At the moment, my personal pseudo-fund uses various types of stock speculation. I try to diversify it in different possible ways. Looking at the chronology of diversification, then this is how it was:
— with 2005 of the year, when did I start speculating, swing systems for American stocks prevailed and the main money was earned on them. Were, certainly, small attempts to trade forex, individual futures, options, Russian market, but the gain or loss from them was negligible, that's why all this remained in the form of experiments. All in all, we can say that from 2005 to 2009 only traded American stocks using the short-term method, with a retention period of about 2 to 10 days.
— with 2009 years on par with stock swings, began trading the first medium-term trend following system for a diversified US futures portfolio. Subsequently, during 1-3 years added more 3 трендследящих системы.
— in 2012 began trading a couple of short-term systems for a futures portfolio.
— with 2013 of the year added a couple more short-term systems for the SP500 index, one on the futures, the other for SPY shares.
— with 2014 made a small portfolio for long-term positions of American stocks, which I review weekly.
here you go, In general, at the moment I use such a set of stock speculations. This is what, which generates income with varying degrees of success.
Ah yes, forgot the Russian market. Despite the fact that I was trading here with 2005 of the year, but not much success. Mostly, held long-term stocks with a small profit. I tried the index on the RTS, but due to the fact that trading intraday was not really a desire, quickly threw. That's just last year, in connection with the rise of the dollar against the ruble, managed to increase the account several times due to the dollar / ruble futures. There is now a small portfolio of Russian stocks, I have been holding it for about a year now.
What didn't work out.
— tried trading calendar spreads for futures based on seasonality with minimal money in real life. After a few months I gave up this occupation — не получилось.
— tried to trade spreads (or rather ratio) for US stocks based on cointegration and mean reversion (on the demo). It didn't work either.
— periodically return to options with variable success. As they say, alphas, haven't found yet :)
What other trading methods do hedge funds use?? Can, for example, on the site view the indices of trading styles of `` professional market participants ''.
Trend Following Strategy Index — trend bearing, I use this
Systematic Trader Index —
Stock Index Trader Index — stock index trading
Option Strategy Index — options are still in development
Diversified Trader Index —
Discretionary Trader Index —
Agricultural Trader Index —
All in all, we need to expand diversification. I don’t trade intraday anyway, so there is time for experimentation and research. :)
