→ use matura paper to explain the position sizing formula

→ use matura paper to explain diversification across timeframes

position sizing and avoiding false diversification

→ present the

• optimally combine long and short investments in different asset classes
• position sizing formula
• antifragile
• have uncorrelated bets/diversify across uncorrelated assets/strategies etc.
• Lindy Effect
• stop losses
• using ergodicity in trading
• Opposite of survivorship bias

introduce the idea of Black Swans ⇒ randomness is no excuse (prepare for black swan events, think about these scenarios!)