Position sizing

Discussion in 'Trading' started by Trish, Aug 25, 2006.

What is your position on investment entry?

  1. My initial investment on every trade is the same amount.

    16 vote(s)
    28.6%
  2. My initial investment to enter a trade is always different.

    23 vote(s)
    41.1%
  3. My initial investment is the same and so is the $ position size increase.

    7 vote(s)
    12.5%
  4. My initial investment is the same but the $ position size increaseis different.

    10 vote(s)
    17.9%
  1. Please enlighten me. If you trade with more money than you have in your account you are risking more money than you could have risked if you traded within the boundaries of your account. That sure looks like more risk to me.
     
    #111     Aug 27, 2006
  2. anti-correlation


     
    #112     Aug 27, 2006
  3. Thank you. I will read up on that right now. Sounds like gobly-gook to me, but I do have an open mind.l I always thought there was correlation or no correlation. I've never heard of anti-correlation, but I certainly will read up on it.
     
    #113     Aug 27, 2006
  4. It is when one position goes up the other one goes down with a measurable percent of efficiency.

    correlation would mean moving together
    non correlation would mean no relation to each other

    Michael B.


     
    #114     Aug 27, 2006
  5. HolyGrail,

    I can also tell you how to remove risk from leverage.

    I have won many root beers for this.
     
    #115     Aug 27, 2006
  6. isnt inverse more suitable than anticorrelated?
     
    #116     Aug 27, 2006
  7. ok...I can go along with that. Now that were all on the same page..what kind of car do you drive? and err...what is your "position" size?

     
    #117     Aug 27, 2006
  8. Well I can see if you trade two instruments that are inversely correllated you will reduce your risk, but at the same time wouldn't that reduce your profits as well?
     
    #118     Aug 27, 2006
  9. ive never come across an edge where you could vary position size based on the probability of a signal, though im sure you could vary it if the position wasnt correlated to the other one.

    so what sort of anomaly could you trade off making money on two positions in one market, with the same risk? something mean reverting i guess. say a collapse of volatility or an increase of volatility. but unless you have a guaranteed signal, there is no way in my mind to limit market risk the way you suggest. at least in the long-term. if you are trading discretely, one trade long, followed by and exit followed by a short in a pattern, i suppose that risk could be seen as not the same as an outright long or short position. it would behave like an option, with the minimal cost being slippage and commission, and borrowing charge. the downside risk would be controlled.

    definitely a real dream of an algorithm if such one is out there.
     
    #119     Aug 27, 2006
  10. Well if you measure yield against risk no...its according to how you think?

    See... I am proving on how much I agree with you.

    But this ego measurement stuff needs to go.


     
    #120     Aug 27, 2006