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Forums>StrategyQuant>General Discussion>QuantAnalyzer portfolio MM

  • #267312 |
    Participant
    39 Posts

    for example there is a portfolio of 4 strategies

    QA says that 5% risk is good for a good stable return

    so I put 5% into each strategy of 4, total 4×5%=20%?

     

    #267327
    Customer
    790 Posts

    if your strategies will be totally same yes, but your strategies need to be different and not correlated, and if so – they will be opening different trades and each on different time – so the risk of the portfolio must be lower than simple multiplication

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