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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1994Starting capital from worst-case portfolio walk-forwards1994Construct historical-optimum-leverage from one equity-path1994Market life expectancy as a risk filter1994Keep constant leverage left of the equity peak1994Bound small-account risk before adding leverage1995Open-range stops after a fifty percent retracement1995A Kelly-style leverage grid and reshuffled paths1995Optimal f as a leverage bound for commodity account growth1995Risk of ruin as a pre-entry position filter1995Stock leverage from compounded returns and margin cost1995Constructing equity versus leverage with resampled trades1995Constructing parabolic SAR as an accelerating trail