Hi there
I’ve back tested a nice system of three of my strategies as a MetaStrategy set-up. They do not use a common capital pool but re-balancing is done quarterly. Can this meta strategy now be live traded in one IB account or does it have to be traded with three (sub) accounts separately? (given the pool is not shared)
Furthermore, I was considering adding a short strategy hedging the MetaStrategy. The short strategy only operates under extreme market conditions (i.e. 2008, 2020) with strong setbacks. Thus, the exposure is only around 3.5%. Given that the assigned capital would be held in cash most of the time and not gaining any returns: what would be the best way of implementing the hedge?
Many thanks for thoughts and ideas,
Damian
I’ve back tested a nice system of three of my strategies as a MetaStrategy set-up. They do not use a common capital pool but re-balancing is done quarterly. Can this meta strategy now be live traded in one IB account or does it have to be traded with three (sub) accounts separately? (given the pool is not shared)
Furthermore, I was considering adding a short strategy hedging the MetaStrategy. The short strategy only operates under extreme market conditions (i.e. 2008, 2020) with strong setbacks. Thus, the exposure is only around 3.5%. Given that the assigned capital would be held in cash most of the time and not gaining any returns: what would be the best way of implementing the hedge?
Many thanks for thoughts and ideas,
Damian
Rename
I trade multiple strategies simultaneously by having each one on a separate chart and selecting turning on auto trade. You can set the max number of positions in the preferences, i.e. if you want each trade to be 33% of your capital, select 3 as your max.
Your Response
Post
Edit Post
Login is required