This year, my goal for Blackarbs, is to build a fully automated multi-strategy trading portfolio worthy of personal and professional investment and I want to share it with you!

My initial insample performance targets for this portfolio are a sharpe ratio of 1.5 or better, max drawdown less than 15%, and only 1 losing year every ten years. I aim to develop variations of this portfolio that can scale from 100K to several million.

To support this development effort and still stay true to my original goal of sharing my work, I’ve created a subscription tier for premium content. I’m calling this the Take Profits Strategy Subscription.

Over the next 12 months, every month (including February), I will share one new algorithmic strategy with my subscribers. My goal is to have each strategy be fully functional on the Quantconnect platform out of the box. This will allow you to backtest and live trade the strategy immediately if you choose.

The code will be documented in a way that practitioners can build on and customize the strategy. The code documentation will also provide in-depth explanations behind the purpose and function of each component. I will also provide any additional research documents and notebooks, that helped me in the development process. Ultimately, I will pick the best combination of these strategies to implement in the multi-strategy portfolio.