011: Ralph Vince talks position sizing, the different applications of optimalf, trading horizon, diversification and his changing views over 25 years.
Better System Trader
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How Important Is Position Sizing in a Trading Model?
i'd like to start with a few basic questions before we move into the more advanced stuff. So how important is position sizing in a trading model? Well, o to me, and excuseme, i an ab this way, because, as i said, it's an obsession to me. But i believe it's the single biggest factor in anyone's trade, and probably th most overlooked. There are a number of position sizing options out there. What factors do you need to consider when choosing one that suits you? well, i always say theres really, there's three of them, but they're really directed towards one: criterion. And regardless of criteria, there's two supporting leng
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