PureSeas-39
The algorithm in short
- The purpose is to realize a specific annual performance by means of a fixed low risk supporting a steady performance;.
- The algorithm operates through a few specific trades using fixes Stop Loss and Take Profit. The holding period varies into a range from 2 to 5 days. It does not operate over week-end.
- The algorithm is a hybrid portfolio consisting in strategies type Momentum and Seasonal components: hence its name reference to SEAS.
Overview
The algorithm invests in pairs of the currency work, specifically EUR, AUD, GBP, CAD, USD, JPY.
During selection, those pairs presenting seasonal components – that are adequate to the model used by the algorithm – are preferred. The exception of the other couples is also due to their non-ability to activate trend in specific periods.
After accurate analysis, the research team and risk management elaborate a risk-reward coefficient able to anticipate eventual evolutionary scenario in order to insert couples tactically leading benefits to the portfolio.
Last Update:
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Risk
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