Portfolio Managment

Hello, I would like to have a what-if function to control the exposure of the portfolio at any one time by a few methods:

- Max amount of open trades on 1 instruments
- Max amount of open trades on correlated markets (i understand these will have to be defined by the user)
- Max amount of open trades in any direction Long/Short
- And Max amount of open trades on the whole portfolio


Thanks


Peter



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  • Votes 0
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Low

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#1

peter

28.06.2020 11:30

Task created


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