Since you are so smart, how does one diversify 100k across 12 currency pairs? I will let you pick the time frame.
I'll get you started. I give you 100k for 24 hours, how would you spread it across 12 pairs? [edit] I want Usd and unit size per position. Here are your pairs. Aud/jpy Aud/usd Eur/aud Eur/chf Eur/gbp Eur/jpy Eur/usd Gbp/chf Gbp/jpy Gbp/usd Usd/chf Usd/jpy
I really like how balanced that FX portfolio is, it's obvious you know what you're doing. Are the CHF crosses necessary though because it's highly correlated (approx. 95%) with the Euro?
How do people get to the conclusion that it is just normal to post your real money accounts on public forums for everybody to see? Have you ever heard of privacy? It doesn't matter if his trades work or not, it's up to you to verify that. It's always the same bullshit. These lazy asses binge watch netflix all day, expect to be spoonfed a strategy via public forum but ONLY IF THE GUY CAN SHOW HIS REAL MONEY RESULTS. Nobody is selling anything here. If you don't like it, go leave.
Go ahead. I once had a money manager who used a similar strategy. He was betting on mean reversion of some sort, cannot remember how he did it, however
Grid trading with low leverage. Looked at this years ago when it was the rage on the Oanda boards. I just assumed it was no longer viable with the worldwide low yields, guess I was wrong. Would love to see a backtested equity curve.
P/L dynamics were mimicking a short gamma portfolio. The guy was very consistent with an infrequent but large drawdown. His results were in the 8-12% p.a. range in 2007-2011. He quit since he could not get enough AUM. Back then I was too stupid to understand the math behind it and I just forgot over the years, which is unfortunate.