwhile - without leverage to start with. I plan to start small and add systems.
 
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