I'm planning to trade two algorithms, one for SPX500 and the other for US Treasury 10-Year Bonds. Given their distinct risk profiles, such as varying Sharpe Ratios, I'm looking for guidance on how to approach this effectively. What strategies or methodologies should I consider to balance the risk and optimize performance across both instruments?
Additionally, I'm unsure about setting the asset variables, particularly Pip and PipCost, for futures. Any insights or best practices in this regard would be greatly appreciated. Thanks in advance!
Last edited by dr_panther; 05/07/24 17:28.