Futures trading – what’s new? + Equity

Author: Kornel Mazur

March 11th, 2020

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It has been four months since we released the new StrategyQuant futures package which includes a data subscription, strategies and an e-book. What’s happened since this time? How is the testing portfolio performing now? It’s time for a short review.

A hypothetical result of a backtest of our testing portfolio. The red line indicates a time when we released this portfolio.

What is working in robot’s favor now?

Generally trading robots like big moves and higher volatility.  All released robots are trading long and short as well so they are not depending on the current market stage.

Black oil Monday, does it hurt us?

Probably all of you noticed the current huge price drop in the oil market. The price move was so big that the stock market protection mechanism was activated and halted trading on the indexes market for several hours.

Black oil Monday

All of our strategies close all positions on Friday. This simple protection worked perfectly in this case.

What can we do better?

This portfolio focuses on indexes only. You can obtain much more stable results if you add different instruments like gold, oil or grains to your portfolio. For example, there is the Micro Gold futures instrument with ten times smaller lot size compared to the full size futures contract. You can easily create a strategy for it and add it to your index portfolio. Here you can also expect support from our side in the near future.

An optimal portfolio consists of multiple asset classes

What are we working on now?

StrategyQuant will soon obtain the most important upgrade since it was released. A possibility of creating your custom building blocks and a significantly improved templating engine will be added. All this together with Custom Projects will give us almost an unlimited number of possibilities regarding creating new strategies. As it is a quite complex topic, you can expect new series of articles and other education materials. I am really excited about this upgrade as it will allow me to automate most of my strategy creating ideas including well working edges.

Access to the futures package:

You can find more info about discussed futures package here: StrategyQuant Futures pack

As a bonus to the every subscription you will obtain E-book with step-by-step know-how how to create strategies for Futures + example strategies mentioned in this article.

 

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