201: “Getting serious about part-time trading” – Kris Longmore
Better System Trader
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Strategy Allocation
Allas: Have you got any quantified methods for strategy allocation that you use? Cawell: Yes, ye, we do. It's it's probably not as precise as you might imagine. We'll run a assimulation on a strategy and figure out what its volatility looked like over he over the course of its, of its history. And then we'd figure out what we'd think about how much volatility we actually wanted to contribute to the portfolio.
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