~Russian Bear’Z Blog~



Fixed Ratio Calculator (Beta Version)

Posted in Live, Research, Research(eng), Finance, оптимизация решения, риск by whiteline on the April 9th, 2006


















ticker price dd shares part lots
  1. init asset – the starting capital.
  2. leverage – the leverage of your broker.
  3. DD - admissible drawdown a portfolio, in percentage.
  4. asset – the current capital.
  5. base – the settlement value necessary for formation of the minimal portfolio.
  6. max leverage – the maximal limit of a leverage without DD%.
  7. limit – a limit on the open positions.
  8. current leverage – current used buy power.
  1. ticker - the ticker's name.
  2. price – the current price, in point.
  3. dd - the drawdown, in point.
  4. shares - quantity of papers on one contract or not devisible value.
  5. part – a share, in percentage, papers in a portfolio.
  6. lots – quantity of contracts.

Functionality:

  1. add line – adds a new line.
  2. init – initializes algorithm, in conformity with structure of a portfolio and a seed capital.
  3. reset – nulls all values.
  4. calculate – on the basis of the current capital calculates quantity of contracts.

Better use with FireFox.
Thanks to zukk.info.

Портфельный метод управления рисками Fixed Ratio - Описание
Portfolio method of risks management Fixed Ratio - Description

Comments are closed.