EPISODE · May 25, 2017 · 23 MIN
92: Position Sizing Impact On Returns [TLT Iron Condor Backtest]
from The Option Alpha Podcast · host Kirk Du Plessis
Show notes: http://optionalpha.com/show92I've said it for years, position sizing matters in a high probability system. Much more so that you would believe and today's show is the first in a new mini-series we are doing leading up to the launch of our new backtesting software. Inside we'll cover a case study using and iron condor backtest we ran on TLT including the impact on returns that altering the position size had on the portfolio.
What this episode covers
Show notes: http://optionalpha.com/show92 I've said it for years, position sizing matters in a high probability system. Much more so that you would believe and today's show is the first in a new mini-series we are doing leading up to the launch of our new backtesting software. Inside we'll cover a case study using and iron condor backtest we ran on TLT including the impact on returns that altering the position size had on the portfolio.
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92: Position Sizing Impact On Returns [TLT Iron Condor Backtest]
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