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The Ultimate Position Sizing Guide - Part 2: Value Drivers of Process & Getting Over the Obstacles

Apr 17, 2025
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The Ultimate Position Sizing Guide - Part 2: Value Drivers of Process & Getting Over the Obstacles
Portfolio Optimization
Portfolio Strategy
The Ultimate Position Sizing Guide - Part 2: Value Drivers of Process & Getting Over the Obstacles
position sizing portfolio construction investment process alpha generation structured investing price targets risk management hedge funds asset managers
Apr 17, 2025
The Ultimate Position Sizing Guide - Part 1: Sizing Matters, But How Much?
Portfolio Optimization
Kelly Criterion
Portfolio Strategy
The Ultimate Position Sizing Guide - Part 1: Sizing Matters, But How Much?
Investment Strategy Position Sizing Alpha Generation Stock Selection Asset Allocation Risk Management Alpha Theory Fund Managers Fundamental Managers
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Alpha Theory Stock Selection Index, stock selection skill, market-neutral strategy, performance update, diversification, volatility reduction, excess returns, 2024 market trends
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Portfolio Strategy
Portfolio Optimization
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Active Management Strategies Fund Research Position Sizing Strategies Alpha Theory Platform Portfolio Management
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Portfolio Optimization
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portfolio sizing, portfolio allocation, portfolio management
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Risk Management
Portfolio Strategy
Volatility is Not Risk…Kind Of
Kelly Criterion Risk Management Portfolio Strategy Position Sizing
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Risk Management
If I Worked at Nvidia
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probability, confidence, forecasting, probability-weighted return
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Portfolio Strategy
Alpha Theory Stock Selection Index - Q1 Performance
Stock Selection Index, Sharpe ratio, stock picking
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Portfolio Strategy
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Portfolio Optimization
Portfolio Strategy
How Human Intuition Improves by Using Optimizers: Learnings from DE Shaw
Portfolio Optimization Machine Learning DE Shaw Position Sizing discretionary portfolio management
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Analytics
Portfolio Strategy
Alpha Theory 2023 Year in Review
Position sizing Price targets Conviction Systematic process Active management Benchmark outperformance Optimal portfolio Return on invested capital Win rate Compounding returns
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Portfolio Strategy
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Investing, stock picking, Michael Mauboussin, Stocks
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Portfolio Strategy
Alpha Theory Stock Selection Index
Stock picking, Sharpe ratio, portfolio management
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Portfolio Strategy
Portfolio Intuition by Chris Kennedy
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Portfolio Strategy
Portfolio Optimization
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Year in Review, batting & slugging, position sizing, price targets, optimal performance
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Portfolio Strategy
Diversity Orthogonality Theory: The Key Ingredient to a Free Lunch
diversification, correlation, portoflio, Sharpe Ratio, Diversity Orthogonality Theory
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Mauboussin Gives Us Confidence
Portfolio Strategy
Mauboussin Gives Us Confidence
Probability, Mauboussin, risk-adjusted return, confidence
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Portfolio Strategy
Portfolio Optimization
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Investing, CenterBook Partners, position sizing, probabilities, expert
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Batting and Slugging Sensitivity
Analytics
Batting and Slugging Sensitivity
Batting average, slugging sensitivity, slugging percentage, position sizing
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batting and slugging
New Probability of Success Calculation (Improving Batting Average Analysis)
Portfolio Strategy
New Probability of Success Calculation (Improving Batting Average Analysis)
probability of success, batting average, probabilistic forecasts, breaching price targets
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Portfolio Strategy
Probability of Breaching Price Target (Part 2)
Alpha Theory, Alpha Theory blog, Cameron Hight, Harbor Spring Capital, Price Target, excel
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Probability of Breaching Price Target
Portfolio Strategy
Probability of Breaching Price Target
Alpha Theory, Alpha Theory blog, price target, probability, CenterBook Partners, forecast
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Ask Me Anything - Q&A Session with Mohnish Pabrai
Portfolio Strategy
Portfolio Optimization
Ask Me Anything - Q&A Session with Mohnish Pabrai
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Analytics
Portfolio Optimization
Portfolio Strategy
Workflow: The #1 Reason Funds Say “No” To Alpha Theory
Alpha Theory, Alpha Theory blog, portfolio optimization, price targets, Excel Connect
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Loss Aversion And The Impact Of Daily P&L
Behavioral Finance
Portfolio Optimization
Portfolio Strategy
Loss Aversion And The Impact Of Daily P&L
Alpha Theory, Alpha Theory blog, Cameron Hight, loss aversion, P&L, Prospect Theory
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The IKEA Effect: Don’t Overvalue Positions You’ve Built Yourself
Analytics
Portfolio Optimization
Portfolio Strategy
The IKEA Effect: Don’t Overvalue Positions You’ve Built Yourself
Alpha Theory, Alpha Theory blog, Cameron Hight, IKEA, explicit price targets, position sizing
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The Impact Of Large Trades: Helping CenterBook Partner Funds Profit From Transaction Cost Analysis
Analytics
Portfolio Strategy
Risk Management
The Impact Of Large Trades: Helping CenterBook Partner Funds Profit From Transaction Cost Analysis
Alpha Theory, Alpha Theory blog, Cameron Hight, CenterBook Partners, quantitative, qualitative, alpha horizon
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Analytics
Portfolio Strategy
Probability-weighted Return
What Does It Mean To Be A Good Stock Picker? Part 2
Alpha Theory, Alpha Theory blog, Cameron Hight, stock picker, slugging percentage, randomness equation
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What Does It Mean To Be A Good Stock Picker?
Analytics
Portfolio Strategy
Probability-weighted Return
What Does It Mean To Be A Good Stock Picker?
Alpha Theory, Alpha Theory blog, Cameron Hight, stock picker, batting average
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Analytics
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Alpha Theory, Alpha Theory blog, Cameron Hight, investment management professionals
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Portfolio Strategy
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Alpha Theory, Alpha Theory blog, Cameron Hight, portfolio optimization, Turtle Creek
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Analytics
March Madness Math 2.0
Alpha Theory, Alpha Theory blog, Cameron Hight, March Madness, win percentage, KenPom, probability
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Analytics
Portfolio Strategy
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Analytics
Portfolio Strategy
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Alpha Theory, Alpha theory blog, investor returns, All-Manager Alpha Theory dataset, tax-loss harvesting
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