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Lecture 5: Portfolio-Level Calibration — From FX to Indices and Beyond
- November 2, 2025
- Posted by: DrGlenBrown2
- Categories: Algorithmic Trading, Global Elite Proprietary Trading Program (GEPTP), Global Financial Insights, Trading Psychology, Algorithmic Trading
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This lecture extends the foundational GATS risk geometry from individual trade logic to full portfolio orchestration. Through Portfolio-Level Resonance Calibration (PLRC), the system harmonizes volatility, risk, and trail parameters across multiple asset classes—FX, indices, metals, energies, and crypto. Using normalized ATR ratios, DS=DAATS initialization, and the 18.75% Law, GATS achieves coherent risk expression across diverse markets. The result is a unified field of temporal risk symmetry where each instrument breathes proportionally within a portfolio’s collective rhythm.
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Mastering the Art of Portfolio Construction: Advanced Strategies for Prop Traders
- February 10, 2024
- Posted by: DrGlenBrown2
- Categories: Portfolio Management, Proprietary Trading Strategies
Explore advanced strategies for building diversified, resilient portfolios that can withstand market volatility and maximize returns for proprietary traders.