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HClemmons

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Posts: 9

Joined: 10/11/2012

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Subject : RE: What's your favorite risk-return measure?
Posted : 4/25/2014 6:54 AM
Post #30066 - In reply to #30055

You are correct that I am evaluating strategies. Based on available amounts to invest, I will start with the strategy with the highest expected return, and select trades from that strategy. My allocation % is high enough, that the process normally only needs one strategy per trading day.

However, if the top strategy only has one eligible trade, and I have funds for three trades, it will go to the next highest strategy (if expected return is high enough), and get trades from the next strategy. If not, I stop at the one trade selected and wait for the next trading day.

Ever changing PORTFOLIO based on expected return of the STRATEGIES.
Deleting message 30066 : RE: What's your favorite risk-return measure?


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