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Eric,
You are asking the right questions..... yes you have essentially doubled
your risk. Particularly if the two different markets are very correlated.
For example, if you bought two different lots of IBM stock, obviously, they
are both perfectly correlated and you would have exactly 4% at risk.....
If the markets are completely uncorrelated, then maybe by simulation, you
can show that you are somewhat less risky that 4%. (US T-Bills and say Crude
Oil Futures, would be a pretty good example of uncorrelated markets)
Just for confusion sake, buy two lots of IBM using different trading systems
for each lot.... think about that one........ probably more than 2% at risk
here and maybe somewhat less that 4%....
Simulation will give you the answer.....
Kevin Campbell
In a message dated 2/28/2006 3:18:31 PM Central Standard Time,
no_reply@xxxxxxxxxxxxxxx writes:
????mip://03558440/default.html ????mip://03558440/default.html 䄀
QÀ?If there are two different systems working on different market, each of
them takes 2% risks for investment, Am I taking 2% or 4% risks for
investment?
Thank for any suggestion
Eric
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