Tag Archives: Money Management

Do you use anti Martingale money management for trading

Do you use anti Martingale money management for trading

This is how Sholom B does his money management. Anyone out there use the same?

http://www.investopedia.com/terms/a/antimartingale.asp

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Money Management Principles for a Mechanical Trader

Money Management Principles for a Mechanical Trader

From Sholom B so thanks to him as he swears for this money management for a retail trader

Money Management Principles for Mechanical Traders
Shlok Datye
Royal Institute of Technology
Stockholm, Sweden
November 2012
https://www.kth.se/sci/institutioner/math

http://www.math.kth.se/matstat/seminarier/reports/M-exjobb12/121105.pdf

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Day trading money management: Position sizing

Day trading money management: Position sizing

This is usually the last thing most traders never think of but never understand why they lose money still

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Kelly Criterion for basic risk management and self adapting money management

Kelly Criterion for basic risk management and self adapting money management

This is basic risk management for a script to start risk management in your automated trading using this cool

Get the script and source code walkthrough in my Quant Elite membership

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Money management basics and summary videos

Money management basics and summary videos

These came in and could be worthwhile videos to watch

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Reminder for Portfolio Optimization and Money Management demos TONITE!

Portfolio Optimization and Money Management demos
Reminder for tonite!

1. Please join my meeting, June 2, 2015 at 8:00 PM Eastern Daylight Time

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http://www.meetup.com/quant-finance/events/222809894/
http://www.meetup.com/R-Matlab-Users/events/222809893/

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

I just posted a 2 hour Meetup replay of Risk parameters and money management in a self adapting automated trading

Yeah baby…I learned in this Meetup webinar event

Now posted! Almost  2 hour Meetup replay of Risk parameters and money management in a self adapting automated trading

Honestly, this covered a lot of new territory I never mentioned before – See more

I just posted this so hurry up and learn the importance of using beta

Simplest way to calculate your own beta to measure position weight allocation against portfolio or theme

This calculation can be used to figure out your beta of returns of closing price. Do this in order:

1. Download the closing price of your stock and index( i.e. S&P 500) to calculate returns

2. Use both returns to run a regression. Use Excel Data Analysis option plugin pack.

3. Calculate your output range with a plot. You should see a regression summary once calculated

4. To interpret the graph, you will see the returns with an observed regression line. This is caclulated by ordinary least squares. If the index is your x axis while the Y axis is the stock, it measures the response against the index. THe line is the gradient of the slope which measures if < 1, the beta amount could be calculated the stock is defensive.

5. The beta value is displayed in the summary. The R^2 is tha variation in returns of the stock. Beta x amount can mean the returns of the stock can be explained by the stock market from a statistical POV.

6. P-values of the X variable which is beta. If < 0.05, it is considered statistically insignificant. The P-value lets you know the probability that the beta could be 0.

Hope this helps somewhat – See more 

Bryan

Don’t forget! Time will fly past you before you know it  Next week is definitely my first mysterious price increase of my Quant Elite? Will it be $50 or $500? Who knows? Get it while it is at the lowest point right now.

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Meetup for Monday night Nov 3 on Risk parameters and money management in a self adapting automated trading world

Reminder about Meetup for Monday night Nov 3.

Risk parameters and money management in a self adapting automated trading world
http://www.meetup.com/quant-finance/events/214210452/

http://www.meetup.com/R-Matlab-Users/events/214210672/

As I come up on my last stage of developing this automated trading system, I am coming to the crucial part of how my system will allocate capital to each trade. Sure I could use Kelly Criterion, but this a whole world that is never really talked about. For instance, how do measure risk exposure to your market or sector risk? How do you hedge out risk? How do you measure risk parameters for self imposed trading limits? How does your system measure real time risk in the markets to switch from portfolio management mode to day trading? On and on it goes. How do you implement into your system? Let’s talk about it as this is sort of really important. You see how crucial these topics are for long term trading surival.

1.  Please join my meeting, November 3, 2014 at 7:00 PM Eastern Standard Time.
https://global.gotomeeting.com/join/764228733

2.  Use your microphone and speakers (VoIP) – a headset is recommended.  Or, call in using your telephone.

Dial +1 (571) 317-3112
Access Code: 764-228-733
Audio PIN: Shown after joining the meeting

Meeting ID: 764-228-733

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Meetup Pow Wow: Risk parameters and money management in a self adapting automated trading world

Meetup Pow Wow: Risk parameters and money management in a self adapting automated trading world

Monday, November 3, 2014

7:00 PM

As I come up on my last stage of developing this automated trading system, I am coming to the crucial part of how my system will allocate capital to each trade. Sure I could use Kelly Criterion, but this a whole world that is never really talked about. For instance, how do measure risk exposure to your market or sector risk? How do you hedge out risk? How do you measure risk parameters for self imposed trading limits? How does your system measure real time risk in the markets to switch from portfolio management mode to day trading? On and on it goes. How do you implement into your system? Let’s talk about it as this is sort of really important. You see how crucial these topics are for long term trading surival.

http://www.meetup.com/quant-finance/events/214210452/

http://www.meetup.com/R-Matlab-Users/events/214210672/

Join my FREE newsletter for upcoming Meetups

Join my FREE newsletter to learn more about my upcoming Meetups – See more at: https://quantlabs.net/blog/2014/10/meetup-pow-wow-can-you-use-government-source-data-to-predict-the-markets-for-profit/#sthash.GotStaIK.dpufJoin my
Join my FREE newsletter to learn more about my upcoming Meetups – See more at: https://quantlabs.net/blog/2014/10/meetup-pow-wow-can-you-use-government-source-data-to-predict-the-markets-for-profit/#sthash.GotStaIK.dpuf

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!