Research method
Scenario risk analysis
Scenario risk analysis is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Research filter
- Input
- Account equity, volatility, stop distance and exposure
- Horizon
- Before entry and throughout the position
- Best use
- Keep a loss or exposure decision bounded before a trade is placed.
- Input: Account equity, volatility, stop distance and exposure.
- Output: filter.
- Use boundary: Keep a loss or exposure decision bounded before a trade is placed.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Market regime classification4 readings
Read in the archive0 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.