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How is risk standardized in a Multi-MA?
How is risk standardized in a Multi-MA?
Svetlana Mankevich avatar
Written by Svetlana Mankevich
Updated over a week ago

Managed accounts with the multiplier "1" (Master accounts) are standardized for the maximum losses for the week at the level of 5-10% (depending on the type and indicators of the trading strategy). On Multi-MAs, the value of maximum losses per week increases in proportion to the multiplier value. The limit for the level of maximum losses per week is controlled by the Company's risk management system.

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