Risk and position sizing
Kelly, fractional Kelly, drawdown control, and the math of not blowing up.
| Citation | Paper | Access | Difficulty | Score |
|---|---|---|---|---|
| Bailey & Prado (2014) | Drawdown-Based Stop-Outs and the 'Triple Penance' Rule Journal of Risk | Free | Moderate | 0 |
| Thorp (2006) | The Kelly Criterion in Blackjack, Sports Betting, and the Stock Market Handbook of Asset and Liability Management, Volume 1 (Elsevier) | Free | Moderate | 0 |