Limit number/wheights of OTC stocks in a portfolio

General
1

Are there rules that can limit the number or combined wheights of OTC stocks in a portfolio?

Such as number of OTC stocks <= 2
or combined wheights of OTC stocks <= 5%

2

Eval(IsOTC, Eval(Weight>10, 0.5, 0), 0)

If OTC, and a position has > 10% weight, then recued it by 50%.

This is not what you are looking for but may help manage a post-trade risk.

1 Like
3

You could also put in an extra buy rule that would apply a much higher ranking limit to OTC stocks than to others. It's not really the same thing, but it might serve your purpose.

4

Thank you, Yuval