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long only or short only fx portfolio

1 replies

3 years ago #266759

Hi

Has anyone built an fx portfolio trading with strategies that trade in only one direction rather than strategies which trade in both directions? If so was the results better? assuming you have used a balance of long strategies vs short

3 years ago #266766

my2cents – if you will be generating strats only on 1 side, the truth is, the tendency to overoptimise the logic of the strategy will be higher

so i am not doing this, its not needed, why?

you will end with twice number of strats in your portfolio

and yes, there will be times, when long side will be better than short side of the strats – but who knows, what will happen in the future

long only means sense to me only for indices, not for forex

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