NEW+--
Min 75% OFF | Pay Day Sale Extended till 3rd June

Position Sizing in Trading

1264 Learners
11 hours
Learn, create, implement and backtest various position sizing strategies and techniques such as Kelly, Optimal f, and volatility targeting on a trading strategy. Analyse how the performance of the strategy changes after applying these techniques. Also, learn money management terms and identify inherent risk in the financial markets. Incorporate all learnings in the course to create a conservative position sizing framework.
Level
Intermediate
Author
Quantpedia
Price Lifetime Access Limited Time Offer

₹9300/-₹37199/-

75% OFF

Get for ₹7440 with Course Bundle

  • Live Trading
  • Learning Track
  • Prerequisites
  • Syllabus
  • About author
  • Testimonials
  • Faqs

Apply Position Sizing Strategies

  • Implement and backtest the position sizing methods such as Kelly, CPPI, TIPP, Volatility targeting, on a sample index reversal strategy.
  • Explain the inherent risk in Kelly and Optimal F.
  • Describe the need for money management and explain various money management terms.
  • Paper trade and live trade using the position sizing techniques covered in the course.
  • List and explain basic position sizing techniques such as fixed units, fixed sum, fixed fraction and fixed percentage.
  • Plot the leverage and portion of capital used for each position sizing technique.
  • Describe the hidden risks in financial markets such as non-stationarity and fat-tail distribution.
  • Apply simulation methods such as Bootstrapping and Monte Carlo.
  • Create a conservative framework for position sizing for calculating the capital to allocate.
dOEDv9eKjlw

Skills Required to Learn Position Sizing in Trading

learning track 7

This course is a part of the Learning Track: Portfolio Management and Position Sizing using Quantitative Methods

Customize Cart
Total courses in cart: 0
Original Price
Slashed Discount
-
Subtotal
₹0
learning track
Portfolio Management and Position Sizing using Quantitative Methods
Need help? Write to us at quantra@quantinsti.com or call us at +91 8450963428.

Course Features

  • Community
    Community

    Faculty Support on Community

  • Interactive Coding Exercises
    Interactive Coding Exercises

    Interactive Coding Practice

  • Capstone Project
    Capstone Project

    Capstone Project Using Real Market Data

  • Trade & Learn Together
    Trade & Learn Together

    Trade and Learn Together

  • Get Certified
    Get Certified

    Get Certified

Prerequisites

To start with the course, you need to have a basic understanding of the financial market terminologies. We have used Python as a programming language to teach the concepts. However, Python is not a mandate to do this course. You can also apply the concepts in spreadsheets or any other programming language you are comfortable with.

Position Sizing in Trading Course

about author

Quantpedia
Quantpedia
Quantpedia is the encyclopedia/database of quantitative and algorithmic trading strategies. It helps users in processing financial academic research into a more user-friendly form to help anyone who seeks new quantitative trading strategy ideas.
Move Right
Move Left

Why quantra®?

  • More in Less Time
    More in Less Time

    Gain more in less time

  • Expert Faculty
    Expert Faculty

    Get taught by practitioners

  • Self-paced
    Self-paced

    Learn at your own pace

  • Data & Strategy Models
    Data & Strategy Models

    Get data & strategy models to practice on your own

Faqs

Sale