Hi, I am looking for an individual or group who wants to work together to build a trading system. I constructed a ranking system on portfolio123 (www.portfolio123.com) based on fundamental data and volume.
With no trading rules and simply buying the highest ranked stocks and re-bouncing every 2 weeks:
20 Positions
48% Average Annual Return
1.5 Sharpe Ratio
50% DrawDown.
(this is out of sample, ie returns after system was designed over the last 5 years)
If you put a hedge on top where you get out in bad markets: The average return goes to about 80%, 3 Sharpe Ratio and 20% Drawdown.
This is a great start but I would like to put a trading system on top with the goal of increasing the Sharpe Ratio to about 5, reducing the drawdown and auto-trade.
Warning: I am not a programmer or a computer guy. I need help in this area, which is why I am reaching out on this board. Ideally, we can use my stocks with a systematic trading system which tells us when to get in and out of those stocks.
The easiest way to reach me is to chick the “Send message to Jon” box under my profile. Just give me your name and contact information (any addition info on yourself would be great) and I’ll email you.
Thanks for your time,
Jon Meigs
