August Quote

"An important component of our modeling is the way we monetize risk by exploiting the exponential property of capital growth. Exponentials trump risk."

Riskmaticians know that exponentials trump risk, or at least they should, mathematically speaking that is. This is what led us to develop a sophisticated technique to harness the power of exponentials to exploit market risk. In fact, the optimal position size results in the highest compound return over time: low enough to avoid too much damage to our portfolio if our edge doesn't materialize, but high enough to benefit from exponential growth. Position sizing to the "mathematically optimal" ensures that over time exponentials will trump risk, leading to higher absolute returns."


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