Hi xandman! No problem, I will begin to publish a risk analysis to the next month. Now I only trade stocks.
hello everyone The month was successful, capital growth was 5.35%. This month, I again was able to improve my strategy to increase profitability and reduce risks. Now all strategies have a monthly Sharpe ratio greater than 4 (the reality is, of course, worse). So this month, I decided to increase trading volume by 40%. Let's see what happens New algorithms have not yet developed, but a work in progress.
Unfortunately not, because I'm trading patterns and these stocks are often not super liquid. For transactions, you can restore algortm and this will lead to a deterioration of order execution. I'm sorry.
At the stock exchange are the same laws as in business. Work on the market with little competition is much easier.
Small caps and penny stocks have a number of thorns in them. it's nothing 'real' per se. but i don't want to take this thread away from you -- if you're able to work this arena...then more power to you.
I do not trade junk. My Portfolio Strategies has a capacity of 300-500k. Certainly there is a specificity of trade in such shares. But in general it can be overcome. Good is never too much