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The Ultimate Position Sizing Guide - Part 3: Fundamental Optimization & Position Sizing Best Practices

May 5, 2025
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The Ultimate Position Sizing Guide - Part 3: Fundamental Optimization & Position Sizing Best Practices
Portfolio Optimization
Portfolio Strategy
The Ultimate Position Sizing Guide - Part 3: Fundamental Optimization & Position Sizing Best Practices
Fundamental Optimization, position sizing best practices, hedge fund portfolio management, Alpha Theory, investment process optimization, structured position sizing, risk-adjusted returns, Kelly Criterion, mean-variance optimization, data-driven investing, fund management strategies
May 5, 2025
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
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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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Risk Management
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Alpha, portfolio sizing, Data-driven investing, Portfolio management, Investment research, Investment process, CenterBook Partners, Partner Funds
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Portfolio Strategy
Portfolio Optimization
A Plan for Active to Beat Passive
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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Alpha Theory Stock Selection Index - Q1 Performance
Portfolio Strategy
Alpha Theory Stock Selection Index - Q1 Performance
Stock Selection Index, Sharpe ratio, stock picking
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Mauboussin: The Two Decision Aids that Fundamental Investors Should Use…But Often Don’t
Portfolio Strategy
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How Human Intuition Improves by Using Optimizers: Learnings from DE Shaw
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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Diversity Orthogonality Theory: The Key Ingredient to a Free Lunch
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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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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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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What Does It Mean To Be A Good Stock Picker? Part 2
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
8 Data Science Resources For Investment Management Professionals
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
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Alpha Theory, Alpha Theory blog, Cameron Hight, March Madness, win percentage, KenPom, probability
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Analytics
Portfolio Strategy
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Alpha Theory, Alpha Theory blog, Cameron Hight, All Manager dataset, price targets, position sizing
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