Rotating inversely correlated assets to select the top performer. We achieved a 2x gain on underlying asset performance tracking the USDINR – NIFTY.
Martingale is a bet sizing technique for increasing odds of winning at the expense of increased risk. The classic example is a coin flipping game where the gambler doubles his bet if he loses, in the hopes of making back any losses to break even. He will continue doubling his bet through subsequent losses until the bet breaks even.
QuantConnect provides an online algorithm development environment. Through their portal you can write C# and test algorithms over 15 years of stock data for 16,000 equities and 14 major FOREX pairs. They used cloud based parallel backtesting technology which dramatically increases the speed of designing trading strategies.