Click here to Login




Stream - Dynamic Position Sizing


Dynamic Position Sizing

downloaded by saki 138 days ago
downloaded by Bentley 418 days ago
downloaded by Matt 536 days ago
downloaded by Matt 609 days ago
downloaded by Kaapo 858 days ago
downloaded by john 877 days ago
downloaded by irfan 1107 days ago
downloaded by Kaapro 1116 days ago
downloaded by Amritendu 1119 days ago
referenced in a forum message (How to obtain volatility of all the stocks in the portfolio?) by QuantShare 1119 days ago
Please check this item:
1140
downloaded by Chris 1121 days ago
downloaded by James 1146 days ago
downloaded by ivanf 1193 days ago
downloaded by David 1298 days ago
downloaded by mgo 1335 days ago
referenced in a forum message (NaN error in Dynamic Position Sizing MM object) by Kiran 1596 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 1596 days ago
referenced in a forum message (Enhanced Dynamic Position Sizing money mgmt - some issue) by Kiran 1598 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 1622 days ago
downloaded by SergejSuperstock 1636 days ago
downloaded by Mueller 1691 days ago
downloaded by QS1 1786 days ago
downloaded by Barbecue 1808 days ago
downloaded by Tony 1849 days ago
downloaded by Mac 1895 days ago
downloaded by Kiran 1905 days ago
downloaded by Petras 1984 days ago
downloaded by Mike 1991 days ago
downloaded by Patrik 2013 days ago
downloaded by Seeker 2049 days ago

20 other stream items are available for Dynamic Position Sizing

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Best Trading Items


Recent Posts

More about QuantShare Programming Language
Posted 36 days ago

Backtest Trading Strategies Programmatically and on Schedule
Posted 182 days ago

QuantShare Trading Software: New Features in the 3.7.0 Version
Posted 212 days ago

Compare Multiple Securities in a Single Chart
Posted 272 days ago

Dynamic Position Sizing in your Trading System
Posted 464 days ago

Show All






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2020 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



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.