Systematic Trend Following: A Retail Trader's Guide

How We Think About Portfolio Risk and Volatility

February 25, 2020 Samuel Russell Season 2 Episode 8
Systematic Trend Following: A Retail Trader's Guide
How We Think About Portfolio Risk and Volatility
Show Notes

Building on the last discussion about setting individual position risk limits using stops and position sizing, we talk about how we think about risk and volatility on a portfolio level. How we use correlation and other tools to select the instruments to trade and how to divide risk up over return drivers.

https://youtu.be/wupuHyfL40A

https://www.youtube.com/playlist?list=PLiWGC9_PMsWPohL8S6ceoOn3WWoq__ZB3