Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Vol weighted Futures strategy

Does anyone know how to weight each futures strategy based on it's vol and signal?
So the formula would take this form:
position_size = 0.01 * signal / vol
0.01 is just a risk parameter. I have calculated the signal and the vol, but i am not sure how i can actually backtest by using this position sizing technique.