5.4
Ladders
PYTHON PLUGIN
Fixed Income
Portfolio
Description
Strategy 5.4: Equal allocation across maturities (ladder)
Strategy Logic
Strategy 5.4: Ladder Portfolio.
Equal allocation across maturities for smooth cash-flow. Go long all
bonds with equal signal strength.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| min_maturity | 1.0 | float |
| max_maturity | 30.0 | float |
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 10.0% |
| Stop Loss Pct | 2.0% |
| Take Profit Pct | 3.0% |
| Max Drawdown Pct | 5.0% |