optimal position sizing

Discussion in 'Strategy Building' started by runner, May 12, 2004.

  1. runner

    runner

    What would be a good position sizing strategy for a stock trading account with several swing trading systems applied?

    For example:
    Account size: $100k
    Number of systems: 10 swing systems (long + short)
    Basket of stocks: 10 baskets (one basket for each system)
    Number of stocks: 100 different stocks in each basket
    Trade frequency: average 1 trade/day for each system
    Holding time: 1-3 days

    What would be good position sizing strategies for each trade, with or without using overnight margins? Thanks.
     
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