Hi Traders,
In this episode, our Senior Trader Matt builds a position sizing function and shows you how it works in one of his models.
This is a function a lot of traders have asked for so that they can calculate lot size based on previous volatility.
We hope you enjoy the episode.
In Episode 411 of Trading Talk, we introduce our new internal Code Snippets library, designed to streamline the way traders build and modify algorithmic models.
In this week’s episode of Trading Talk, we combine two recent developments from previous sessions — the Z-Lock volatility function and the adaptive trade management system — to demonstrate how they can work together as a simple strategy framework.
In this week’s episode of Trading Talk, we build out the volatility function introduced in the previous episode and walk through the key formulas step by step. This session focuses on combining log returns, variance and standard deviation to construct a statistical framework that produces a Z-score volatility model.
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