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Dr. Kermit Zieg and Michael Berman
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Allocating capital to multiple trading signals
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AT-November 2006-6
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Find out how a multi-signal system performed using three different capital-allocation techniques.
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Detailed Description
Traders use a variety of investment styles in the markets. Some rely on technical analysis to generate signals, others study the markets economic fundamentals, and still others take a quantitative approach. However, different systems can be blended into one method, and you can even combine systems within the same discipline. When doing so, however, you must decide how to best allocate capital among these different methods.
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