Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
4 documents
The author considers whether a systematic futures portfolio should be manually repositioned ahead of the Brexit vote. The stated approach is to follow the strategy’s rules rather than introduce a discretionary directional bet, especially for a close, binary…
This retrospective considers the Brexit referendum through the lens of trading risk, with sections on GBPUSD, a wider futures portfolio, equity and currency hedging, and the payoff associated with negative skew. The visible discussion emphasizes that the…
This excerpt introduces a book about trading leveraged products and identifies its intended readers: novice traders, people with limited capital, and traders interested in foreign exchange, contracts for difference, margin accounts, spread bets, or futures.…
The document lays out a framework for translating a trader's account and risk preferences into position sizes. It separates account size, instrument volatility, the overall risk target, forecast confidence, portfolio breadth, and the conversion from exposure…