Practice Risk
Size positions with volatility targeting and drawdown limits
Medium+25 pointsAbout 40 minutesRisk
Coming soon
Scale a strategy to a volatility target, add a drawdown brake, and show the effect on returns and risk.
This problem opens with Market Microstructure and Algorithmic Trading. It draws on the modules below.
- Microstructure 5.2 Risk and position sizing (coming soon)