Allocation with volatility
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Dear @support
I was going through the rules and also need clarification regarding the allocation amount with volatility. Please correct me if I am wrong below:
The target vol is 5%. If say, I secured rank 1 for $1,000,000 but vol of my strategy is 20%, then my allocation with be 1/4th, which is $250,000?
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@vg2001 Sorry for the delay. It is a bit different, we reserve the possibility to scale down volatility to 5%. This can happen if the algorithm (for example) concentrates allocations in a few assets and becomes inherently very risky to be traded.
