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Portfolio management

denis requested to merge portfolio_management into dev

Portfolio allocation algorithm now implemented, needed infrastructure (quicksorts, ranking etc. implemented), neccessary config parameters implemented and documented. For now the allocation algorithm works as follows:

    loop through all portfolio entries, calc correllation and position
    size using the following formula:
    P_N = \frac[\sum{_i=0}{^N-1} P_i * \Rho_iN * d_iN ]  [N-1]
        with	P_N 	new position size
	P_i 	         Position sizes of existing portfolio entries
	Rho_iN	Correlation between new entry and existing entreis
	d_iN	weight, =1 for long/long or short/short; -1 if otherwise

all weights and corresponding intervalls are configurable

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