You have voted on this request. View results below.
Using simple metrics such as e.g. "stock beta over last N days vs. benchmark" or "ATR over last N days" the position size could be allowed to calculated both on

* buying the initial position
* rebalance

That would enable us to dynamically give more(less) volatile stocks less(more) weight in the portfolio, reducing overall portfolio volatility.
Results: Total score: 54, # of Votes: 16, Average: 3.4
a
 
40 (10)
b
 
9 (3)
c
 
4 (2)
d
 
1 (1)
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Requested by: victorass
On date: 02/16/11
Category: Portfolio

0 comments