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QuantAnalyzer portfolio MM

1 replies

3 years ago #267312

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%?

3 years ago #267327

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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