Professional Risk Management
You'll Master: Advanced position sizing models and correlation risk analysis
What is Professional Risk Management?
Protecting Capital Like a Pro:
Professional risk management goes beyond basic stop losses. It uses advanced models to control exposure, manage portfolio risk, and adapt to changing market correlations.
- Position Sizing Models: Calculate optimal trade size for each setup
- Correlation Risk: Manage exposure across related assets
- Portfolio Approach: View risk at the account level, not just per trade
Advanced Position Sizing Models
Precision in Every Trade:
Position sizing determines how much to risk on each trade. Advanced models like Kelly Criterion, fixed fractional, and volatility-based sizing help maximize growth while controlling drawdowns.
- Fixed Fractional: Risk a set % of equity per trade
- Volatility-Based: Adjust size based on market volatility (e.g., ATR)
- Kelly Criterion: Optimize size for long-term growth
Correlation Risk Analysis
Don't Double Your Risk:
Assets can move together. Correlation risk means losses can multiply if you’re exposed to similar trades. Analyze correlations to diversify and avoid concentration risk.
- Asset Correlations: Identify pairs that move together
- Diversification: Spread risk across uncorrelated assets
- Hidden Exposure: Watch for indirect correlations in your portfolio
Applying Professional Risk Management
Calculate risk per trade using advanced sizing models
Check correlations between open positions
Limit total portfolio risk to a safe threshold
Adjust exposure during high volatility or news events
Review and rebalance your portfolio regularly
Example: Managing Correlated Trades
Scenario:
If you’re long EUR/USD and GBP/USD, both may react similarly to USD news. Adjust your position sizes or diversify to avoid doubling your risk.
Key Risk Management Rules
Stay in the Game:
Follow strict rules to protect your capital and survive market swings.
- Max Risk per Trade: Usually 1-2% of account equity
- Max Open Risk: Limit total risk across all trades
- Correlation Cap: Avoid overexposure to correlated assets
- Dynamic Sizing: Adjust for volatility and news