Best Trading Advice For Systematic Traders

If you perform a Google search on the phrase "best trading advice" you will get over 200 million results.  That's a lot of advice for a trader! I thought I would share some advice that sounds simple but is actually very comprehensive. I believe it was Australian...

Picking Marbles Out Of A Bag

I am disappointed with my trading performance so far this year and have worked hard to determine if there is a problem with my strategies. I have made some small changes but I should be generating better trade performance than I am. Most of my stock strategies are...

Failing Towards Success in Trading

The past four years have been incredible for US stocks with the S&P 500 up more than 60%. If we could go back in time to March, 2010 and I gave you the option to 1. buy and hold SPY for four years with you knowing the S&P 500 was about to enjoy a fantastic...

New Bet Sizing Research From Ralph Vince

Ralph Vince, Marcos Lopez de Prado and Qiji Jim Zhu just published a new paper titled "Optimal Risk Budgeting Under a Finite Investment Horizon". Here is the abstract: Growth Optimal Portfolio (GOP) theory determines the path of bet sizes that maximize long-term...

Ralph Vince and Position Sizing

I am focusing my efforts currently on improving my trading performance through better position sizing of my trades. If you have done any research into position size optimization you will have come across the works of Ralph Vince who is one of the top experts in...