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  • 2026-08-26

    Position Sizing Cheatsheet: Fixed Fractional, Volatility Targeting and Kelly

    A practical cheatsheet on position sizing for investors and traders: why size matters as much as selection, fixed fractional (risk per trade) sizing, volatility targeting and inverse-volatility...

    Trading · trading investing position sizing risk management Kelly criterion volatility targeting fixed fractional drawdowns portfolio management Python English
  • 2025-05-28

    Drawdowns and Risk Metrics Cheatsheet

    A practical cheatsheet on drawdowns and risk metrics, using the spring 2025 tariff sell-off as the running example: drawdown, max drawdown, underwater periods, the asymmetry of losses, volatility,...

    Trading · trading investing risk management drawdown Sharpe ratio Sortino ratio VaR volatility position sizing Python pandas English

Nothing you read here should be considered advice or recommendation. Everything is purely for informational purposes.

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