Portion Sizing using historical volatility

Trade like a Quant Bootcamp - Robot Wealth

Stocks usually only go up. Negative stock market returns occur, on average, only once every four years.

My favorite trades are those which are likely to pay off even if our active views are wrong.

If I’m trading stocks actively to the long side, for example, then, even if I’m wrong about the stock that we’re trading, we’re quite likely to make money anyway.

Trade like a Quant Bootcamp - Robot Wealth

Trading Backtest Quant Tool

Trade like a Quant Bootcamp - Robot Wealth

Trade like a Quant Bootcamp - Robot Wealth

Historical Performance Tool - Sharpe Ratio 0.5, 1, 2

GBM

Luck, Annual Drift = expected return

Green = luckiest, black medium and red, unluckiest