Position Sizing & Drawdown Control
Portfolio‑Level Sizing: Correlation‑Adjusted Lots and Risk Budgeting Across Strategies
Practical guide to sizing correlated FX strategies: compute marginal risk, adjust lot sizes using covariance, and implement risk budgets to control drawdowns.
Scaling Into and Out of Positions: Practical Rules to Cut Slippage & Bias
Rules for scaling into/out of FX positions to reduce slippage and drawdown while removing emotional bias. Tranche sizing, ATR lots, exit ladders and rules.
Drawdown Control Frameworks: Stop‑Loss Architecture, Equity Gates & Recovery Plans
Practical frameworks for stop-loss design, equity gates and recovery plans that limit drawdowns and rebuild conviction without reckless sizing.
Hybrid Sizing: Blending Kelly with Volatility‑Capped Limits — A Reproducible Case Study
Python case study with data and code: a hybrid sizing method that blends fractional Kelly with a volatility cap to limit drawdowns and stabilize returns.
Automated Drawdown Alarms and Trade Suspension Rules for HFT & Retail Bots
Practical rules and checklist to add automated drawdown alarms, kill‑switches and trade‑suspension policies for HFT and retail trading bots.
Dynamic Position Sizing: From Fixed‑Fraction to Volatility‑Parity for Forex Traders
Practical FX position‑sizing: fixed‑fraction, volatility‑parity, ATR scaling and Kelly hybrids—step‑by‑step rules, examples and drawdown controls.