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Winning trades are only reduced to alleviate risk concentrations. Does this mean that if a winner is such a champion that it grows to over 20% of the portfolio and your portfolio limit is 20% max per stock, then you reduce the position??And also the author of the paper details why they did not consider a short system and one of the reasons was due to forced buy-ins (which cannot be backtested).Is a forced buy-in the short equivalent to a margin call?
Winning trades are only reduced to alleviate risk concentrations.
Does this mean that if a winner is such a champion that it grows to over 20% of the portfolio and your portfolio limit is 20% max per stock, then you reduce the position??
And also the author of the paper details why they did not consider a short system and one of the reasons was due to forced buy-ins (which cannot be backtested).
Is a forced buy-in the short equivalent to a margin call?
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