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Entries Tagged as 'leverage'

Snapshot on Money Management and Leverage – Corrected

October 8th, 2010 · 5 Comments · Money Management

There are two simple options that can be used to leverage a strategy: position sizing notional funding These were discussed more in detail in a “how to apply leverage?“. Today, I just want to revisit this concept with a classic system: the Donchian Channel. As Ralph Vince’s Optimal f tells us: there is an optimal […]

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How to apply Leverage?

April 20th, 2010 · 13 Comments · Money Management

Several CTAs or fund managers offer a standard version of their fund, along with a leveraged version (called enhanced risk, 2x or 3x fund, etc.). However a simple performance comparison of the leveraged option against the standard option usually makes it obvious that the former does not offer a simple performance multiplier of latter. I […]

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