Martin Rothe

Monday, 26. November 2018

In other words, all markets are analyzed with the same parameters, there is no optimization on certain markets. Because what works today may be outdated tomorrow. A certain robustness on changing market behavior is a prerequisite for long-term success. The market selection can be refined as a result that it deals exclusively with liquid futures contracts, which less tend to be erratic due to lack of liquidity. In the AlphAlgo portfolio, markets are selected exclusively for trend pattern recognition. As markets in the range of available are in themselves quite diversified, so have little type, it is sufficient to analyze every market isolated on Trendhaftigkeit. The portfolio can so in extreme cases to 100% in cash or in all markets at the same time be invested.

The overall risk regulate this in every State always the liquidity and risk parameters. You are responsible for the trading since 2009 AlphAlgo is traded since May 2007. Have there been adjustments to the strategy since then? And the strategy is feasible in fact regardless of people? “Martin Rothe: all according to the motto don’t change a winning horse” must be handled very carefully with adjustments and changes in a system. Especially in bad stages that you would like to have a supposedly better algorithms, risk only to determine that exactly this algorithm affects braking in the recovery phase. The basic logic of trend detection must be coherent and survive all possible market characteristics”. AlphAlgo since 2007 still applied, with an adjustment in 2010, which is related with the risk management instead of trend detection: a market moving to dynamically in a direction (defined in retrospect as overshooting”), is not the early after stop-loss wait, but run volatilitatsbedingt Teilgewinnmitnahmen.

This process favors soft feather the reversed phase in markets with our system of logic. Learn more at: Bernard Golden . The strategy is not feasible manually. As well as the ABS of a car of each person can be used, can be operated independently by the developer the AlphAlgo system.

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