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Three levels of risk management in systematic trading

Systematic trad cashbackforexprofitcalculatorg, cashback forex cashback forex calculator Online, trading according to a set of investment theories Systematic traders time cashbackforexpipcalculator energy are mainly focused on the development of investment theories in the securities cashbackforexcalculatorOnline, for systematic traders using trend-based strategies, the elements of successful development of a set of investment theories and their importance weighting, may be designed roughly as follows: range, 10%; buy point, 5%; sell point, 10%; Stop loss, 20%; risk management, 40%; understanding, insight, adaptability and innovation of the system, 15% It is evident that risk management is the most important element in systematic trading, risk management is mainly reflected in the following three levels: (a) position that is the market value of stocks in the account / (market value of stocks + market value of bonds + cash) * 100% According to Dows theory and the many statistics of later generations, about 75% of a market Therefore, it should be a good and sound choice to decide the position level according to the risk factor of the general market. For example, if the current risk factor of the general market is 70%, then the position should be 30%. One is a fund investment director, "K-line Golden Law" author of Mr. Les R28 law, that is, the use of R28 and A-share index against; the third is the simplest, is the current index in the latest significant operating cycle in the position, the application of the principle is the Zhou Dynasty National Librarian Mr. Lao Tzu proposed that the extreme will be reversed This paper only discusses the situation that can be used in the Chinese securities market, so the futures market and foreign securities markets with the role of the bar and the various complex inverse equivalence harness model is not involved (b) portfolio that is, when holding multiple stocks, how much money each individual stock occupies here the portfolio and CAPM, APT basic irrelevant how much money each individual stock occupies, depending on If multiple systems with different strategies are used at the same time, it also depends on the target expected average annual return of each system. For example, if the system sets three possible buy points, how much money should be invested in each buy point, which is also part of risk management. Of course, more often than not, this issue also falls within the scope of the buy point, sell point and stop loss elements. Ideally, the system itself would set clear rules for all issues, but due to the limitations of the software platform, it is practically impossible to do so. For investors with small and medium-sized capital, they can gradually build up their own set of methods by using manual methods to deal with them on a daily basis, and I believe they can also achieve basic results.

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