Tag: Dean Hoffman

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 ...

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Trading Systems Optimization Trap

To the new trading systems developer, one of the most exciting things to play with is optimization. Optimization is using the ...

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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