Larrie Cable
 Member
 Posts: 36
Joined: 10/11/2012
Location: Bedford, NH
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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]
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