THE RICH VISION DESK
Desk Instruments
The quantitative tools that govern our own risk, published without registration or payment. We hold the view that a desk unwilling to show its arithmetic is not a desk worth allocating to.
Position Sizing Calculator
Derive exact position size from account equity, risk tolerance and stop distance. Returns notional, units, leverage and the loss incurred at invalidation.
OPEN INSTRUMENTExpectancy Simulator
Model an equity curve across one hundred positions from strike rate, reward-to-risk ratio and risk per position. Reports expectancy in R, maximum drawdown and longest losing sequence.
OPEN INSTRUMENTAllocation Architect
Compute portfolio volatility from a full correlation matrix, parametric Value at Risk, and the share of total risk each holding genuinely contributes.
OPEN INSTRUMENTDrawdown Recovery Table
The arithmetic of impairment: the gain required to return to par from any level of loss, and the number of winning positions that recovery demands.
OPEN INSTRUMENTExecution Cost Analyser
Quantify the annual drag imposed by fees and slippage across trading cadences, and the edge a strategy must generate before it returns anything at all.
OPEN INSTRUMENTThese instruments are provided for education and risk modelling. Outputs are illustrative, depend entirely on the assumptions entered, and do not constitute financial advice or a projection of results.