This is my first algo that does better than SPY without leverage. It's uses volatility weighting on a universe selected via fundemental's grades.
I'm going to work on a better stock pick goal. This is what I had in mind:
1. Smaller market cap S&P 500 companies.
2. Companies that are growing versus companies that are "established"
3. Positive averages. (Haven't gotten the momentum example to work well, will be researching other fundamentals)
Here are a few things I would like to learn more about:
- How can I decrease my beta and drawdown?
- What are some strategies for transitioning to daily trading?
- What are some hedging strategies?
- I was planning to try hedging on high-volatility or inverse-weight volatility.
- Can limit and/or stop-loss orders benefit my algorithm?
- Any other feedback!