Combination Strategies allocation ?
Author: giorgos
Creation Date: 10/28/2011 7:31 AM
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giorgos

#1

10/28/2011 7:31 AM

Is there a way to allocate capital on new trades as a precentage of current account capital rather than of the individual strategy. When each strategy has its own calculation the most profitable dominate the results over time.
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Eugene

#2

10/28/2011 7:56 AM

No.

FAQ: Is child strategy equity being constantly readjusted on a day-to-day basis with regard to the "Percent of Starting Equity" allocation?
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