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How to calculate the initial deposit for a 6-strategies-portfolio?

1 replies

1 year ago #279898

Hello, I have a doubt of how can I calculate the initial deposit for a 6-strategies-portfolio, because I don’t want to overload the account (use too much margin) I am going to use and put it in risk of ruin. In SQX I used 1% risk per trade.

Is there any way to calculate that initial deposit?.

Thanks.

1 year ago #279910

Hi,

an easy way would be to use QuantAnalyzer monte-carlo analysis applied to your portfolio results. This will show you a table with risk of ruin and possible account sizes.

Let me know if any help needed with that

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