Search found 5 matches
- Sat Apr 24, 2010 2:32 pm
- Forum: Money Management
- Topic: Algorithms for trading the equity curve
- Replies: 31
- Views: 36097
- Sat Apr 24, 2010 2:34 am
- Forum: Money Management
- Topic: Algorithms for trading the equity curve
- Replies: 31
- Views: 36097
- Tue Apr 13, 2010 2:32 am
- Forum: Money Management
- Topic: More questions about Ralph Vince's Optimal f
- Replies: 11
- Views: 11809
Kianti wrote: That's what I did in the f.jpg.
Kianti,
Referring to your f.jpg, What is the relationship between your Opt F of 23% and your "Bet Ratio" of 7.67%
Referring to your f.jpg, What is the relationship between your Opt F of 23% and your "Bet Ratio" of 7.67%
- Mon Apr 12, 2010 3:43 pm
- Forum: Money Management
- Topic: More questions about Ralph Vince's Optimal f
- Replies: 11
- Views: 11809
Yes, Sluggo I agree that stepped parameter runs are the quick way to find the optimal risk fraction. What I want to know is why this number doesn't correspond to an F derived mathematically from the same trade log per Vince's procedure. My guess is that I'm missing something in my understanding of O...
- Mon Apr 12, 2010 1:43 pm
- Forum: Money Management
- Topic: More questions about Ralph Vince's Optimal f
- Replies: 11
- Views: 11809
Looking for more clarity on Optimal F: Per my reading of Vince, I believe that Opt F is defined and calculated as in the quote above but the same resulting number is also then used in trading as the fraction of equity to bet. Any comments from those who have used it? Also is the thought that T-Blox ...