Research topic109 readings
Sizing and leverage
Sizing and leverage within risk-and-position-sizing.
FieldRisk and position sizing239 readingsThe registry
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The archive109 readings
Readings on this topic
1995Constructing equity versus leverage with resampled trades1995Filter leverage by sequence-loss odds1996Constructing and optimizing volatility position-sizing profiles1996Equity path filters for contract size and drawdown1996Variable position size after entry1997Stop distance, equity caps, and trading halts1998The runs-test as a contract-sizing gate1998Secure f keeps Optimal f sizing inside a Drawdown limit1998Optimal f contract counts versus equity fractions1999Laddered beta exposure with leveraged index funds1999Pyramiding after a maximum favorable excursion support1999Pre-trade size filters for expectancy and ruin