SIPS Insights
Research. Ideas.
Better portfolio decisions.
Practical articles on strategy research, portfolio construction, robustness and systematic trading — built around the questions that matter when strategies have to work together.
The Hidden Concentration Risk of Trading Only One EA
A single profitable Expert Advisor can still be a concentrated bet on one behaviour, one market logic and one regime. Why that risk stays hidden until conditions change.
What Is Portfolio Trading — And Why Think Beyond One Strategy?
Portfolio trading treats a group of strategies as one decision unit. Here's what that actually changes about how you measure performance and risk.
Diversification in Algorithmic Trading Is More Than Different Markets
Trading five symbols instead of one doesn't automatically diversify a portfolio. Real diversification lives in behaviour, not just ticker symbols.
Correlation in Algorithmic Portfolios: What It Tells You — and What It Doesn't
Low historical correlation is genuinely useful information. It is not a guarantee, and it is not the same thing as understanding why two strategies behave differently.
Why the Best Individual Strategies Don't Always Build the Best Portfolio
A strategy can pass every individual test and still be a poor addition to a specific portfolio. Why strong backtests don't automatically combine into a well-diversified result — and what to check instead.
How to Build a More Diversified Algorithmic Trading Portfolio
A practical framework for going from a pile of credible strategies to a portfolio that actually behaves differently across the strategies inside it.
About SIPS Insights
SIPS Insights is designed to explore the practical questions behind strategy selection, diversification, robustness and portfolio construction. The objective is education and better-informed research — not trading signals or promises of future performance.
Software and risk notice. SIPSALGO provides software tools for strategy and portfolio analysis. Trading and investment decisions involve risk, and analytical tools cannot guarantee future performance. Nothing on this page is financial advice or a recommendation to trade.