Stock Risk vs Portfolio Risk 2017-01-18

Carl B.
almost 5 years agoJanuary 31, 2017
Perfect for this first time investor getting in the game. Combination of Tom Meyer's two emails plus this video are filling in the good stuff. The correlation factor is the intuitive but not obvious and stated part of the algorithms in the risk section of tools. First buy last week, seven stocks from Resources, True Wealth and Stansberry Advisory ending up with a PVQ of 12.3% !  I followed your process and I'm staying with it. Thanks.
Anonymous
almost 5 years agoJanuary 31, 2017
Thank you Carl.  We're in the process of redoing a number of our videos.  If you have any suggestions, please email us at: support@tradestops.com
Joe L.
almost 5 years agoFebruary 4, 2017
How is correlation entered into PVQ? In single stock VQ I see it coming from variation in stock price and some other beta factor. And where there is only minimal correlation the independent movement of stocks is a function of the total variance of all the stocks. But with large correlation the final PVQ is more a function of the individual variance/number of stock considered. Any thoughts?
Anonymous
almost 5 years agoFebruary 5, 2017
Hi Joe, this question is too detailed to answer in this forum.  Please forward it to support@tradestops.com.  Thank you.
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