Instrument diversification multiplier calculation example
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This spreadsheet forms part of additional material for the following book:
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Systematic Trading: A unique new method for designing trading and investing systems
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Written by Robert Carver 2015 (www.systematictrading.com). Published by Harriman House. ISBN 978-0-85719-445-9
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This spreadsheet is copyrighted, Robert Carver, 2015; under the GNU General public license (http://www.gnu.org/licenses/gpl.html). You may copy the sheet; and modify it providing you follow the guidelines in the license. In particular this front cover sheet must remain intact and unchanged. It is provided for personal educational purposes only. No warranty is included or implied. Nothing in this spreadsheet constitutes investment advice.
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Sheet name: Instrument diversification multiplier calculation (Chapter eleven)
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Instructions: No interaction is needed. The sheet shows how the instrument diversification multiplier is calculated, using the right formula and the approximation in the book.
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