position sizing

Machine learning is a powerful tool for not only coming up with new strategies but also for improving your existing strategies. In this article, we’ll cover adjusting your position size using a random forest algorithm and turning your strategy on an off using a Hidden Markov Model. You can...

I was listening to a podcast featuring John Bollinger and he mentioned that “volatility is the most important, least analysed and worst understood”. The importance of volatility in trading is indeed under emphasized as the limelight typically shines on entry and exit rules. I first came across...