The Simplified Handbook of Position Sizing and System Development : A Practical Guide to Risk Management, Trade Sizing, Expectancy, Backtesting, and Building Robust Trading Systems

Editore: Independently Published Sep 2026, 2026

ISBN 13: 9798175094351

Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

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Condizione: Nuovo

EUR 178,05

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Spedito da Germania a U.S.A.

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Descrizione dell’articolo da parte del venditore

Neuware - A trading strategy can have excellent entries and exits and still fail if position size is poorly controlled.The opposite is also true: sophisticated position sizing cannot rescue a weak or badly tested system.The Simplified Handbook of Position Sizing and System Development explains how these two areas fit together so traders can think about risk, trade size, system testing, and performance as parts of one coherent process.Written in clear, practical language, this handbook explores the major concepts involved in developing and evaluating rule-based trading systems without burying the reader in unnecessary complexity.Inside, you'll learn about: - The role of position sizing in trading- Risk per trade and account-level risk- Fixed-size and percentage-based approaches- Volatility-based position sizing- Stop distance and trade size- Risk of ruin- Drawdowns and capital preservation- Expectancy and payoff ratios- Win rate versus reward-to-risk- Building clear entry and exit rules- Converting trading ideas into testable systems- Backtesting and historical data- Avoiding overfitting and curve fitting- Sample size and statistical reliability- Out-of-sample and walk-forward testing- Transaction costs and slippage- Position sizing across multiple markets- Portfolio-level risk- Monte Carlo concepts- Evaluating robustness- Moving from backtest to live trading- Monitoring and improving a system over timeThe goal is not to provide a 'perfect' trading formula.It is to help you understand how position size, risk, expectancy, system rules, and testing interact-and why changing one part of the system can change the behaviour of the whole.Whether you're a discretionary trader becoming more systematic, a developing algorithmic trader, or simply someone who wants a more disciplined approach to risk and strategy design, this book provides a practical framework for thinking more clearly about system development.Define the risk.Build the rules.Test the system.Size the position.Measure the result.…

Codice articolo 9798175094351

Dati bibliografici

Titolo
The Simplified Handbook of Position Sizing and System Development : A Practical Guide to Risk Management, Trade Sizing, Expectancy, Backtesting, and Building Robust Trading Systems
Autore
Darren K. Vossmere
Editore
Independently Published Sep 2026
Anno di pubblicazione
2026
Condizione
Neu
Rilegatura
Taschenbuch
Peso dell'articolo
532 grammi
Dimensioni
229x152x21 mm

AHA-BUCH GmbH

Einbeck, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 7 a 10 giorni lavorativiDa 5 a 7 giorni lavorativi
Primo articoloEUR 35,00EUR 45,00
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