Record · corpus.blog/posts/01a0be09-426b-729d-95a6-8de5cd861da2

Using maximum drawdowns to set capital sizing - not as bad as I first thought

qoppac.blogspot.com · published 5 January 2021

A record is what was published and who pointed at it. The text of the post is not held here: read it at the source, or at its Wayback capture.

Read the post at qoppac.blogspot.com Wayback capture

0blogs citing

First cited: —
Most recent: —
Rank this month: not ranked
Links from this post: 20
Words captured: 4,105

Cited by

No blog we hold has cited this post yet.

Links from this post

Link

Host

https://qoppac.blogspot.com/2020/03/how-much-risk-should-we-take.html

qoppac.blogspot.com

Dynamic trend following Read at the source ↗

qoppac.blogspot.com

https://qoppac.blogspot.com/2020/02/what-is-right-way-to-set-stop-losses.html

qoppac.blogspot.com

https://qoppac.blogspot.com/2018/12/the-relationship-between-atr-and.html

qoppac.blogspot.com

https://qoppac.blogspot.com/2016/06/capital-correction-pysystemtrade.html

qoppac.blogspot.com

https://qoppac.blogspot.com/2015/11/using-random-data.html

qoppac.blogspot.com

https://gist.github.com/robcarver17/e31a34488bd27a2132bb071c5a456457

gist.github.com

https://github.com/robcarver17/pysystemtrade

github.com

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiu6a831mVUrj_MkoQMmlYIqB5BphC8BNDXMj8RBSUPxW5-25aT2eM9kJUje1l3I8ISHkFh08Mpo1JH27cyoeKy-JfYzgDLIX_NVASLVI8ffvv409u5S28nBfS6rAr6Y3nsyRHtVq6oQM3C/s1920/Figure_1.png

blogger.googleusercontent.com

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjOzcq5-w6o9l1iTjRCnajkjXy_tQ6WKnE2peUKz6NCOw7Eh12iZgR6G36ky6Yz3b3T7AzTHIP7TKgIsEY1_Aa-iHFRUPRUgyGRFR5wKmLMh2VsnZCBFcznUtpw9DLE9PaQKRHqdKJne-HT/s1920/Figure_1.png

blogger.googleusercontent.com

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhwD__701k773ebM1-_4KG4m-s_Na88dnyX7r_nePFeUOII-6Q8cbQkdLOGT4byDKGT2jnP6Ayk_OzcxSp28V5_F9-XkjdCKrV6mUU-v-EISbLPEjNPsgUCw0zJJjW1DdHWWkDEsCmjU1th/s1920/Figure_1.png

blogger.googleusercontent.com

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjEzg8NOMl6mv6mhl-7TFmf7AJt-hTlYObb6UbpcM_oUuMLuStAwhBFEAF6BQX9yRz5ljAsMahUJqjtiL946-2cZRTwynhwjIsSPC3Nw_AbX_SAGDs2W8cB_kFGrpxkh4iAzHbDV0a5wMMH/s1920/Figure_1.png

blogger.googleusercontent.com

https://qoppac.blogspot.com/2018/06/kelly-versus-classical-portfolio-theory.html

qoppac.blogspot.com

https://www.systematicmoney.org/

systematicmoney.org

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjT1XB9vWaTXab-1RR6Mu1H5TlMT-6QtBax_szOSL_X4361IO6Lo9jY4k1cRtRwTkLh55N_R4IHOe00qzBfa0musYMNEwpJIyi_aCIgK7fS_Uw8FTzAm5KxlXsgIjnjPAU2ZKJFBWO7POiZ/s1920/Figure_1.png

blogger.googleusercontent.com

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiVbKnIEVabYlwxKqGCzt4MuR3GJ0TcbJgy9AGnka0OmUbDb8NLoxZnR3szvmmUMGopAR078HbV7EOnFuG70eW8QNR9jN4QIpVDW600MZB0v5-MVPg0QBtSvo3-ti85trr8JaoyxmtOBOwd/s1920/Figure_1.png

blogger.googleusercontent.com

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhBiNrkP-J9QpIRdCUXA3sHmfIs-vwrIKq98M8PuSmnroyMKgUNEVl_5LVvfqgPNmLZzADMR9wPpN74_pq6-3OP-X8Sf2_uZ2NLt9wjSK4VB7Zcts6ZqVNiegq3WZHZQzT5c5sk83b6iIev/s1920/Figure_1.png

blogger.googleusercontent.com

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEgz5slAL3eA6XILMkuPkFMIZfKr7ueBifSDLUbuqyJKiKm8NoQ9mV_Mj24QX7H1qD3Fy2gr5bHWqLNrAGHuUUzT9hihzojIv1kB_IraT3DU4s-8NiUnbT6RjDzIA3lIB37GdXnVelWKL5wC/s1920/Figure_1.png

blogger.googleusercontent.com

https://twitter.com/MichaelENewton1/status/1346526175632343040?s=20

twitter.com

https://twitter.com/MichaelENewton1

twitter.com