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A Short Video explaining the Important Concept of Position Sizing and Risk Management "Never Risk more than 1% of you Portfolio on a single trade."

Volatility Volume and Value

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38,076 views • 1 year ago •via X (Twitter)

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Trade management + Position sizing =compounding phase Position sizing is the backbone: risk per trade,fixed %, volatility-based, or Kelly—get it wrong, blow the account. Why ES is better then NQ especially during the risk of ruin for many: lower cost = more contracts = better scaling = tighter risk control. Free position sizing tool in comment. If this video or tool helps retweet please

Trade management + Position sizing =compounding phase Position sizing is the backbone: risk per trade,fixed %, volatility-based, or Kelly—get it wrong, blow the account. Why ES is better then NQ especially during the risk of ruin for many: lower cost = more contracts = better scaling = tighter risk control. Free position sizing tool in comment. If this video or tool helps retweet please

The Daily Profiler

20,191 views • 1 year ago

this 1 hour MIT lecture on portfolio management is the single best video from the Mathematics in Finance series. a former Morgan Stanley trader teaches you more about diversification and position sizing than most learn in years. 26 lectures in the course. all free. save this.

this 1 hour MIT lecture on portfolio management is the single best video from the Mathematics in Finance series. a former Morgan Stanley trader teaches you more about diversification and position sizing than most learn in years. 26 lectures in the course. all free. save this.

Goshawk Trades

123,486 views • 5 months ago

The 3-5-7 rule is a disciplined risk management framework in day trading designed to protect capital and maximize profitability. It dictates: 3% maximum risk on a single trade, 5% maximum total risk across all open positions (portfolio exposure), and a 7:1 risk-reward ratio or a 7% minimum profit target on winners.

The 3-5-7 rule is a disciplined risk management framework in day trading designed to protect capital and maximize profitability. It dictates: 3% maximum risk on a single trade, 5% maximum total risk across all open positions (portfolio exposure), and a 7:1 risk-reward ratio or a 7% minimum profit target on winners.

Market Rebellion

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Here is an Hour Long Masterclass on - How to read the market - How to take trades - Risk management - Position sizing And much more $SPY

Here is an Hour Long Masterclass on - How to read the market - How to take trades - Risk management - Position sizing And much more $SPY

Justin Banks

44,952 views • 5 months ago

One common reason why traders blow up is because of poor position sizing. In other words, how much do you bet on a trade. You can be right on direction 60% of the time and still lose everything if you size your positions poorly. One oversized trade can wipe out months of gains. This is why position sizing is a big part of risk management. Sandeep Rao - SEBI Reg. RA🖖 recently spoke to Tom Basso, one of the original Market Wizards, to discuss his approach to trading. I was listening to the interview and the one thing that stood out to me was how Tom's thinking on position sizing evolved over decades. He started simple: risk the same percentage of equity on every trade, inspired by Larry Hite's philosophy that every bet should be equal in terms of potential loss. But then came a silver trade with explosive volatility. Clients were calling, nervous about the wild swings. So he realized it wasn't just about the amount you could lose—it was also about the speed of movement. High volatility creates psychological stress that leads to poor decisions. So he added a second layer: volatility as a percentage of equity. Now he'd calculate both risk % and volatility %, then take the smaller of the two. Then came the third refinement: margin-to-equity ratios. Some markets have deceptively low risk and volatility but require high margin because of sudden jump risk. By incorporating all three factors, he never got caught overexposed. The result was a position sizing system that automatically scales down when markets get too volatile, protects against margin squeezes, and keeps portfolio risk in check. It's really interesting conversation. Link to the full interview is in the comments.

One common reason why traders blow up is because of poor position sizing. In other words, how much do you bet on a trade. You can be right on direction 60% of the time and still lose everything if you size your positions poorly. One oversized trade can wipe out months of gains. This is why position sizing is a big part of risk management. Sandeep Rao - SEBI Reg. RA🖖 recently spoke to Tom Basso, one of the original Market Wizards, to discuss his approach to trading. I was listening to the interview and the one thing that stood out to me was how Tom's thinking on position sizing evolved over decades. He started simple: risk the same percentage of equity on every trade, inspired by Larry Hite's philosophy that every bet should be equal in terms of potential loss. But then came a silver trade with explosive volatility. Clients were calling, nervous about the wild swings. So he realized it wasn't just about the amount you could lose—it was also about the speed of movement. High volatility creates psychological stress that leads to poor decisions. So he added a second layer: volatility as a percentage of equity. Now he'd calculate both risk % and volatility %, then take the smaller of the two. Then came the third refinement: margin-to-equity ratios. Some markets have deceptively low risk and volatility but require high margin because of sudden jump risk. By incorporating all three factors, he never got caught overexposed. The result was a position sizing system that automatically scales down when markets get too volatile, protects against margin squeezes, and keeps portfolio risk in check. It's really interesting conversation. Link to the full interview is in the comments.

Nithin Kamath

59,340 views • 9 months ago

Basically explaining why I closed my short and flipped scalp LONG on $BTC Trading on my public 300k account, with a 2% risk on this trade. What do you think?

Basically explaining why I closed my short and flipped scalp LONG on $BTC Trading on my public 300k account, with a 2% risk on this trade. What do you think?

Diego Trades🐒🃏

22,211 views • 1 year ago

A portfolio is not a collection of isolated positions. Yet much of crypto credit infrastructure still treats it that way. Institutional trading firms manage exposure across exchanges, venues, and strategies simultaneously. Evaluating each position independently can overstate the risk that actually matters: the portfolio as a whole. That's why portfolio-based margining matters. Spark Prime uses Arkis technology to evaluate exposure across DeFi and CeFi venues, allowing financing decisions to reflect net portfolio risk rather than treating each position in isolation. Read more about Spark Prime👇

A portfolio is not a collection of isolated positions. Yet much of crypto credit infrastructure still treats it that way. Institutional trading firms manage exposure across exchanges, venues, and strategies simultaneously. Evaluating each position independently can overstate the risk that actually matters: the portfolio as a whole. That's why portfolio-based margining matters. Spark Prime uses Arkis technology to evaluate exposure across DeFi and CeFi venues, allowing financing decisions to reflect net portfolio risk rather than treating each position in isolation. Read more about Spark Prime👇

Spark

15,644 views • 4 months ago

Large losses are devastating — it doesn't matter if you're a beginner trader or one with 10+ years of performance under your belt. Yesterday, we uploaded one of the most in-depth guides to Risk Management on the internet. Here's what we cover: → 3 key levers that control risk: size, stops, & position count → Calculating open risk & protecting your portfolio during corrections → Why tight & logical stops are the foundation of professional trading → Real-world sizing rules for swing traders and position traders → How to survive gap-downs, control drawdowns, and avoid catastrophic losses If you’re building your system or trying to stay consistent in this market, this is the only video you should dedicate time to studying this week! 🦁

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TraderLion

38,124 views • 1 year ago

A must watch TIME AND PRICE MODEL THE best video you will find on X Explaining time and price model and the psychology (risk management ) With this video you can pass any prop with ease 🔥🔥 #forever_in_wealth

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851,820 views • 2 years ago

$BTC (VIDEO) This is an update to help you manage your long position if you have one trying to catch this bounce! I also break down why risk management is so important - nothing impacts my PnL more than disciplined stops and position control. Enjoy, and please like/repost 🙏

$BTC (VIDEO) This is an update to help you manage your long position if you have one trying to catch this bounce! I also break down why risk management is so important - nothing impacts my PnL more than disciplined stops and position control. Enjoy, and please like/repost 🙏

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quant traders before: > Kelly Criterion (position sizing) > Black-Scholes-Merton (options pricing) > Sharpe / Sortino Ratio (risk-adjusted return) > CAPM (expected return) > GARCH models (volatility forecasting) > Markowitz Mean-Variance Optimization (portfolio allocation) > Monte Carlo simulations (risk scenarios) now: all of the above. one AI.

quant traders before: > Kelly Criterion (position sizing) > Black-Scholes-Merton (options pricing) > Sharpe / Sortino Ratio (risk-adjusted return) > CAPM (expected return) > GARCH models (volatility forecasting) > Markowitz Mean-Variance Optimization (portfolio allocation) > Monte Carlo simulations (risk scenarios) now: all of the above. one AI.

sopersone

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DR. PAUL THOMAS: “You are MORE likely to die from the VACCINE than from the DISEASE, this is true for EVERY single vaccine on the childhood schedule.” DR. SUZANNE HUMPHRIES: “If mandates were to STOP, these companies would CRASH. And that’s not going to be allowed to happen...” The statistical analysis of each vaccine... The risk of death from Polio is 1 in 1 trillion The risk of death from the Polio vaccine is 1 in 215K The risk of death from Diphtheria is 1 in 42.5 million The risk of death from the Diphtheria vaccine 1 in 76K The risk of death from Tetanus is 1 in 1.5 million The risk of death from the Tetanus Vaccine is 1 in 76K The risk of death from Pertussis is 1 in 2.3 million The risk of death from the Pertussis vaccine is 1 in 76K The risk of death from Measles is 1 in 106.5 million The risk of death from the Measles vaccine is 1 in 108K The risk of death from Mumps is 1 in 40.3 million The risk of death from the Mumps vaccine is 1 in 108K The risk of death from Rubella is 1 in 0/negligible The risk of death from the Rubella vaccine is 1 in 108K The risk of death from Chickenpox is 1 in 32.3 million The risk of death from Chickenpox vaccine is 1 in 202K The risk of death from Hepatitis-A is 1 in 1.6 million The risk of death from the Hep-A vaccine is 1 in 73K The risk of death from Hepatitis-B is 1 in 305K The risk of death from the Hep-B vaccine is 1 in 96K The risk of death from HIB is 1 in 1.5 million The risk of death from the HIB vaccine is 1 in 46K The risk of death from Pneumonia is 1 in 236K The risk of death from Pneumonia vaccine is 1 in 50K The risk of death from Meningitis is 1 in 822K The risk of death from Meningitis vaccine is 1 in 141K The risk of death from Influenza is 1 in 136K The risk of death from the Influenza Vaccine is 1 in 15K

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Valerie Anne Smith

188,897 views • 4 months ago

A really cool example of Perplexity Deep Research: go through your portfolio, pull up information from the web about recent executive orders, and tell you which companies in your portfolio are impacted with a risk assessment. Something you would be paying a financial advisor 0.x% management fees of your portfolio is now free.

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I made a real-world AI hedge fund team. It has 4 agents: 1 • market data agent 2 • quant agent 3 • risk manager agent 4 • portfolio manager agent You can run all of my code below. No prior coding experience is required. The agents work sequentially, passing messages to the next agent. 1 • Market Data Agent gathers market data and calculates technical signals. 2 • Quant Agent takes market data and generates a buy, sell, or hold signal. 3 • Risk Management Agent takes trading signal and generates a risk signal. 4 • Portfolio Management Agent considers all signals and makes a final trading decision.

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Virat Singh

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39,792 views • 2 months ago

Marc Andreessen: the thing startup founders misunderstand about 'risk' "I've always been a fan of what Andy Rachleff taught me, which is called The Onion Theory of Risk. You can think about the startup on Day 1 as having every conceivable kind of risk: founder risk, product risk, technical risk, revenue risk, etc. A startup at the beginning is this long list of risks. Being a founder is a process of peeling away layers of risk as you go."

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This 13-min lecture on "Antifragility" by Nassim Taleb will teach you more about surviving market chaos than 2 years of risk management at BlackRock Save this video & watch it This video will teach you more than any course, then read the article

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‼️ Slim’s response to Adin Ross saying he’s asking for a lot of money to fight on Brand Risk: “I feel like I bring a lot more value than a lot of the guys you bring on Brand Risk”

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Amy Adams says that signing on to #Nightbitch was a personal risk more than a professional risk: “I don’t think about the outcome [of the film] a lot of times going in.” | #ActorsOnActors

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