2min chapter

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026 - Gary Antonacci - New Models & Research Updates

The Algorithmic Advantage

CHAPTER

Exploring Volatility-Based Position Sizing in Trading Strategies

This chapter explores the complexities of using volatility metrics for position sizing in trading strategies. It covers the calculation of volatility, daily rebalancing, and the integration of transaction costs and stop-loss orders, focusing on a channel-based approach for momentum trading.

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