tag:blogger.com,1999:blog-3834975359889311403.post2674689248277455872..comments2023-02-27T05:45:40.054-08:00Comments on Tim Bovee, Private Trader: Position Sizing: The big and the smallUnknownnoreply@blogger.comBlogger2125tag:blogger.com,1999:blog-3834975359889311403.post-53377711586568821902013-06-12T07:55:48.912-07:002013-06-12T07:55:48.912-07:00Interesting idea. I'll put it into the mix as ...Interesting idea. I'll put it into the mix as I look at the problem.https://www.blogger.com/profile/12378082044669527388noreply@blogger.comtag:blogger.com,1999:blog-3834975359889311403.post-78787239295801558992013-06-11T20:43:57.449-07:002013-06-11T20:43:57.449-07:00Thanks for the response. I think you may want to ...Thanks for the response. I think you may want to normalize the ATR. For example, you could use ATR and relate it to the share price, which is what it actually is, such as follows:<br /><br />WMT: $75.25/ATR $1.08 = 70% of a position <br />AAPL would be 40% and RMKR 11% as it is quite volatile. Maybe use .5 ATR may make more sense, you could play with the numbers but the higher the ATR is vs. the share price, the more volatile it is, hence the lower position risk.Kurthttps://www.blogger.com/profile/03827718885466021882noreply@blogger.com