Education
8 min
Risk management in leveraged trading: 7 golden rules
An applicable risk framework through position sizing, stop-loss placement and psychological barriers.
AK
Ayşe Korkmaz
May 5, 2026
In-depth content from professional traders, economists and our engineers.
We analyze in detail the historical data of the past three halving cycles and the impact of institutional flows after 2024. The picture emerging from the structural break created by spot ETFs, macroeconomic conditions and on-chain indicators.
An applicable risk framework through position sizing, stop-loss placement and psychological barriers.
Our lock-free data structures, NUMA-aware memory management and eventual consistency choices.
We examine when funding rates in perpetual contracts are a trend signal versus a contra indicator.
Comparison of TVL, users and fee structure across Arbitrum, Optimism, Base and zkSync ecosystems.
Wallet, key management, KYC and security basics for beginners.
We discussed the Verge, Purge and Splurge phases and an L2-centric future.
A guide to bid-ask distribution, spoofing patterns and detecting hidden liquidity queues.
Statistical relationship between USDT and USDC exchange inflows/outflows and short-term price movements.
Technical anatomy of our multi-sig, HSM and geographic distribution architecture.
Current state and roadmap of real estate, treasury bond and private credit tokenization.
A practical look at transaction history, gain declaration and exemptions under the new regulation.
Pros and cons of two algorithmic order types for spreading large orders to market.