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Christophe Pa Trouillas  

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Christophe Pa Trouillas  

Here is my answer to this relevant question

Hi Steffen,
Of course you can increase your risk and it will have positive consequences on your profits... in the short term.
But at the same it will downgrade the probability of durable performances.
It is always better to diversify your risk and launch uncorrelated algos than to increase the risk to gain more: greed is the enemy of long term perfs ;-)
Seuls les utilisateurs ayant acheté ou loué le produit peuvent laisser des commentaires