Volatility targeting

2 stories tagged Volatility targeting on Learning Fanatic.

Lesson 11.1: Position sizing and risk budgets How much to bet matters as much as what to bet on: volatility targeting, the Kelly fraction, risk contributions and risk parity, with simulations you can run.
Lesson 5.1: Trend following and momentum Learn trend following and momentum: moving-average and breakout rules, volatility targeting, why trend strategies win rarely but big, and why many markets help.