Position-Sizing on Xu'Bloghttps://xuquant.com/tags/position-sizing/Recent content in Position-Sizing on Xu'BlogXu'Bloghttps://xuquant.com/images/profile.jpghttps://xuquant.com/images/profile.jpgHugo -- 0.152.2enSun, 30 Mar 2025 10:00:00 +0800The Turtle Trading Rules: Donchian Channel, ATR Position Sizing, and Pyramidinghttps://xuquant.com/posts/strategies/turtle_signal_strategy/Sun, 30 Mar 2025 10:00:00 +0800https://xuquant.com/posts/strategies/turtle_signal_strategy/A rigorous analysis of the Turtle Trading Rules: mathematical definitions of Donchian Channel breakout, derivation of ATR-based position sizing and pyramiding logic, and risk control principles of the 2-ATR stop-loss rule.