Why position sizing in pure trend following is determinate, once the domain of the question is properly drawn. Carlo Zarattini published a thoughtful piece earlier this week on position sizing in trend following. He compared three approaches against the same...
Introduction Position sizing often operates in the background of trading strategies, overshadowed by the allure of entry signals or timing models. Yet, it is this quiet but powerful mechanism that determines how risk is allocated, trends are exploited, and long-term...
