![]() ![]() It’s a direct measurement of the price change that you are likely to be exposed to-for or against you-in any given position. 'MODEL 4: THE PERCENT VOLATILITY MODEL Volatility refers to the amount of daily price movement of the underlying instrument over an arbitrary period of time. I was wondering if anyone could help us out. Hello, we are creating the script where we would like to use Percent Volatility Position Sizing Method described in Van Tharp's book Trade Your Way to Financial Freedom. Comments or opinions about Definitive Guide to Position Sizing by Van K. You still have to understand some basic formulas and be.
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