PosSizer to limit the number of trades per industry?
Author: mikesblack
Creation Date: 3/8/2016 8:21 PM
profile picture


Some issues surrounding draw downs happens when I am overloaded in a market sector. Can a Position Sizer be implemented that would limit the number of trades per industry? Alternatively, I could sub divide the S and P 500 into multiple files, but this would be a tedious process.
profile picture


I've answered a similar question a couple of weeks ago. Hopefully this information may come in handy in your PosSizer development:

Portfolio allocation based on asset class and sector limits
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).