cover of episode 292 · Laurens Bensdorp - Running 55+ Systematic Trading Strategies Simultaneously

292 · Laurens Bensdorp - Running 55+ Systematic Trading Strategies Simultaneously

2024/12/5
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Laurens Bensdorp
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我通过同时运行55个不同的交易系统来进行交易,这些系统涵盖了趋势跟踪、均值回归等多种策略,并应用于股票、期货和商品等多种资产类别。这种多系统策略的核心在于平滑收益曲线和降低回撤风险。 单个交易系统即使拥有很高的年化收益率,也可能面临巨大的回撤风险。而通过组合多个不同类型的系统,当一部分策略表现不佳时,其他策略可以弥补损失,从而创造更平滑的收益曲线。 这种方法的优势在于提高了策略的稳健性。我并不依赖于单一策略,而是拥有多个不同的收益来源。即使有四五个系统表现不佳,我也不会太担心,因为其他系统仍然在盈利。 此外,多系统策略也提高了交易频率,这使得我能够更快地从回撤中恢复。 我的系统完全自动化运行,由我与商业伙伴共同开发的软件进行管理。这对于管理如此多的系统至关重要,可以避免人为错误,并提高交易效率。 在风险管理方面,我为每个系统设置了不同的止损水平,以适应不同的市场环境和风险承受能力。例如,均值回归策略的止损设置会比较宽松,而趋势跟踪策略的止损设置则会比较严格。 我不会对任何策略进行过度优化,而是不断开发新的策略来应对市场变化。我的目标是创造一个更加稳健的交易系统,能够在各种市场环境下都能获得稳定的收益。 我所有的策略资金分配比例相同,避免人为偏见。我不会根据近期表现来调整资金分配,而是让系统持续运行。 在系统设计方面,我坚持所有系统都必须由我自己设计,因为只有这样才能充分理解其优缺点,并根据自身情况进行调整。只有自己设计的系统,我才能在回撤期间保持耐心和信心,因为我了解系统亏损的原因。 市场环境会不断变化,因此我需要设计多种策略来应对各种市场情况,包括那些我从未遇到过的市场事件。

Deep Dive

Chapters
Laurens Bensdorp's trading journey started with years of losses using discretionary methods. He transitioned to systematic trading, creating over 55 systems for consistent returns and reduced risk. This approach led to better returns, smaller drawdowns, and less time spent trading.
  • Years of losses as a discretionary trader
  • Transition to systematic trading
  • Creation of over 55 trading systems
  • Improved returns, reduced drawdowns, and less time spent trading

Shownotes Transcript

Laurens Bensdorp's trading journey began with years of losses as a discretionary trader. Frustrated by inconsistent results and mounting stress, he embarked on a mission to develop systematic trading approaches. His goal was simple but ambitious: create reliable systems that would deliver steady returns while minimizing losses.

This transformation wasn't overnight. Through years of careful development and testing, Bensdorp gained deep insights into the cyclical nature of his trading systems - understanding when they were likely to generate profits or face losses. His persistence paid off. By eventually creating and implementing over 55 different trading systems, he achieved what seemed impossible: better returns, smaller drawdowns, and remarkably, less time spent managing his trades.

About Laurens Bensdorp

Laurens Bensdorp launched his finance career at a Dutch venture capital firm in 2000, where he discovered his passion for trading. After years of studying successful investors' methods, he developed automated trading platforms that maximize profits while minimizing time investment.

Featured in Van Tharp's "Trading Beyond the Matrix," Bensdorp went on to author two international bestsellers: "The 30 Minute Stocktrader" (2017) and "Automated Stock Trading Systems" (2020). Both books have been translated into multiple languages.

As the pioneer of personality-based automated trading systems, Bensdorp now co-hosts seminars with renowned trader Tom Basso and mentors elite clients. Through his foundation, Fundación Albenco, he supports educational initiatives for underprivileged children in Colombia.

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