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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1995Filter leverage by sequence-loss odds1996Grading track records by drawdown, expected value, and ruin1996Constructing and optimizing volatility position-sizing profiles1996Equity path filters for contract size and drawdown1996Variable position size after entry1997Construct a trailing stop from beta and price1997Constructing a parabolic trailing stop that only tightens1997Stop distance, equity caps, and trading halts1998The runs-test as a contract-sizing gate1998Drawdown limits before a trend system is allowed to trade1998Exit stops before entries1998Evaluating trailing stops as two-parameter loss filters