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first quarter results of 7 CFD strategies on DAX.

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 Francesco Landolfi, .

 Friday, March 30, 2018

Hi all, I thought it could be interesting to publish the first quarter results of a basket of 7 different strategies on the DAX. 1 point on dax is 1 euro or 2 euro depending on the strategy. In the picture you can see the backtest of the strategies, the backtests have different lenght depending on the timeframe it is used for each strategy. Also you can see the real results of this basket for the first quarter (in the pictures taken from excel). On the bottom right I added a snapshot of the monetary performance as provided by the platform ( proreal time). What I wanted to show is that 1) on the dax you can find many robust and long lived algorithmic strategies. 2) cfd are good instruments on dax to achieve diversification. Happy Easter


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7 comments on article "first quarter results of 7 CFD strategies on DAX. "

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 Andy Murphy Mental Performance Expert, IPO, Hedge Funds, Venture Capital, Tech firms, Forex Trading, Stockbroking, Internet marketers.

 Sunday, April 1, 2018



Great to see you doing well ...


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 Tushar Patel, Engineer Lead (Low Latency Linux/UNIX Systems Administrator)

 Sunday, April 1, 2018



Perhaps you should have posted each Chart separately. All charts together we can't see much


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 Francesco Landolfi, .

 Monday, April 2, 2018



Tushar Patel, I tried but I can't attach more than one picture on a post I am afraid.


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 Ruan Haese, Business Discovery Consultant at QlikView

 Monday, April 2, 2018



Well done. What was your strategy on deciding which 7 strategies? IE is it a mix of mean reverting, trending, longs only, etc?


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 Francesco Landolfi, .

 Monday, April 2, 2018



Hi Ruan Haese, thank you, well on the DAX mean reverting strategies dont really work at least on the time frames I am working with. there are Bias, Breakout and Trend Following strategies. The criteria to select those has been based on the backtesting. Maximizing prfit/drawdown and having a sastisfactory number of trades and a sufficent average trade profit to cover for slippage.


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 Ruan Haese, Business Discovery Consultant at QlikView

 Tuesday, April 3, 2018



Thanks. Another question, how often do you optimize your parameters? I seem to be getting conflicting views on this, some say never, some once a year and others once a week?


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 Francesco Landolfi, .

 Wednesday, April 4, 2018



Ruan Haese, It depends, the strategies that you see in this post for instance has not been reoptimized for the last 3 months. In general what I think it works is a rotational approach. You have n available strategies and every x months you selsect the best y strategies.

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