Expectancy Calculation
Learn to calculate true expectancy from your trading data, not assumptions
Master Position Sizing in Trading
Learn the mathematics and psychology behind professional risk management that separates consistent traders from everyone else.
89% Risk Reduction Average
2,400+ Professionals Trained
15 Years Research
The Kelly Criterion Foundation
Most traders think position sizing is about percentages. We teach the mathematical framework that Nobel Prize winners use to optimize capital allocation under uncertainty.
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Volatility Adjustment
Dynamic position sizing based on market conditions and asset volatility
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Drawdown Protection
Mathematical models to preserve capital during inevitable losing streaks
Comprehensive Learning Framework
Our curriculum bridges academic theory with practical implementation. Each module builds systematic understanding through real market examples.
01
Mathematical Foundations
- Expected value and variance calculations
- Probability distributions in trading
- Monte Carlo simulation techniques
- Correlation analysis across markets
02
Risk Metrics Deep Dive
- Value at Risk (VaR) implementation
- Maximum drawdown calculations
- Sharpe ratio optimization
- Risk-adjusted return measurements
03
Portfolio Construction
- Modern Portfolio Theory applications
- Asset allocation frameworks
- Rebalancing methodologies
- Multi-timeframe position sizing
04
Behavioral Psychology
- Cognitive biases in risk assessment
- Loss aversion impact on sizing
- Emotional regulation techniques
- Systematic decision-making processes
Structured Learning Paths
We meet traders where they are. Whether you're implementing your first systematic approach or refining institutional-level strategies, our framework adapts to your experience.
Foundation Track
Basic position sizing principles, risk-reward ratios, and simple expectancy calculations for new systematic traders.
Intermediate Track
Kelly Criterion implementation, volatility-based adjustments, and portfolio-level risk management techniques.
Advanced Track
Institutional-grade models including Black-Litterman optimization and machine learning risk prediction.
Industry Recognition
Our research contributes to academic journals and professional development in quantitative finance. Recognition comes from practical results, not marketing claims.
Research Publications
Published findings on position sizing optimization in three peer-reviewed quantitative finance journals since 2023.
Speaking Engagements
Presented position sizing methodologies at CFA Institute events and regional trading conferences across Southeast Asia.
Consulting Work
Developed risk management frameworks for three institutional trading firms in Vietnam and Singapore markets.
Minh Nguyen
Ho Chi Minh City
Started
March 2024
Track
Intermediate
Background
Software Engineer
Focus
Crypto Markets
From Gut Feelings to Mathematical Precision
March 2024
Starting Point
"I was using 2% risk per trade on everything. Didn't matter if it was Bitcoin or some altcoin I'd never heard of. Same percentage, same hope it would work out."
May 2024
Understanding Volatility
"The volatility module changed everything. Learning to adjust position sizes based on ATR and correlation matrices made my portfolio much more stable."
August 2024
Kelly Implementation
"Implementing Kelly Criterion with fractional sizing was the breakthrough. My win rate stayed the same, but drawdowns decreased significantly."
December 2024
Systematic Approach
"Now I calculate expected value for each setup, adjust for correlation, and size positions mathematically. The emotional component is almost gone."
Ready to Learn Position Sizing?
Our next comprehensive program begins September 2025. Six months of structured learning with practical implementation support.