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Ultimo aggiornamento il 23 aprile 2026 a cura di Kornel Mazur

Master del portafoglio

Master del portafoglio

Master del portafoglio builds portfolios by combining strategies and ranking them based on brute force or genetic algorithms, without modifying their capital allocation.

Imagine you have 20 different futures trading strategies, but you can only trade 5 of them. Your task is to select the best portfolio of 5 strategies from the 20 available.

Alternatively, consider a scenario where you have a single strategy that performs exceptionally well across 20 different markets, but your capital limits you to trading in only 5 of those markets.

Again, you need to determine which 5 markets are the most suitable for implementing your strategy.

This is where Portfolio Master comes in.
Additionally, it's crucial to consider different sectors. You may have strategies focused on indices, precious metals, livestock, or currencies..

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