Anyone Know the Name of the Position Sizing Formula? - futures io
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Anyone Know the Name of the Position Sizing Formula?


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Anyone Know the Name of the Position Sizing Formula?

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  #1 (permalink)
New York NY
 
Experience: Intermediate
Platform: NinjaTrader
Trading: /es
 
Posts: 14 since Dec 2014
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A while back I remember reading about a formula for position sizing named % K or something similar, where if one knows their approximate probabiliy of success, account size, and risk reward as well as perhaps some other variables what the optimal risk or position sizing would be. I have been searching on the internet for this, but cannot find it. Does anyone know what the name of this formula/method is? Thank you!

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  #2 (permalink)
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Kelly criterion
aotc View Post
A while back I remember reading about a formula for position sizing named % K or something similar, where if one knows their approximate probabiliy of success, account size, and risk reward as well as perhaps some other variables what the optimal risk or position sizing would be. I have been searching on the internet for this, but cannot find it. Does anyone know what the name of this formula/method is? Thank you!


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  #3 (permalink)
New York NY
 
Experience: Intermediate
Platform: NinjaTrader
Trading: /es
 
Posts: 14 since Dec 2014
Thanks: 6 given, 11 received



planetkill View Post
Kelly criterion

Thank You!

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