Ebooks & guides
TrueVerdikt Research
All levelsRisk management & position sizing
Portefeuille
Quantitative Whitepapertrueverdikt.com
Risk management & position sizing
From fractional Kelly to stops: sizing without blowing up on an estimation error.
132 pagesLevel: All levelsFormats: PDF · EPUB
What you'll learn
- Why full Kelly is dangerous
- Weighting size by confidence
- Drawdown: depth vs duration
€7.77