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Can a strategy only be profitable with some hedge configuration? #460120
06/16/16 21:29
06/16/16 21:29
Joined: Mar 2015
Posts: 336
Rogaland
N
nanotir Offline OP
Senior Member
nanotir  Offline OP
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Joined: Mar 2015
Posts: 336
Rogaland
Hi

Based on Workshop 6, I have done a strategy which behaves ok in the simple reverseLong/short configuration and also behaves ok in the other steps of the strategy development. However it only works with Hedge = 0. With Hedge = 5, I get a margin call. Does it mean that the first algo idea had no edge in first place?

Re: Can a strategy only be profitable with some hedge configuration? [Re: nanotir] #460204
06/20/16 07:32
06/20/16 07:32
Joined: May 2016
Posts: 180
Prague
pcz Offline
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pcz  Offline
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Joined: May 2016
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Prague
Margin call doesn't necessarily mean there's no edge. It can for example mean that the money management is bad.

Also in the manual there's mentioned that the virtual hedging can affect system performance and the capital requirements can be different with Hedge = 0 and Hedge = 5.


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