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Larrie Cable

Member
25
Posts: 36

Joined: 10/11/2012
Location: Bedford, NH

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Subject : RE: Limit Trade Size using Daily Volume
Posted : 10/19/2012 1:37 PM
Post #21518 - In reply to #21366

With the number of strategies playing in the same markets, there are often times where the recommended number of shares to purchase from four or more strategies exceed 30% or 40% of equity. Perhaps in addition to maximum $ amount or maximum trade size, an addition of Maximum Percent of Account Value per Equity would save excessive risk of underdiversifying.

[Edited by Larrie Cable on 10/19/2012 1:41 PM]

Deleting message 21518 : RE: Limit Trade Size using Daily Volume


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