 |
downloaded by Peter 575 days ago
|
|
downloaded by Albert 1860 days ago
|
|
downloaded by Jignesh 2283 days ago
|
|
downloaded by saki 2437 days ago
|
|
downloaded by Bentley 2717 days ago
|
|
downloaded by Matt 2835 days ago
|
|
downloaded by Matt 2908 days ago
|
|
downloaded by Kaapo 3157 days ago
|
|
downloaded by john 3176 days ago
|
|
downloaded by irfan 3406 days ago
|
|
downloaded by Kaapro 3415 days ago
|
|
downloaded by Amritendu 3418 days ago
|
 |
referenced in a forum message (How to obtain volatility of all the stocks in the portfolio?) by QuantShare 3418 days ago
 |
Please check this item:
1140 |
|
|
downloaded by Chris 3420 days ago
|
|
downloaded by James 3445 days ago
|
|
downloaded by ivanf 3492 days ago
|
|
downloaded by David 3597 days ago
|
|
downloaded by mgo 3634 days ago
|
|
referenced in a forum message (NaN error in Dynamic Position Sizing MM object) by Kiran 3895 days ago
|
I'm altering the volatility-based sizing formula in the Dynamic Position Sizing MM object so it allocates size proportional to the square-root(inverse(volatility)) instead of based on volatility.
See ... |
|
|
downloaded by Dennis 3895 days ago
|
|
referenced in a forum message (Enhanced Dynamic Position Sizing money mgmt - some issue) by Kiran 3897 days ago
|
I enhanced the Dynamic Position Sizing object to support 4 different rebalance modes - based on StdDev (current), 1/StdDev (inverse volatility), Sharpe Ratio, Sq-rt(StdDev).
Below is the code I added.... |
|
|
downloaded by Ivan 3921 days ago
|
|
downloaded by SergejSuperstock 3935 days ago
|
|
downloaded by Mueller 3990 days ago
|
|
downloaded by QS1 4085 days ago
|
 |
downloaded by Barbecue 4107 days ago
|
|
downloaded by Tony 4148 days ago
|
|
downloaded by Mac 4194 days ago
|
|
downloaded by Kiran 4204 days ago
|
|
downloaded by Petras 4283 days ago
|
23 other stream items are available for Dynamic Position Sizing |
