4. The Carver Risk Management Framework: Position Sizing and Volatility Targeting
The number of contracts to hold for each instrument at any given time is determined by: advanced futures trading strategies robert carver pdf
If a market's volatility doubles, the system automatically halves the position size. This ensures that every asset in the portfolio contributes an equal amount of risk, preventing highly volatile instruments (like Natural Gas) from overwhelming lower-volatility instruments (like Eurodollars). The Instrument Weights Matrix advanced futures trading strategies robert carver pdf
Carver also runs a blog at and has a website at www.systematicmoney.org , which contains additional information about his books and trading philosophy. advanced futures trading strategies robert carver pdf