Research topic239 readings
Risk and position sizing
Risk and position sizing methods with explicit inputs, outputs and limits.
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The archive239 readings
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2015Cheap daytrading margin is not a risk discount2016The commodity hold-forever thesis fails drawdown and ruin screens2016A forecast is a hypothesis, not a sizing license2016Cap futures leverage before margin turns into debt2016Expectancy through loss cuts, add-ons, and bounded leverage2016Construct expectancy by bounding losses and winner size2016Expected value versus leverage, drawdown, and Kelly sizing2016Pre-trade risk-reward versus instinctive exits2016Fibonacci retracement as a pre-commitment stop map2017Four-sleeve Monte Carlo annual-loss bounds2017Volatility parity equalizes the ticket; implied volatility is a regime dial2017The minimum-margin habit is not commodity-market risk