Portfolio Heat in Elixir: Risk Limits Without a Risk Engine
Every trading session knows its own risk. None of them knows what the others are doing. Three sessions sizing themselves independently against the same account
2 posts
Every trading session knows its own risk. None of them knows what the others are doing. Three sessions sizing themselves independently against the same account
Last post ended with a promise: find the last point the account was genuinely flat, and match forward from there. This one is that algorithm,