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
2017Fixed-fraction sizing versus a theoretical pattern edge2018Worst-day caps for clustered system books2018Near-strike weekly puts and unfunded assignment risk2018A scale-in needs a gate or it is leverage2019Overfunding smaller index futures to set leverage2019Constructing futures leverage from margin and fixed size2019Pre-entry ruin and volatility caps for short options2020Pretrade quantity filters that bound account risk2020Average true range as a shared unit for size, pairs, and stops2020Treat automatic futures gearing as a pre-entry filter2020A cash rule that zeros a trend book on extreme volatility and a short losing window2020Volatility sizing and target-risk leverage as a pre-trade gate