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Forums>StrategyQuant>General Discussion>Portfolio and Money Management

  • #260633 |
    86 Posts

    Portfolio consists of lets say 10 strategies

    How to find the best MM % per each trade?

    some strategies in this portfolio could do better with higher MM% and some are with less %

    How do you find best MM ?


    1823 Posts


    there can be different approaches to this. I want my strategy to risk the same amount of % in each market and that’s all about it. Because I never know in advance which one gets hit by a losing streak tomorrow. I do not believe in “allocating more to winners less to losers” approach. Others my have a different opinion …

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