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Portfolio123 » List all forums » Forum: Feature Suggestions » Thread: Feature Request: Add simple dynamic position sizing functionality |
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Total posts in this thread: 1 |
[Request a Feature] [Add To My Favorites] [Watch this Thread] |
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victorass
Advanced Member
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Using simple metrics such as e.g. "stock beta over last N days vs. benchmark" or "ATR over last N days" the position size could be allowed to be calculated both upon * buying the initial position * rebalance That would enable us to dynamically give more(less) volatile stocks less(more) weight in the portfolio, reducing overall portfolio volatility. View the feature request here. ---------------------------------------- [Edit 2 times, last edit by victorass at Feb 16, 2011 8:22:44 AM] |
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