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The Option Alpha Podcast

92: Position Sizing Impact On Returns [TLT Iron Condor Backtest]

May 25, 2017
23:35

Show notes: http://optionalpha.com/show92

I've said it for years, position sizing matters in a high probability system. Much more so that you would believe and today's show is the first in a new mini-series we are doing leading up to the launch of our new backtesting software. Inside we'll cover a case study using and iron condor backtest we ran on TLT including the impact on returns that altering the position size had on the portfolio.

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