Convex position sizing algorithm: something your brain can trade through euphoria and depression

Introduction There are two position sizes: too little or too much. Too little when it is working and too much when it is not. Of course, our inner idiot compels us to take too little risk when we should be bold and vice versa when we should be prudent. Position sizing is this critical juncture … Continue reading Convex position sizing algorithm: something your brain can trade through euphoria and depression