Quote from: cytokine on May 31, 2012, 09:05:57 PM

Quote from: moneta on May 31, 2012, 08:57:04 PM

Quote from: cytokine on May 30, 2012, 10:49:16 PM

(2) The maximum concentration in any given security is 20%.

Is there any limit to exposure to a single market sector?
For instance, if your algorithm chooses to invest in 10 different pirate bonds you will have less than 20% in any given security but still 100% exposure to Pirates's default.

This is a great point. Right now no, there is no sector filter - but I will definitely consider adding this soon since it's a great idea.

However, regarding Pirate: I have already filtered out all assets that are associated with his operations. If you want pirate exposure, you'll have to invest elsewhere. Nothing against him personally, it's just that I don't know or understand what he is doing.

We plan to be Pirate-free from this week. So MU could be white-listed. Cheesy