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There is nothing wrong at all with scaling out of or into positions. But if you do such a thing they should be looked at and analysed as separate systems, and then run in conjunction as part of a portfolio with appropriate position sizing. The question then becomes which portfolio offers the best return/risk :
Portfolio A, B, C, AB, AC, BC or ABC?
Adrian
-----Original Message-----
From: unicorn@xxxxxxxxxxxxxxx [mailto:unicorn@xxxxxxxxxxxxxxx] On Behalf Of Alex Matulich
Sent: Sunday, 9 December 2007 4:00 PM
To: jim f.
Cc: omega-list@xxxxxxxxxx
Subject: Scaling out
>with all that said, i would ask if anyone has a simple example of an exit
>for scaling out.
You probably can't find it because it generally isn't a good thing to
do. This was discussed on this list this past July under the heading
"Bet sizing question: Scaling". My answer is here:
http://www.purebytes.com/archives/omega/2007/msg00451.html
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \ Unicorn Research Corporation -- http://unicorn.us.com
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8/12/2007 11:59 AM
8/12/2007 11:59 AM
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