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
Readings on this topic
1991Evaluating a trailing stop against a coin-flip entry1991Bound losses with MAE, stops, and drawdown limits1991Stop bounds versus added system parameters1992Reversing at maximum-adverse-excursion stops after failed entries1992Sizing capital from degraded records and volatility1992Probability stops from winning-trade drawdowns1992Filter size by expected value and ruin1992Evaluating maximum-adverse-excursion stop reversals with short time stops1992Opening-referenced percentile stops for same-session gaps1992Stop-first pyramid adds from locked profit1992Equity-curve average as a live-capital gate1992Constructing volatility-adaptive trailing stops