Blog, Strategies

Marknadspulsen: Stop loss vid rekylköp

Posted by Erik Martin Hansén

På fredagar fokuserar vi på aktier. Vi går igenom och följer upp våra aktiestrategier för att fördjupa förståelsen för hur de fungerar och samtidigt ge inspiration till egna, systematiska strategier. Idag ska vi prata om användningen av stop loss i strategier baserade på jämviktspendling.

De flesta traders har fått höra samma sak från dag ett: “Du måste använda en stop loss.”

Men tänk om problemet inte är stop loss i sig, utan hur den används?

Idag denna video visas hur stop loss påverkar vår strategi för jämviktspendling på svenska large cap-bolag, och varför för tajta stoppar ofta gör resultatet sämre, inte bättre.

Content
  • Stop loss vid rekylköp
  • Bakgrunden till strategin med Trend & Trade Range-modellen
  • Backtest på hur olika stop lossar påverkar resultatet
  • Slutsats

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Posted by Erik Martin Hansén
After studying at Uppsala University, Erik Hansén has worked in the financial industry since 2007 at several brokerage firms and traded privately. In his role as an analyst, Erik has written highly regarded market letters.

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