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 Post subject: Portfolio Management
PostPosted: Mon Jul 11, 2011 8:40 am 
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Joined: Mon Nov 16, 2009 11:14 am
Posts: 33
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 !


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 Post subject: Re: Portfolio Management
PostPosted: Fri Oct 04, 2013 8:16 am 
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Joined: Mon Sep 30, 2013 12:35 pm
Posts: 1
The portfolio management relates to choice the best alternative among different alternatives.
It can be performed with different financial measures.

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online cfd trading


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