Building on the last discussion about setting individual position risk limits using stops and position sizing, we talk about how we think about risk and volatility on a portfolio level. How we use correlation and other tools to select the instruments to trade and how to divide risk up over return drivers.

https://youtu.be/wupuHyfL40A

https://www.youtube.com/playlist?list=PLiWGC9_PMsWPohL8S6ceoOn3WWoq__ZB3