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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2002Constructing volatility stops from average true range and parabolic SAR2002Trade-count horizon for equity-curve survival2002Optimal f sizing and risk of ruin as exposure filters2002The pattern-day-trader equity floor as a leverage governor2002An excursion cutoff test for stops and profit exits2002A constant percent risk bound beats a higher win rate2002Bound the next loss before the bear trade2002Size from stop distance to keep dollar risk even2002Multiplier, margin, and stop discipline on cash-settled index minis2003Share size from daily profit equilibrium2003Staying power starts as a planned-loser sizing rule2003A directional call is not the skill that keeps an account alive