The Small Account Conundrum

The Small Account Conundrum

I recently scanned a Commodity Trading Advisor database to look at the typical minimum account sizes for managed futures accounts. ...

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Estimating Future Risk

Here, is a scenario to consider. Two money managers have identical MAR ratios. They have the same CAGR and the ...

Quantitative Trading Systems

A Trading System That Works

A Trading System That Works With modern computers, it is easy to optimize a trading system causing its past performance ...

Position Sizing

Position Sizing

Position Sizing Position sizing is deciding HOW MANY contracts to trade when a trading system gets a signal. Position sizing ...

Forget Returns

Forget Returns

One of the least significant statistics of any manager or trading system is its returns. Returns alone tell investors nothing ...

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