$35.00 $281.00
Learn and apply position sizing techniques (Kelly, Optimal f, volatility targeting) to a trading strategy. Analyze their impact on performance. Study money management terms and inherent risks in financial markets. Create a conservative position sizing framework using all these learnings.
Course overview
Learn, create, implement and backtest various position sizing techniques such as Kelly, Optimal f, and volatility targeting on a trading strategy. Analyse how the performance of the strategy changes after applying these position sizing techniques. Also, learn money management terms and identify inherent risk in the financial markets. Incorporate all learnings in the course to create a conservative position sizing framework.
Apply Position Sizing Strategies
- Implement and backtest the position sizing methods such as Kelly, CPPI, TIPP, Volatility targeting, on a sample index reversal strategy.
- Explain the inherent risk in Kelly and Optimal F.
- Describe the need for money management and explain various money management terms.
- Paper trade and live trade using the position sizing techniques covered in the course.
- List and explain basic position sizing techniques such as fixed units, fixed sum, fixed fraction and fixed percentage.
- Plot the leverage and portion of capital used for each position sizing technique.
- Describe the hidden risks in financial markets such as non-stationarity and fat-tail distribution.
- Apply simulation methods such as Bootstrapping and Monte Carlo.
- Create a conservative framework for position sizing for calculating the capital to allocate.
Skills Required To Learn Position Sizing In Trading
Position Sizing & Simulation
- Methods
- CPPI & TIPP
- Volatility Targeting
- Kelly & Optimail F
- Bootstrapping & Monte Carlo
- Martingale
Python
- Pandas
- NumPy
- Matplotlib
- Loops
- Functions
Money Management Terms
- Drawdown & Volatility
- Trade Size
- Returns
- Win/Loss Ratio
- Trading System’s Expectancy
Learning Track 7
This course is a part of the Learning Track: Portfolio Management and Position Sizing using Quantitative Methods. Enroll to the entire track to enable 10% discount.
Prerequisites To Learn Position Sizing In Trading
To start with the course, you need to have a basic understanding of the financial market terminologies. We have used Python as a programming language to teach the concepts. However, Python is not a mandate to do this course. You can also apply the concepts in spreadsheets or any other programming language you are comfortable with.
Position Sizing In Trading Course
Introduction
What is Position Sizing and Money Management?
Position Sizing Terms
Trading Strategy
Implementation of the Trading Strategy
Basic Position Sizing: Fixed Units and Fixed Sum
Basic Position Sizing: Fixed Percentage and Fixed Fraction
Volatility Targeting
Application of Volatility Targeting
Live Trading on Blueshift
Live Trading Template
Constant Proportion Portfolio Insurance
Time Invariant Portfolio Protection
Kelly Formula
Optimal F
Theory Is Grey, but Life Is Green
Numerical Methods
Conservative Framework for Position Sizing
Automate Trading Strategy Using IBridgePy
Run Codes Locally on Your Machine
Capstone Project
Course Summary
About Author
Quantpedia is the encyclopedia/database of quantitative and algorithmic trading strategies. It helps users in processing fnancial academic research into a more user-friendly form to help anyone who seeks new quantitative trading strategy ideas.
Why Quantra ?
- Gain more in less time
- Get taught by practitioners
- Learn at your own pace
- Get data & strategy models to practice on your own
Quantinsti
Please Login/Register if you want to leave us some feedback to help us improve our services and products.
RELATED COURSES
VIEW ALL-
MQ MZT – Base Camp Trading$49.00MQ MZT – Base Camp TradingUpdate 26 Sep 2022All Levels
MQ MZT or the MQ Momentum Zero Touch indicator by Base Camp Trading can be your best trader companion on the journey of looking for attractive profits.
Add to wishlist -
TrendLine Mastery – Trading Mastery$45.00TrendLine Mastery – Trading MasteryUpdate 21 Sep 2022All Levels
Trendline Mastery by Aldo Lagrutta of Trading Mastery provides you with a strong, established, and successful method to earn your income as a trader.
Add to wishlist -
100k Day Setup – Simpler Trading$109.00
$1,097.00100k Day Setup – Simpler TradingUpdate 13 Jul 2022All LevelsThis course introduces a simple trading strategy aimed at finding explosive stock moves in wild market conditions. With the right setup combined with a strict trading checklist, you can know when uncertain market conditions can yield more profits.
Add to wishlist -
The Small Account Secrets Pro Bundle Reveals Big & Consistent Gains – Simpler Trading$99.00The Small Account Secrets Pro Bundle Reveals Big & Consistent Gains – Simpler TradingUpdate 26 Sep 2022All Levels
The Small Account Secrets Pro Bundle Reveals Big & Consistent Gains – Simpler Trading guides you to protect and grow a small trading account amid volatility.
Add to wishlist -
Price Action Trading Vol.3 – Fractal Flow Pro$15.00
$99.00Price Action Trading Vol.3 – Fractal Flow ProUpdate 28 Jun 2022AdvancedPrice Action Trading Vol.3 covers everything from the broad overview of all previous episodes to deep insights into the advanced concept of technical analysis.
Add to wishlist -
Workshop: Bear Market Success – Base Camp Trading$30.00
$297.00Workshop: Bear Market Success – Base Camp TradingUpdate 08 Aug 2022IntermediateWorkshop: Bear Market Success can be your life saver, showing you the right ways during a tough time such as a bear market with high volatility.
Add to wishlist
Reviews
There are no reviews yet.