Backtesting Position Sizing Models: Measuring Drawdown and Maximum Adverse Excursion (MAE)
Position sizing is the single most critical factor separating profitable quantitative traders from those whose accounts suffer permanent…
Case Study: Analyzing Jesse Livermore’s Pyramiding Techniques and Legacy
The history of financial speculation is littered with legendary figures, but few have captured the imagination—or the magnitude…
Applying the Kelly Criterion to Trading: Maximizing Growth While Minimizing Ruin Probability
Position sizing is arguably the most critical component of long-term trading success, dictating the geometric rate of portfolio…
The Essential Guide to Futures Trading Audit Trails: Ensuring Regulatory Compliance
Futures trading operates within a highly sophisticated and intensely regulated environment. For any entity, from large proprietary firms…
Micro Futures Contracts Explained: A Low-Risk Entry Point for New Futures Traders
The futures market, long regarded as the domain of institutional investors and highly capitalized professional traders, presents significant…
Overcoming Cognitive Biases: How to Make Rational Decisions in High-Stakes Futures Trading
In the highly leveraged and rapid environment of futures trading, successful execution depends not just on robust strategies…
Navigating CFTC and NFA Regulations: Key Compliance Requirements for Retail Futures Traders
The futures market, while offering immense leverage and potential returns, operates under stringent governmental oversight designed to protect…
Integrating Compliance Checks into Strategy Backtesting for Robust Futures Systems
The pursuit of high alpha in futures trading often leads quantitative developers to focus obsessively on entry signals,…
Mastering Futures Trading: Compliance, Psychology, and Risk Management for Sustainable Growth
Futures trading offers immense potential for leverage and profit, but it is a challenging, high-stakes environment where success…
How Cross-Currency Futures Contracts Act as a Natural Hedge Against FX Volatility
Cross-Currency Futures Contracts: A Natural Shield Against Global FX Volatility In the realm of advanced futures trading and…