RISK OF RUIN PORTFOLIO CALCULATOR
As Brent Penfold said "any number(risk of ruin) above 0% is guarantee that you will blow your trading account,its just a matter of time.He also mentioned that "successful trading is based on understanding the math which is 0% risk of ruin ".
I have been developing some strategies with SQX.I have been able to compile a list of uncorrelated strategies,but now I want to find the best % percent of account balance money management for my portfolio with 0% risk of ruin,I have been doing this manually and not getting any positive results and it's been time consuming.
This is an idea I think will be a great feature in Quant analyzer.PLEASE!strategyquant development team,WE NEED THIS!
IDEA:Enter the capital range eg.$1,000-$10,000 that you are able to risk on a portfolio and then enter the %MM range 0.1%-5%,then the software will use this information to compute the best capital$ and %MM values with 0% risk of ruin.
I hope this makes sense.I think this will save us time when we want to find the best capital$ and %MM values with zero percent risk of ruin.This will also prevent us from blowing up our accounts with the wrong %MM and capital for the portfolio.
Risk of ruin is one of the most important concepts in trading and should be applied in our portfolio trading.
I have been developing some strategies with SQX.I have been able to compile a list of uncorrelated strategies,but now I want to find the best % percent of account balance money management for my portfolio with 0% risk of ruin,I have been doing this manually and not getting any positive results and it's been time consuming.
This is an idea I think will be a great feature in Quant analyzer.PLEASE!strategyquant development team,WE NEED THIS!
IDEA:Enter the capital range eg.$1,000-$10,000 that you are able to risk on a portfolio and then enter the %MM range 0.1%-5%,then the software will use this information to compute the best capital$ and %MM values with 0% risk of ruin.
I hope this makes sense.I think this will save us time when we want to find the best capital$ and %MM values with zero percent risk of ruin.This will also prevent us from blowing up our accounts with the wrong %MM and capital for the portfolio.
Risk of ruin is one of the most important concepts in trading and should be applied in our portfolio trading.
Attachments
No attachments
-
Votes +3
-
Project QuantAnalyzer
-
Type Feature
-
Status New
-
Priority Normal
History
Votes: +3
© Copyright. All rights reserved. ProjectPanel.com
