lundi 10 octobre 2016

What is the maximum portfolio heat you take on?

Im asking myself what is the maximum portfolio heat should I take on at any one time ?

Surprisingly there is very little guidance to this issue when you google it.

Does anyone have advice as to what they use?

I have just started trading live my backtested system which shows a nice positive expectancy.

I think I'm going to go with 13.5% (9 positions at 1.5%) - but I would be curious as to how this compares to others.


What is the maximum portfolio heat you take on?

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