Kelly Criterion Position Sizing, Measured
The Kelly criterion sets bet size from your edge. See what ten years of daily stock returns imply about full Kelly, drawdown, and half Kelly in practice.
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The 3-5-7 Rule in Options, Examined
The 3-5-7 rule caps risk at 3% per trade, 5% per underlying and 7% of the account. Where the folk rule came from, and how it holds up against the data.