OPTIMIZATION

There are different kinds of optimizations that are suitable for different problems. We categorize them in two different levels: strategy optimization and portfolio optimization.

On the lower level is strategy optimization for individual markets/timeframes/strategies. A good trading model will show a consistent result over long periods, and preferably be insensitive to the parameters used in defining the model. We can help you optimize your strategy with focus on robustness and risk to reward ratios, to decrease the probability of curve fitting.

We offer different levels of optimization and analysis tailored to your specific strategy.

Portfolio optimization

The higher level is the link between individual strategy performances. The interrelationships between strategies and markets are an important factor in financial optimization. Highly correlated strategy/market combinations add unnecessary volatility to your portfolio, and anticipating this can lower the volatility and improve the return to risk ratio.

We offer different models that can be incorporated into your trading model, such as factor models andmean-variance frameworks. We can also create custom solutions that match your personal risk criteria and trading approach.

Are you interested in how a portfolio model can improve your trading strategies? Let us create an individual report with expected performance before committing to anything!