Position-sizing Effects on Trader Performance

By Johan Ginyard

Position-sizing Effects on Trader Performance

In his thesis, Mr. Ginyard shares the results of a study on position sizing. "Non-academic literature on stock and futures trading emphasizes the importance of "money management", here defined as "how much of available capital is to be allocated in a specific market position", also called position size. The effect of position size was experimentally studied by letting two groups trade fictitious capital through a series of trades, with only one variable available for manipulation by the participants, that is, how much of available capital to be put at risk in each and every trade. The treatment group had received a three-hour lecture in position sizing, risk management, and psychological biases, whereas the control group did not. The results showed that participants in the treatment group lost all their money to a lesser extent (p < .01) than those in the control group. However, the treatment group did not gain significantly higher profits than the control group." To discover if his findings can improve your trade performance, download your free copy now ... download the eBook to read more

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