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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1989One add option sizing with a scale-out and a trail1989Constructing cycle-aged volatility trailing stops1989Evaluate mechanical systems by peak-to-trough drawdown1989Shorter series need fewer recovery hits and raise scale-in cash1990Recovery sizing as a series procedure1990Reverse-martingale pyramiding after clustered wins1990Score drawdown depth and duration as a pain budget1990Constructing optimal f when trade sizes differ1991Set the first stop from a capital-scaled MAE histogram1991Keep one risk ceiling after equity highs1991Opening gap fades bounded by excursion and time stops1991Ratchet the halt floor and stage exposure against cash