Position sizing for people who hate maths
Two traders take identical trades. One risks 1% a trade, the other 10%. After eight losses, one is down 8% and the other needs to double what is left. Here is the one formula that matters.
Trading guides
Risk, sizing, derivatives and the statistics behind a real edge.
How many trades before a track record means anything?
Three great months proves less than it feels like. The probabilistic Sharpe ratio gives a rough answer to how many trades you need before luck stops being the likely explanation.
Reading funding rates without fooling yourself
Funding shows who is crowded on perpetual futures and who is paying for it. Useful context, poor crystal ball.
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