Thanks Carter! Yea I think it's quite easy to follow with the signals etc. I did make some adjustments to the weighing methodology in the past months so I need to do an update.
Could also run a higher vol version of this, but that will come with a whole new weighting methodology.
Generally speaking this is the simplest one to run. The other's with 20+ contracts I think are better for sharpe ratio etc, however, it's too diffcult for most to run those books
Would love to see what you’ve cooked up since then! Have been a Wifey Alpha member since ‘21, so it’s very cool to see someone put to use what they’ve picked up
Thanks! Yea I plan to write more stuff. I’ve been running some of these before Wifey Alpha came up. He’s great though! Definitely shared some stuff that changed some of my thinking and views behind different strategies. He’s a great follow! Plus knowing that he can do it, kind of makes me feel I can do a little too
This is spectacular
Thanks Carter! Yea I think it's quite easy to follow with the signals etc. I did make some adjustments to the weighing methodology in the past months so I need to do an update.
Could also run a higher vol version of this, but that will come with a whole new weighting methodology.
Generally speaking this is the simplest one to run. The other's with 20+ contracts I think are better for sharpe ratio etc, however, it's too diffcult for most to run those books
Would love to see what you’ve cooked up since then! Have been a Wifey Alpha member since ‘21, so it’s very cool to see someone put to use what they’ve picked up
Thanks! Yea I plan to write more stuff. I’ve been running some of these before Wifey Alpha came up. He’s great though! Definitely shared some stuff that changed some of my thinking and views behind different strategies. He’s a great follow! Plus knowing that he can do it, kind of makes me feel I can do a little too