Serving the Quantitative Finance Community
-
- HorseRider
- Posts: 0
- Joined:
Stock holding limits
Hi guys, in Stat arb, you have long side and short side. And you want to have a position limit, say in terms of percentage of volume. My question is, what percentage one should have? say 10%? The second question would be, should each symbol have the same percentage? If not, what consideration makes it different? Thanks!