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|Author:||Chu.Jack [ Mon Jul 11, 2011 8:40 am ]|
|Post subject:||Portfolio Management|
I have some problem in position management,please give me some help !
I have a solution include 2 projects (project A/project B) , both of they is "Day trading strategy",so when session end , they should have no position.
Here is the problem,
If project A 's position is long 5 contracts and project B 's position is short 5 contracts ,so basically I have no position in market.
If this situation do not change , in real world , I don't need to close each project's position , because the account is actually flat.
To close the position seperatly is just watse commission fee and cost more slippage cost, but if I don't close each project's position , the project's position will leave there to consider an overnight position in OpenQuant's report, which is not exist actually.
Is there any way to solve this problem , allow me don't have to excute unnecessary trades and also keep the projects's position to be reset to zero when session end.
|Author:||haley23 [ Fri Oct 04, 2013 8:16 am ]|
|Post subject:||Re: Portfolio Management|
The portfolio management relates to choice the best alternative among different alternatives.
It can be performed with different financial measures.
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