No investment (except t-bills) is guaranteed to make money with no risk. Even stocks could be flat/down over a 10 year period, as after the Great Depression, stocks entered a drawdown that lasted 2 decades.
Yeah but that is passive investment. If you are actively trading using systems it is reasonable to expect decent returns for 10 years of effort.
What is rude? Asking for someone's (expert) views on a subject? I'm not looking for a shortcut, but I am aware that GAT's views / suggestions on any adaptions required are likely to highlight areas that may be missed otherwise.
Hi there, Great video, and thanks for putting it out there. Learning everyday. Question. For step:4 the correct betting size at 1:02:03. How is the outcome supposed to be read? In your example, with 5 positions, 3 months holding period, are you saying the trader should allocate 5% of the whole portfolio equity, to that trading rule, i.e. meaning 5% into thoose 5 positions total?
I'm keynoting at this thing in London in a few weeks, if anyone is around https://www.fxcm.com/uk/algorithmic-trading/algo-trading-summit-2018/ Same talk I gave in New york last year, but there's also a Q&A session on strategy development. And the other speakers of course GAT