Position Sizing




The Position Sizing in Trading is a practically oriented course which aims to explain the money management techniques to intermediate level traders. The primary purpose of money management is to determine how much of our capital should be allocated to individual trades to grow trading account faster and avoid overbetting and excessive risk-taking.

The course presents a profitable Index Reversal trading strategy written in python and applies different position sizing methods like Kelly CriterionOptimal FCPPI (Constant Proportion Portfolio Insurance), TIPP (Time-Invariant Protected Portfolio) and Volatility targeting.

Additionally, the course shows how to deal with performance deterioration, non-stationarity and fat-tails in the financial markets so that you have a complete conservative framework for position sizing.

You are sincerely invited to visit the course’s introductory page

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