Limitations of Quantitative Claims About Trading Strategy Evaluation

Discussion in 'Strategy Building' started by Sergio77, Jul 24, 2016.

  1. Sergio77

    Sergio77

    Rebalancing and position sizing are two different things. Anyway, I agree: "Position sizing is an overrated conundrum." If you think about it free of "non trader" hype you will realize what it means.
     
    #11     Jul 31, 2016