Multi-market, multi-strategy. Currently facing position allocation issues. There are two solutions: 1. Use an equal-weight strategy, quantify risk, and allocate positions. 2. Allocate based on Sharpe ratio, distributing positions according to the Sharpe ratios of multiple strategies. (Quarterly rebalancing and rotation of positions)
If you have better suggestions or corrections, please kindly advise!
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Multi-market, multi-strategy. Currently facing position allocation issues. There are two solutions: 1. Use an equal-weight strategy, quantify risk, and allocate positions. 2. Allocate based on Sharpe ratio, distributing positions according to the Sharpe ratios of multiple strategies. (Quarterly rebalancing and rotation of positions)
If you have better suggestions or corrections, please kindly advise!