The Simplified Handbook of Position Sizing and System Development : A Practical Guide to Risk Management, Trade Sizing, Expectancy, Backtesting, and Building Robust Trading Systems

Published by Independently Published Sep 2026, 2026

ISBN 13: 9798175094351

  • Softcover
  • New
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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Softcover

Condition: New

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Neuware - A trading strategy can have excellent entries and exits and still fail if position size is poorly controlled.The opposite is also true: sophisticated position sizing cannot rescue a weak or badly tested system.The Simplified Handbook of Position Sizing and System Development explains how these two areas fit together so traders can think about risk, trade size, system testing, and performance as parts of one coherent process.Written in clear, practical language, this handbook explores the major concepts involved in developing and evaluating rule-based trading systems without burying the reader in unnecessary complexity.Inside, you'll learn about: - The role of position sizing in trading- Risk per trade and account-level risk- Fixed-size and percentage-based approaches- Volatility-based position sizing- Stop distance and trade size- Risk of ruin- Drawdowns and capital preservation- Expectancy and payoff ratios- Win rate versus reward-to-risk- Building clear entry and exit rules- Converting trading ideas into testable systems- Backtesting and historical data- Avoiding overfitting and curve fitting- Sample size and statistical reliability- Out-of-sample and walk-forward testing- Transaction costs and slippage- Position sizing across multiple markets- Portfolio-level risk- Monte Carlo concepts- Evaluating robustness- Moving from backtest to live trading- Monitoring and improving a system over timeThe goal is not to provide a 'perfect' trading formula.It is to help you understand how position size, risk, expectancy, system rules, and testing interact-and why changing one part of the system can change the behaviour of the whole.Whether you're a discretionary trader becoming more systematic, a developing algorithmic trader, or simply someone who wants a more disciplined approach to risk and strategy design, this book provides a practical framework for thinking more clearly about system development.Define the risk.Build the rules.Test the system.Size the position.Measure the result.…

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Bibliographic details

Title
The Simplified Handbook of Position Sizing and System Development : A Practical Guide to Risk Management, Trade Sizing, Expectancy, Backtesting, and Building Robust Trading Systems
Author
Darren K. Vossmere
Publisher
Independently Published Sep 2026
Publication year
2026
Condition
Neu
Binding
Taschenbuch
Item weight
532 grams
Dimensions
229x152x21 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

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First itemUS$ 39.25US$ 50.46
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Einbeck, Germany 37574