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Invest Available Cash In a Security

by QuantShare, 1901 days ago
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If you have a trading system that is not fully invested 100% of the time and you want to invest that cash into a security like a bond fund or a money market fund then you can use this money management script to do that for you.

Steps:
- Download this money management script
- Update your trading system
- Add this script to your trading system
- Update the "Cash To Equity" field and set it to the security you want to invest in when your strategy has some available cash

By default the cash to equity symbol is set to "TLT" (iShares Barclays 20+ Yr Treas.Bond (ETF)).

Example:
The following trading system consists of a simple trading rule that enters long any NASDAQ100 stock if its RSI crosses above 85 threshold.
Buy = rsi(14) > 85;
When the money management script is applied to the above strategy, we notice an small improvement in the system return and a decrease of the maximum drawdown and the volatility of the trading system. This of course translates into an increase in the Sharpe ratio.


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Type: Advanced Money Management

Object ID: 1519


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.