Trading Mate
An actively-managed long-short portfolio investing in major equity indices
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Trading Mate is a mobile application, available for iOS and Android, that allow the user to monitor the composition of an actively-managed portfolio that invests in 4 major markets across 3 economic areas: S&P 500, NASDAQ 100, EuroStoxx 50 and NIKKEI.
The portfolio is long-short and the trading strategy aims at generating positive performance and keep the risks under control. While this cannot be guaranteed, the approach attempts to achieve this goal by using a set of quantitative rules to decide the exposure to have on any given day.
Information and analysis shared via the app are to be considered as our personal view about the markets we cover and it is in no way to be considered as a suggestion regarding the positions to take. Please read the important disclaimer below.
LINKS TO THE DOWNLOAD PAGE
Download from App Store: https://apps.apple.com/gb/app/trading-mate-equity-index/id1554666449
Download from Google Play Store: https://play.google.com/store/apps/details?id=com.dieffe.trading_mate
2021 performance and risk
2021 performance and risk
The year-to-date performance of the portfolio is shown below, together with the lowest daily return and the standard deviation of the daily P&Ls. As the following chart shows, the portfolio has generated an overall performance similar to the market but with almost half the volatility.
It is advisable to read the performance results together with the following data about the largest daily losses and standard deviation of P&Ls to have a better picture of how the strategy has performed relative to the market.
Long-term performance: the example of S&P500 and NASDAQ 100
Long-term performance: the example of S&P500 and NASDAQ 100
The investment rules are purely quantitative, hence avoiding the risks associated to human emotions. This has allowed the system to be backtested over a longer period of time. The plots below show the results obtained by trading SPY and QQQ according to the trading algorithms employed in this portfolio.
The equity line shows the cumulative profits that have been realised by the strategy (in blue) vs a buy & hold investment in the market (in orange).
Please note: the plot doesn't show daily P&L but focuses on the P&L of each trade as of the day it realised. For this reason, when you see a jump that is the result of a large profit or loss that became "realised". For consistency, the same dates are used also for the buy & hold investment in the market.
Contact information
Contact information
Please feel free to contact us for any issues or feedback related to the Trading Mate app. The e-mail address is: dev.faldon@gmail.com
Disclaimer
Disclaimer
Past performance is not necessarily indicative of future results. All investments carry significant risk and all investment decisions of an individual remain the specific responsibility of that individual. There is no guarantee that the systems or trading signals here discussed will result in future profits or that they will not result in losses. All investors are advised to fully understand the risks associated with any kind of investing they choose to do and to get personal advice from a professional investment advisor.
As a general rule: never invest more than you can afford to lose.
By using this app and accessing the page containing the current portfolio positions, you confirm that you understood all aspects of this disclaimer and that any future investments you will make based on the information provided on this app, will be your full responsibility.
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