Mastery
·
10 min
Position sizing across a portfolio
Per-trade sizing is the easy part. Portfolio-level sizing has to handle correlation, sequence risk, and the human tendency to scale into hot streaks.
In this lesson
- Kelly criterion intuition
- Max-drawdown sizing
- Correlation is the silent risk
- The streak trap
Read the full lesson in the app
The complete lesson, with worked examples, callouts, and a quiz to test yourself, is in Iron Condor Options.
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