Comments on: Position Sizing and Expectancy http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/ Sat, 13 Mar 2010 03:09:49 -0800 http://wordpress.org/?v=2.8.2 hourly 1 By: chrisperruna.com » Blog Archive » My Twitter Positions are Up Big http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-21116 chrisperruna.com » Blog Archive » My Twitter Positions are Up Big Mon, 08 Jun 2009 11:00:43 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-21116 [...] would like to emphasize that the stock down 21% (APEI) would have been cut for a smaller loss using simple money management tools but for purposes of this update, we’ll assume everything is still being [...] [...] would like to emphasize that the stock down 21% (APEI) would have been cut for a smaller loss using simple money management tools but for purposes of this update, we’ll assume everything is still being [...]

]]> By: The Journey to Financial Freedom » Position Size to Determine How Many Shares to Buy http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-21055 The Journey to Financial Freedom » Position Size to Determine How Many Shares to Buy Wed, 20 May 2009 18:35:39 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-21055 [...] exercise will teach novice investors how to properly position size their trades, preventing you from blowing-up your account or risking too much on one [...] [...] exercise will teach novice investors how to properly position size their trades, preventing you from blowing-up your account or risking too much on one [...]

]]> By: Brian Ault http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-20822 Brian Ault Sun, 05 Apr 2009 17:08:51 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-20822 some of our worl is eerily similar - I have developed and advanced Excel based risk management, position sizing and probability spreadsheet that may be of interst to you clikc on my blog link and there are a number of current tutorials I definitely take it to the next level so I hope you enjoy - hope to hear back from you and if not - best of luck trading ! Brian some of our worl is eerily similar – I have developed and advanced Excel based risk management, position sizing and probability spreadsheet that may be of interst to you

clikc on my blog link and there are a number of current tutorials
I definitely take it to the next level so I hope you enjoy – hope to hear back from you and if not – best of luck trading !

Brian

]]> By: chrisperruna.com » Blog Archive » The Pareto Principle: 80/20 Rule http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-20675 chrisperruna.com » Blog Archive » The Pareto Principle: 80/20 Rule Wed, 18 Feb 2009 12:41:56 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-20675 [...] in 80% of your profits so focus on riding winners and cutting losers. Learn to implement a proper position sizing methodology to your trading, ensuring that you can withstand a string of consecutive losses without going bust. [...] [...] in 80% of your profits so focus on riding winners and cutting losers. Learn to implement a proper position sizing methodology to your trading, ensuring that you can withstand a string of consecutive losses without going bust. [...]

]]> By: Chuck Krug http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-18863 Chuck Krug Fri, 11 Jul 2008 09:40:01 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-18863 How do you do this for futures? How do you do this for futures?

]]> By: chrisperruna.com » Blog Archive » 10 Steps to Profitable Trading http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-18821 chrisperruna.com » Blog Archive » 10 Steps to Profitable Trading Wed, 09 Jul 2008 11:34:18 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-18821 [...] know “how much” to trade on each position. Do not overtrade or you will runt he risk of ruin. Position sizing is rule number one of managing [...] [...] know “how much” to trade on each position. Do not overtrade or you will runt he risk of ruin. Position sizing is rule number one of managing [...]

]]> By: chrisperruna.com » Blog Archive » Expectancy http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-18250 chrisperruna.com » Blog Archive » Expectancy Tue, 27 May 2008 16:03:16 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-18250 [...] Value (EV), so I decided to respond with a fresh post (expectancy has always been grouped into the position sizing and expectancy article from last [...] [...] Value (EV), so I decided to respond with a fresh post (expectancy has always been grouped into the position sizing and expectancy article from last [...]

]]> By: chrisperruna.com » Blog Archive » Trend Following http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-18206 chrisperruna.com » Blog Archive » Trend Following Thu, 22 May 2008 00:16:33 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-18206 [...] 2. How much of a stock should you buy or sell at any time? Hint: Position Sizing and Expectancy [...] [...] 2. How much of a stock should you buy or sell at any time? Hint: Position Sizing and Expectancy [...]

]]> By: Srinivas http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-18124 Srinivas Thu, 15 May 2008 02:41:16 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-18124 Chris, In the portfolio spreadsheet, portfolio gain is calculated as average of %gain of individual positions, if i have 2 positions $1000 with 10%gain and another position $10000 with (10%) loss, is it correct to say portfolio gain is 0%, but in reality loss is $1000 and gain is only $100, the portfolio is in negative $900. thanks Srinivas Chris,
In the portfolio spreadsheet, portfolio gain is calculated as average of %gain of individual positions,

if i have 2 positions
$1000 with 10%gain and
another position $10000 with (10%) loss,

is it correct to say portfolio gain is 0%, but in reality loss is $1000 and gain is only $100, the portfolio is in negative $900.

thanks
Srinivas

]]> By: chrisperruna.com » Blog Archive » Focus on You http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/comment-page-1/#comment-18098 chrisperruna.com » Blog Archive » Focus on You Mon, 12 May 2008 17:23:33 +0000 http://www.chrisperruna.com/2007/06/26/position-sizing-and-expectancy/#comment-18098 [...] play the game profitably because they never sharpen their own mental skills while applying basic money management techniques. They focus on the wrong set of [...] [...] play the game profitably because they never sharpen their own mental skills while applying basic money management techniques. They focus on the wrong set of [...]

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