Profit Strategies: Unlocking Trading Performance with Money Management
Drawing on years of experience, Stendahl highlights the key elements for reducing risk and maximizing profits through portfolio management techniques. More than Just a guide to what size your next position should be, this booklet features ...
- 3 simple evaluation methods to ensure consistent system performance
- Using your portfolio to remove fear and greed from your system
- Techniques to analyze risk/reward calculations - and improve your system
- Combining systems to meet your trading objectives
- Tips for matching your system to your level of capitalization
- And many more methods for analyzing and improving your trading performance.
Plus, examples, tables, charts, and a full resource guide to help you understand all the profit-packed concepts presented.
Table of Contents
Preface Xi
Introduction XV
Chapter One System Design 1
Trending vs. Non-Trending Markets 8
Crossover Methodology 11
Greed and Fear Description 12
System Development Process 12
Trading System Code 13
Chapter One Summary 14
Chapter Two Robustness Analysis 16
Robustness Analysis 16
Optimization Pros and Cons 17
Cluster Analysis 18
Chapter Two Summary 19
Chapter Three: System Evaluation 20
Evaluation Process 21
Maximum Adverse Excursion 21
System Analysis Section 24
Total Trade Analysis 26
Drawdown Analysis 26
Run-up Analysis 26
Efficiency Analysis 27
Trading Summary 27
Winning (Losing) Trade Analysis 29
Equity Curve Analysis 29
Chapter Three Summary 29
Chapter Four- Money, Risk & Equity
Management 30
Money Management Overview 30
Risk & Equity Management Overview 30
Money Management Warning 31
Long Deutsche Mark Trading System 31
Drawdown Support 31
Winning Series 33
Fixed Fraction 35
Short Deutsche Mark Trading System 37
Maximum Favorable Excursion 38
Drawdown Support (Short Side) 39
Optimal f 40
Secure f 42
Fixed Fraction (Short Side) 45
Chapter Four Summary 46
Chapter Five- Portfolio Analysis 47
Long and Short Deutsche Mark Portfolio 47
Portfolio with Applied Money Management 48
Chapter Five Summary 48
Conclusion- Stage Review 49
Appendix A 51
Trading Stability 51
Consecutive Trades 52
Trading Summary 54
About the Author 81
Workshop Overview 57
Trading Resources 59 |
