Good morning, I have a question, regarding position size in algorithmic trading.
I have a strategy that every day generates signals for buying or selling positions on different stocks. I'm looking for the hints and advices in order to manage and optimize position sizing of my strategy, where can I start my research from?
I tried with portfolio management and risk management but they usually refer to a different scenario.
Note that I hold these position for about 20 days and that signals are not evenly distributed in time. For example, you can have 20 signals in a day and zero signals for a week.