Building Better Risk Management Through Position Sizing
We started teaching position sizing after watching too many capable traders lose money not because their analysis was wrong, but because they risked too much on single trades. That gap between technical skill and money management kept us up at night.
Started From Real Trading Floors
Back in 2019, we noticed something odd. Traders who could read charts brilliantly would blow accounts on position sizing mistakes. They'd nail the entry, nail the direction, but size the trade like they were gambling.
So we built a framework around Kelly Criterion and fixed fractional sizing — things that actually work when markets get choppy. The math isn't flashy, but it keeps accounts alive during drawdowns.
Our courses now serve traders across Southeast Asia, particularly in Thailand's growing retail trading community. We focus on practical risk calculations you can apply before your next trade, not theory that sounds good but falls apart under pressure.
What Drives Our Teaching Approach
These aren't corporate values we hung on a wall. They're lessons learned from real trades and real losses.
Math Over Gut Feel
Position sizing isn't about confidence or conviction. It's about calculating exact risk per trade based on your account size and volatility. We teach the formulas that professional desks actually use.
Account Preservation First
Your first job is staying in the game. We design sizing methods that assume you'll be wrong often, because everyone is. The goal is surviving those wrong calls with capital intact.
Practical Application
Every concept we teach comes with spreadsheet templates and calculation tools. You should be able to size your next trade correctly within hours of finishing a lesson, not weeks.
How We Structure Learning
1Risk Parameters Setup
We start with your actual numbers — account size, risk tolerance, typical holding periods. Then we calculate your maximum position size before you even look at a chart. Most traders do this backwards.
2Volatility Adjustments
High volatility instruments need smaller positions. Sounds obvious, but we show you how to quantify it using ATR and standard deviation. Your position size should flex with market conditions, not stay fixed.
3Portfolio Heat Management
Individual trade risk is one thing. Total portfolio risk when you're holding multiple positions is another. We teach correlation-adjusted sizing so your "diversified" trades don't all blow up together.
4Drawdown Recovery Math
After a 50% loss, you need a 100% gain just to break even. We drill this asymmetry until it's instinctive. Then we build sizing rules that prevent deep drawdowns in the first place.
Who's Teaching This Stuff
Our instructors come from prop trading backgrounds where position sizing mistakes cost actual money, not just pride. They've managed risk across equity, futures, and crypto markets during both bull runs and crashes.
Eero Aalto
Lead Risk InstructorEero spent eight years on prop desks in Singapore managing systematic strategies. He got tired of watching retail traders ignore position sizing while obsessing over entry signals.
His background is in quantitative risk management, but he teaches it in plain language with actual trade examples. Before joining us in 2021, he ran risk for a mid-sized futures fund that survived the 2020 volatility spike because their sizing protocols held firm.
He's based in Phuket now and designs all our calculation tools and course frameworks. His teaching style is blunt — he'd rather you understand risk mechanics than feel motivated.
Ready To Size Trades Properly?
Our next comprehensive position sizing program starts in October 2025. You'll learn the math, build your own risk calculator, and apply it to your actual trading strategy. No guarantees about profits, but you'll stop making amateur sizing mistakes.
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