DislikedHmmm... I would ditch the Hedge and optimise algo to one pair ONLY. 1500 to 1.8M in one year... possible, but is it probable? I am trying to do similar (using a sort of statistical arbitrage) here: http://www.forexfactory.com/showthre...80#post9182880 Starting capital is 100, goal is 1M in 1-2 years, but with this brexit fx war going around I might have to reduce expectations Good luck!!Ignored
yes i have removed EUR GBP, I will be closing that trade on sunday or monday as the pound will be rising then when traders take profit. After this trade I will no longer be doing EURGBP trading, I will be adding SEK DKK and removing CAD MXN due to MXN being EM and CAD being G10 exposure.
However for co-integrated pairs trading a hedge is required, but for my other USDJPY alpha, hedge is not used.
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