Research topic19 readings
Risk and position sizing
Risk and position sizing methods with explicit inputs, outputs and limits.
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The archive19 readings
Readings on this topic
2010Building 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 exits2017The minimum-margin habit is not commodity-market risk2018Evaluating a normalized risk index for drawdown and exposure limits2019Break-even stops require a new invalidation2019Bounding capital risk with phase-aware stops