How to set risk in a portfolio
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Thread: How to set risk in a portfolio

  1. #1

    Default How to set risk in a portfolio

    I have a set of Experts i'm running on my live account and i wolud like to know if some one knows a good way on how to set the risk parameters to obtain the very best division between the systems?

    And then i mean the best regading to get the lowest Standard Diviation, the highest Sharpe Ratio and of course the highest profit to the lowest drawdown.

    I have heard of a system called CAPM wich shall be a good one but it's quite hard to understand an calculate. If uising 8 system as i do i need to calculate with a 8th grade ekvation and that's quite hard to make.

    So if someone knows a good way to calculate, some nice article, have an excel sheet to share or anything to make a good division please post it.
    Regards / JoLi

  2. #2


    Hi, nice to meet you.
    I'm a trader with 6 year experience and create my own EAs.

    Here is my Risk Control:
    1. I use SL for each order and I control the max loss of per trade under 2%.
    Actual for most order the SL is under 0.5%-1%.
    2. I control the daily drawdown under 5%.
    If the system hit the drawdown then I stop the system for a while.
    3. I control the max account drawdown under 15%.

    My Risk Prefference:
    Consevative: maxdd < 15% and 3-5% profit per month
    Normal: maxdd < 30% and 6-10% profit per month
    Aggressive: maxdd < 45% and 9-15% profit per month

    View my performance

  3. #3


    Investing in one stock means that if that stock decreases in value, so do your investments. A diversified portfolio includes investments in more than one stock and type of stock to provide a more stable investment plan. A diversified portfolio usually includes investments in short-term stocks paying dividends, government securities, mutual funds and time deposits. The percentage of total investment placed in each type varies based on individual investment needs. Each diversified portfolio varies by the needs and preferences of the investor

  4. #4
    Junior Member
    Join Date
    Jul 2013


    set good stop lose, we'll benefit from it

  5. #5
    Junior Member
    Join Date
    Sep 2013


    The risk can be analysed with calculation of beta risk factor of certain investment.
    The market and financial risk both should be calculated.

    Online Forex Trading
    Last edited by haley23; 10-12-2013 at 05:10.

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How to set risk in a portfolio