What specific algorithmic trading models to prioritize?

JennyRBW
JennyRBW
Apr 28, 2024 at 23:54
338 Views
1 Replies
JennyRBW
JennyRBW
Member Since Apr 28, 2024   3 posts
Apr 28, 2024 at 23:54
and also what do you think, how to utilize quantitative models to adjust portfolios' beta coefficient during market downturns, aiming to maintain a target volatility threshold of, say, 15%?
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Gwydaer
Gwydaer
Member Since Mar 17, 2021   17 posts
May 05, 2024 at 06:03
Sortino ratio is your friend here. There are software packages where you can appropriately model this, and adjust each system's risk to meet your target thresholds.
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