Research topic239 readings
Risk and position sizing
Risk and position sizing methods with explicit inputs, outputs and limits.
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The archive239 readings
Readings on this topic
1982Three gates for a futures book: equity risk, expected value, and shrinking pyramids1985Forced-close odds from monthly edge and leverage1985Event-class hazards and pre-trade survival checks1986The stop, the size, and the acceptable loss as one pre-entry gate1986Constructing a pre-entry risk filter on price-ratio grids1987Precommit the stop and require a surplus payoff1987Write the danger-point stop before the trade is accepted1988Name the stop, then decide if the account can pay1988Modified-martingale progression lists and ruin bounds1988Limited-risk labels versus exposure and ruin1989Scale-in-on-loss on a tempered-martingale-series with a fixed unit-factor1989Measured range, scale-in ladders, and spread replay as a cash-reserve design