 |
downloaded by Peter 516 days ago
|
|
downloaded by Albert 1801 days ago
|
|
downloaded by Jignesh 2224 days ago
|
|
downloaded by saki 2378 days ago
|
|
downloaded by Bentley 2658 days ago
|
|
downloaded by Matt 2776 days ago
|
|
downloaded by Matt 2849 days ago
|
|
downloaded by Kaapo 3098 days ago
|
|
downloaded by john 3117 days ago
|
|
downloaded by irfan 3347 days ago
|
|
downloaded by Kaapro 3356 days ago
|
|
downloaded by Amritendu 3359 days ago
|
 |
referenced in a forum message (How to obtain volatility of all the stocks in the portfolio?) by QuantShare 3359 days ago
 |
Please check this item:
1140 |
|
|
downloaded by Chris 3361 days ago
|
|
downloaded by James 3386 days ago
|
|
downloaded by ivanf 3433 days ago
|
|
downloaded by David 3538 days ago
|
|
downloaded by mgo 3575 days ago
|
|
referenced in a forum message (NaN error in Dynamic Position Sizing MM object) by Kiran 3836 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 3836 days ago
|
|
referenced in a forum message (Enhanced Dynamic Position Sizing money mgmt - some issue) by Kiran 3838 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 3862 days ago
|
|
downloaded by SergejSuperstock 3876 days ago
|
|
downloaded by Mueller 3931 days ago
|
|
downloaded by QS1 4026 days ago
|
 |
downloaded by Barbecue 4048 days ago
|
|
downloaded by Tony 4089 days ago
|
|
downloaded by Mac 4135 days ago
|
|
downloaded by Kiran 4145 days ago
|
|
downloaded by Petras 4224 days ago
|
23 other stream items are available for Dynamic Position Sizing |
