Holding Constant Positions - Trading Software

Holding Constant Positions

Daniel Snover
2014-01-23 21:44:18

Is there a way to hold a constant position in the portfolio (e.g. 20% to AGG)? For our clients we would like to include a couple 'core' holdings to reduce volatility, and want to include these positions in a backtest.

Thanks for your help.

clonex
2014-01-23 22:08:59

http://www.quantshare.com/item-1137-asset-allocation-equal-weight-rebalanced-monthly this could help

QuantShare
2014-01-24 12:04:49

You might also want to check this: Hedge a portfolio strategy

Hedge a portfolio strategy (by QuantShare, uploaded several months ago)

No notes

Get more messages

No more messages

Back


Trading Items Holding period return - classifying positions Minimum Number of Positions in a Trading System EURUSD Long Positions Ratio Money management to Reject Trading Positions Based on their Past ... Rebalance & Combine & backtest two trading strategies	How-to Lessons How to dynamically change the number of positions in a portfolio? How to optimize the number of positions in a trading system How to quickly add several positions to your portfolio How to add trades from one portfolio to another one How to perform a basic quantitative analysis using the S&P 500
Related Forum Threads Detect flat positions Different Stops for Long/Short Positions How to define an alternate asset to buy when no positions are hel... How to read the number of positions in trading system No overnight positions	Blog Posts How to Create Custom Metrics for Your Trading Positions True portfolio simulation applied to trading systems How to get buy and sell orders for a portfolio based on a trading... Buy the best/top rated stocks or how to create powerful rank base... Create a trading strategy using the money management tool - Part ...