Algorithmic Trading Portfolios
By combining a selection of diversified strategies into a portfolio, you can take advantage of the following benefits:
A portfolio of well-diversified strategies can often produce more consistent weekly, monthly and annual returns than individual strategies.
When the market conditions for an individual strategy are suboptimal, there are likely better opportunities for other strategies in the portfolio.
Adaptive & Flexible
Portfolio composition can be adjusted if strategies stop working, having a smaller impact on overall portfolio performance results.
Portfolios of strategies can produce smaller and shorter drawdowns than single strategies.
Well-balanced portfolios tend to have a lower risk profile than that of individual strategies.
Combining multiple strategies in a portfolio can produce risk adjust returns 10-15x higher than individual strategies.
Here’s a list of the automated Futures portfolios currently available (performance results are verified live trading results):
|Portfolio Name||Account size||# of Markets/ Strategies||Average Monthly Return ($)||Average Monthly Return (%)||Monthly Std. Deviation||Monthly Leasing Fee||Click for more info|