Running two strategies: does diversification actually help?
Two uncorrelated strategies smooth the equity curve — in theory. In practice they double the discipline, split the attention and often trade the same underlying moves anyway.
What's your experience?
- the strategies you run together
- how their results correlate in practice
- whether the smoothing was worth the complexity
The correlation guide applies to strategies too, not just pairs.
Comments
Log in to join the discussion. Comments follow the community guidelines.
Log in to commentLoading comments…