「あまり損をするな」以上のポジションサイジングの理解

Ah, the ever-elusive quest to quantify risk. It's almost as if the market enjoys a good chuckle at our carefully calculated position sizes, only to then introduce an unforeseen gap or an overnight news bomb. Still, it's better than blindly throwing darts, I suppose.

Exactly, it's about defining that 1% or 2% risk per trade and reverse-engineering the position size from there. Too many people just buy an arbitrary number of shares.