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Systematic Trading: A unique new method for designing trading and investing systems by Robert Carver

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Chapter Four. Portfolio Allocation

Staunch systems trader

Asset allocating investor

This chapter is about deciding how you share out your trading capital between different instruments or trading rules. Deciding the allocation between instruments is important for asset allocating investors, whilst staunch systems traders have to make both kinds of decision.

It isn’t relevant if you’re a semi-automatic trader, since you won’t use systematic trading rules and will trade different instruments opportunistically. You can skip this chapter.

Deciding how to allocate within a portfolio of assets is a problem every investor faces. How much in equities, bonds or cash? Should you split your equity allocation evenly between countries or just stick it all ...

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