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.
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  • Votes +2
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Normal

History

tl
#1

leoritzsontim

14.07.2021 17:26

Task created

tl
#2

leoritzsontim

14.07.2021 17:26
Voted for this task.
b
#3

binhsir

08.11.2021 07:10
Voted for this task.

Votes: +2

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