TC4S:\B\Black Algo Technologies (BlackAlgoTechnologies.com)\AT101 - Fundamentals of Algorithmic Trading\22.Perfect Your Bet Sizing - Advanced Position Sizing Methods

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NameSizeDate Modified
3.Code for Advanced Position Sizing3/27/2016 3:21 PM
1.Enable Macros for Excel.pdf501 KB12/13/2020 2:21 PM
10.Kelly Resources.pdf376 KB12/13/2020 2:21 PM
11.Coding the Adaptive Kelly Sizing Algorithm (Part 1) .mp426,867 KB12/13/2020 12:41 PM
12.Coding the Adaptive Kelly Sizing Algorithm (Part 2) .mp441,076 KB12/13/2020 12:42 PM
13.Coding Hit Rate and Reward Ratio Functions .mp431,877 KB12/13/2020 12:43 PM
14.Notes on Adaptive Kelly.pdf425 KB12/13/2020 2:21 PM
15.Adaptive Position Sizing - Tailoring to Target Factors (Part 1) .mp412,710 KB12/13/2020 12:44 PM
16.Adaptive Position Sizing - Tailoring to Target Factors (Part 2) .mp49,299 KB12/13/2020 12:44 PM
17.Coding an Adaptive Volatility Sizing Model .mp423,980 KB12/13/2020 12:45 PM
18.Formulating Adaptive Sizing Algorithms.pdf569 KB12/13/2020 2:21 PM
19.Coding an Adaptive Hit Rate Sizing Model .mp431,148 KB12/13/2020 12:46 PM
20.Summary of Advanced Position Sizing.pdf416 KB12/13/2020 2:21 PM
3.Code for Advanced Position Sizing.zip272 KB12/4/2017 10:22 AM
4.Our Sizing Trilemma - The Impossible Trinity of Sizing .mp411,626 KB12/13/2020 12:46 PM
5.Check Your Sizing - Ensuring Lot Size Compatibility .mp442,628 KB12/13/2020 12:47 PM
6.Be Nimble Not Clunky - Breaking Down Large Orders .mp422,820 KB12/13/2020 12:48 PM
7.Reference HiddenTrailing Stops - Modifying Our Sizing Algo.txt1 KB12/4/2017 10:23 AM
8.A Proposed Optimal Bet Sizing Algo - The Kelly (Part 1) .mp414,608 KB12/13/2020 12:49 PM
9.A Proposed Optimal Bet Sizing Algo - The Kelly (Part 2) .mp416,322 KB12/13/2020 12:50 PM