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Tuesday, October 4, 2022

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Position Sizing/Money Management: - I would like to get the group’s opinions on position sizing for actively traded automated systems...Who presents these topics better Vince or Tharp? (someone else?)

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 Jeremy Roseberry, President at Granite Capital, LLC

 Tuesday, September 10, 2013

Are there nuances that the group has discovered when applying these methods to systems that actively trade (hundreds of trades a day)? Do members have a favorite method or does the method depend on the system and its characteristics? Your insights are greatly appreciated!


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5 comments on article "Position Sizing/Money Management: - I would like to get the group's opinions on position sizing for actively traded automated systems...Who presents these topics better Vince or Tharp? (someone else?)"

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 Alexander von York, CFA, Portfolio Manager & Quantitative Strategist at Catalyst Partners Management, LLC

 Sunday, September 15, 2013



@Vasily - Thanks! I'll be sure to have a look.


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 Gary B., Senior Vice President || Multi-Family Division at The Equity Group

 Monday, September 16, 2013



Market Systems Analysis Software the only way to go! Equity curve trading and position sizing optimization. Built for systems traders.


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 Alex Krishtop, trader, researcher, consultant in forex and futures

 Monday, September 16, 2013



Oh well, we all heard of "the only" software "built for systems traders". Do you remember RINA's Money Manager? Should I remind?


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 Rolf Wetzer, Angestellter bei Bank

 Monday, September 16, 2013



@Gary Banner

Has anybody made good experience with "equity curve trading"? I really tested a bulk of different methods, but apart from the well chosen examples that are shown in trading magazines or books, it never did what I expected. Usually the PL has the choise between bad and worse compared to the original PL - when tested over a longer period of time. MAs, slope of MAs, swing points ...don't work in my filtering.


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 Alex Krishtop, trader, researcher, consultant in forex and futures

 Monday, September 16, 2013



@Rolf: as MAs and other methods you mentioned are known to be 'lagging' against the price time series, why should they become non-lagging when working with equity curves? Changing exposure with methods like this you will always be behind the market, and therefore decrease your exposure when gaining and increase when losing. You can guess how the result would look like.

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TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS
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