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Simple ways to improve Strategy Performance

Simple ways to improve Strategy Performance

Easy ways to improve strategy returns, sharpe, etc.

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Vertox
Jan 09, 2025
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Simple ways to improve Strategy Performance
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Ever been in the following situation before?: You come up with some strategy but it doesn’t really perform well due to reasons like putting on too many trades and losing everything to fees or you just don’t have enough trading opportunities?

Those and many other problems have some pretty simple fixes which we will go over in this article.
One advantage of the techniques presented in this article is that they can be applied to a ton of different strategies and aren’t strategy specific.


Table of Content

  1. Modeling returns (and variance)

  2. Continuous Features

  3. Multiple Timeframes

  4. Bigger Portfolio

  5. L/S ranking

  6. Filters

  7. Final Remarks

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