API Works Hub
Position Sizing Lab
A focused workshop on calculating position size from volatility, account risk, and stop distance so every trade fits a written risk budget.
Position Sizing Lab walks technical traders through the math and judgment behind every unit of risk. You will map account equity, volatility, and stop placement into a sizing formula you can apply before the open. Sessions include worked examples from liquid equity and FX markets, plus drills that force you to reject oversized setups. Graduates leave with a written sizing policy and a review checklist for the next twenty trades.
What you leave with
- Define maximum risk per trade and per day
- Size entries from ATR and stop distance
- Document a repeatable sizing worksheet