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Feature Request: Risk Management

I would like to see the Hedge/market timing tab for sims/ports converted into a more generic and flexible risk management tab.

The risk management tab would be similar to the buy/sell rules pages but would maintain systems state variables and adjust margin, cash %, hedging, stock position weighting and the risk management parameters (capweight, secweight, etc).

This tab should also specify what to do with excess cash by assigning it to an ETF with the amount independent of stock weighting.


By pulling system related rules out of the stock buy/sell rules, there should be an improvement in computer efficiency as these rules do not need to be processed for each stock.

Buy/sell rules can focus on buying and selling stocks, not trying to determine the state of the markets. Thus less clutter, more room for clear buy/sell logic.

View the feature request here.

Feb 26, 2013 7:57:07 AM       
Re: Feature Request: Risk Management

I forgot to mention that the %long/short allocation could be handled by this tab also.

Feb 26, 2013 11:38:08 AM