Research topic12 readings
Stops and loss limits
Stops and loss limits within risk-and-position-sizing.
FieldRisk and position sizing19 readingsThe registry
Entries in this field
The archive12 readings
Readings on this topic
1986The stop, the size, and the acceptable loss as one pre-entry gate1992Opening-referenced percentile stops for same-session gaps1992Constructing volatility-adaptive trailing stops1993Constructing skew-adjusted volatility stops and pyramid size1995Constructing parabolic SAR as an accelerating trail1997Constructing a parabolic trailing stop that only tightens2002Constructing volatility stops from average true range and parabolic SAR2010Building loss limits from the parabolic stop-and-reverse plot2013Hard stops and small bets to keep a portfolio alive2014Bounding losses with stops, leverage and break-even exits2019Break-even stops require a new invalidation2019Bounding capital risk with phase-aware stops