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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1992Risk of ruin and exposure caps as a pre-trade filter1993Evaluating downside shortfall versus variance and beta1993Heat first, then contract count on a weekly close-only breakout1993Portfolio heat, optimal f, and drawdown limits1993Constructing layered stops from equity and structure1993Test Martingale against fixed size before you pyramid1993Precommit stop bounds from equity and structure1993Constructing skew-adjusted volatility stops and pyramid size1994Monthly drawdown limits when cash competes with equity1994Cash-first stops beyond crowded landmarks1994Set the portfolio risk budget before you size1994When standing puts fail the drawdown test