Position sizing and portfolio allocation have not received much attention in the options trading community. Here, we are going to apply a simple position sizing rule and see how it performs within the context of volatility trading.
http://blog.harbourfronts.com/2017/04/30/use-market-timing-rule-size-option-position/

Position sizing and portfolio allocation have not received much attention in the options trading community. Here, we are going to apply a simple position sizing rule and see how it performs within the context of volatility trading. http://blog.harbourfronts.com/2017/04/30/use-market-timing-rule-size-option-position/

Using a Market Timing Rule to Size an Option Position

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Using a Market Timing Rule to Size an Option Position

Using a Market Timing Rule to Size an Option Position