Action Items

  • Combine your strategies into a single series of returns
  • Analyze the results and compare to the individual strategies
  • Determine how you will calculate size for each trade in a portfolio
  • Estimate your capital requirement for the selected portfolio
  • Run several models to select one or multiple portfolios to offer
  • Stress test the results
  • Model all positions and Beta weight to identify tail risk that does not appear in your studies