Multiple markets and strategies, currently facing position allocation issues. There are two solutions: 1. Use an equal-weight strategy, quantify risk, and allocate positions. 2. Allocate based on the Sharpe ratio, distributing positions according to the Sharpe ratios of multiple strategies. (Quarterly rebalancing and rotation of positions)
If there are better methods or corrections, I hope everyone can provide guidance!
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Advanced: New issues arise, how to resolve them?
Multiple markets and strategies, currently facing position allocation issues. There are two solutions: 1. Use an equal-weight strategy, quantify risk, and allocate positions. 2. Allocate based on the Sharpe ratio, distributing positions according to the Sharpe ratios of multiple strategies. (Quarterly rebalancing and rotation of positions)
If there are better methods or corrections, I hope everyone can provide guidance!