Hello. is there any way of on-the-fly adjusting the leverage with my Currency portflio in any available brokerage model on Quantconnect?
Thanks
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Discussion on using Kelly Criterion for dynamic leverage in QuantConnect. Query on adjusting leverage on-the-fly in currency portfolio.
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Kelly Criterion and implementation of dynamic leverage
Ivan Baev | December 2019
Hello. is there any way of on-the-fly adjusting the leverage with my Currency portflio in any available brokerage model on Quantconnect?
Thanks
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Rahul Chowdhury
Hey Ivan,
A quick way of adjusting leverage is by using the SetLeverage method.
Securites[currency].SetLeverage(number)
For example, to set your leverage to 5x for EURUSD:
Securities["EURUSD"].SetLeverage(5)
Learn more about brokerage models and leverage here:
https://www.quantconnect.com/docs/algorithm-reference/initializing-algorithms#Initializing-Algorithms-Cash-and-Brokerage-Models
Best
Rahul
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