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...
Introduction Quantica Capital has long been a beacon of rigorous quantitative research in systematic trading. Their latest paper, “Let it Ride or Lock it In? The Impact of Dynamic Versus Static Position Sizing on Trend-Following Performance,” offers a detailed and...
