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Research topic109 readings

Sizing and leverage

Sizing and leverage within risk-and-position-sizing.

FieldRisk and position sizing239 readings
The registry

Entries in this field

25 entries

A

ATR position sizing

C

Chandelier exitCorrelation exposure

D

Daily loss limit

E

Expected valueExposure cap

F

Fixed contract sizing

H

Hedged position sizing

K

Kelly criterion

L

Leverage controlLoss streak control

M

Margin managementMaximum adverse excursionMaximum position size

O

Optimal f sizing

P

Portfolio heatPortfolio risk budgetPosition concentration limitPosition heatProtective put

R

Risk reversalRisk-reward ratio

S

Scenario risk analysis

V

Volatility position sizing

W

Weekly loss limit
The archive109 readings

Readings on this topic

1992Stop-first pyramid adds from locked profitPosition pyramiding1993Heat first, then contract count on a weekly close-only breakoutVolatility position sizing1993Portfolio heat, optimal f, and drawdown limitsPosition heat1993Test Martingale against fixed size before you pyramidMartingale sizing system1994Set the portfolio risk budget before you sizePortfolio risk budget1994Starting capital from worst-case portfolio walk-forwardsFixed contract sizing1994Construct historical-optimum-leverage from one equity-pathLeverage control1994Keep constant leverage left of the equity peakLeverage control1994Bound small-account risk before adding leverageRisk of ruin1995A Kelly-style leverage grid and reshuffled pathsLeverage control1995Optimal f as a leverage bound for commodity account growthOptimal f sizing1995Stock leverage from compounded returns and margin costLeverage control