Hi Quantopians,
Here's the second bare-bones strategy example, this time about ex-ante volatility targeting. In a way it's a simple version of this and demonstrates the immediate benefits of volatility scaling in both rough and calm waters - which is why it's frequently used for position sizing in more complex trading strategies.
We're also rolling out the public beta for in-wiki voting on quantapolis.com. It's pretty wild - you can check it out on the "Algorithms" page. (You'll need to create an account for now until we figure out an efficient way to combat bot spamming)
The previous bare-bones example in the series can be found here:
Value Example (long-short)