The Conundrum of Strategy Sizing

When you have a strategy that is doing well, you want to size it up! But sizing up isn’t always a straightforward proposition, as we must take liquidity into account. MKTSTK investigates this conundrum in this week’s podcast.

(Here’s a link to the soundcloud page with the podcast in case it doesn’t embed in your browser/email:

Link to last week’s podcast: the limits of machine learning in trading part 2

Photo courtesy: Urari1224, make sure to check out more gorgeous pictures here thank you so much!

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