Discussion on diversification of exchange trading

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JC: …By the way, that is why trading with a single instrument is bad, without diversification — the side can take a long time, is there, you have to pay rent and dress every day

Maxim: If only because of this, trading with one instrument is bad, then you can trade your trading system on a variety of instruments. Then you get diversification, but not by system tools, and because of the many systems, the probability of which to merge at the same time is already less.
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Really, if each trading instrument had its own robust trading system, that would be just perfect. The whole problem is, that for a single instrument it is impossible to determine — Is this system robust or just because the cards lay. Or was the system really robust, but only on history, and the next moment the chart style will change and the system will end for this instrument forever, or indefinitely. Since in a million systems that accidentally come up for a specific tool, there is only one robust, then the chances of earning a random system = one millionth (probability = 0,0000001). The same is true for each other system for its specific instrument.. What will we get when we trade?, for example, twenty systems for twenty instruments, where each tool has its own specific system? It is clear that — sum of twenty accidents = one big accident.
It's another matter when one system shows a positive backtest result on the whole portfolio of instruments — this is the very system, which is one in a million…. :)

  Chizh
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