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0002 - Stop Loss
The stop loss constraint consists in setting a level at which no matter what your strategy tells you will cut your position to avoid more losses.
For example, imagine you build a portfolio with only one stock and put a stop loss constraint at 5% on this portfolio. Your trading strategy gives you a first trading signal, a few days after the signal hasn't changed however your position on the stock has generated more than 5% losses since the beginning of this position. Then the stop loss constraint will override the strategy signal and you will take your 5% losses and cut your position instead of keeping it as your strategy would have done.
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