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Foundation → Practitioner · Open to everyone

Risk, Ruin & Sizing

Size from the stop, know your risk of ruin, and set loss limits before the session starts. 1 modules, each its own book, all open. The syllabus and goals are here now; lesson texts are being written from source material.

Book IRSK1 · Open

Risk, ruin & sizing

Goals

  • Expectancy after costs, streaks, drawdown, risk of ruin, sizing, Kelly and loss limits as policy.

Lessons

  1. Expectancy in R, after costs · in preparation
  2. Streaks are normal · in preparation
  3. Drawdown is a distribution · in preparation
  4. Risk of ruin without a target · in preparation
  5. Sizing: fixed fractional, contracts and micro granularity · in preparation
  6. Kelly, done right · in preparation
  7. Correlated bets: ES + NQ is one bet · in preparation
  8. Loss limits as policy · in preparation
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