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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

2014Equal-dollar staging versus lump-sum and residual scalingDollar-cost averaging2015Equal-dollar futures size and open-interest liquidityVolatility position sizing2015Convert pip value into cash before a forex lot size is chosenVolatility position sizing2015Cheaper margin is not a currency leverage edgeMargin management2015Index drawdown caps, chart-scale stops, and leverageLeverage control2015Cheap daytrading margin is not a risk discountLeverage control2016Cap futures leverage before margin turns into debtLeverage control2016Expectancy through loss cuts, add-ons, and bounded leverageExpected value2016Construct expectancy by bounding losses and winner sizeExpected value2016Expected value versus leverage, drawdown, and Kelly sizingKelly criterion2017Volatility parity equalizes the ticket; implied volatility is a regime dialVolatility position sizing2017The minimum-margin habit is not commodity-market riskLeverage control