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Portfolio Management
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Author:  Chu.Jack [ Mon Jul 11, 2011 8:40 am ]
Post subject:  Portfolio Management

Hello ,
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.

Thanks !

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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