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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2020Treat automatic futures gearing as a pre-entry filter2020Tenth-size futures as a small-account ruin filter2020When a futures gap-open voids stop-loss protection2020Forecast safety after rare market shocks2020A cash rule that zeros a trend book on extreme volatility and a short losing window2020Regime-aware equity halts and volatility entry filters2020Forced margin, stop-loss, and ruin risk in 20202020Critiquing required stops in mechanical breakout systems2020Handing a futures account to a manager is still a ruin problem2020Volatility sizing and target-risk leverage as a pre-trade gate2025R-multiples before you size up