Directory of /archives/tools/risk_matrix
The XLS file is a Microsoft Excel2000 spreadsheet for assesing risk and position size. The HTM file is a snapshot of the output of the spreadsheet using as inputs a starting account of $10,000, $1,000 delta, 1 point stoploss size, and worst run of 10 consecutive losing trades. This position-sizing idea is from the book "The Trading Game," by Ryan Jones. The idea of the model is to maximize account growth for any system with positive expectancy while gradually decreasing risk as the account grows. The spreadsheet is only as good as the inputs you use of course...
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