Hello.

I just finished to read E. Tomasini's book.

Since I trade only Forex at the moment I was wondering if it can be a serious limitation in Portfolio Trading, and overall about profitability.

I am wondering if is wrong to trade a set of pairs which are correlated to each other applying a "Trend Following" & "Counter Trend" strategy.

For instance if I test those strategies and I go live trading assets which are correlated to some extent "EUR/USD", "GBP/USD", "USD/CHF", "AUD/USD", "USD/JPY".

I had a look to some system on MyFxBook and I found a quite famous strategy that trades many assets as portfolio with a good level of success for many years now.

http://www.myfxbook.com/members/autotrade/wallstreet-forex-robot-real/95290.

I would like to better understand Portfolio Trading, with particular attention to these points:

- 1 How many strategies I can add on a portfolio.
- 2 How do you determine the correlation between the two systems and what threshold you use to avoid high DD.
- 3 Should I add up different strategies on the same asset rather than trying to diversify through other Fx Pairs.

Any advice is really welcome.

I look forward to hearing from you.

Regards, France.