In Excel: Having discipline for long short with beta across the entire trade to hedge out risk

In Excel: Having discipline for long short with beta across the entire trade to hedge out risk Part of https://quantlabs.net/blog/2014/09/having-discipline-in-your-risk-management-for-long-term-trading-for-profit/ You can have single asset position limits based on a percent of the total portfolio i.e. 10% of total. Your single positional notional value can go up by doing nothing. You can add a portfolio …

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