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Math question on how to do risk management

Posted: Tue Mar 16, 2010 9:51 am
by oem7110
If I am running 10 systems, and each has 51% winning ratio, then I would like to maximize the profit and minimize the lost by managing the credit on each trade.
Let assume the initial equity is $10000 for each system, the total initial equity is $100000 for 10 systems.
Does anyone have any suggestions on how to do this risk management?
Thanks in advance for any suggestions
Eric

Posted: Tue Mar 16, 2010 10:14 am
by sluggo
I suggest: simulation. It would be a good way to familiarize yourself with the possibilities.

Posted: Tue Mar 16, 2010 10:34 am
by oem7110
sluggo wrote:Simulation would be a good way to familiarize yourself with the possibilities.
Simulation is just curve-fit data to find the best solution at this moment, but those curve-fit setting might change in different time period.

Is there any static approach about geometric growth in Math's world to control this risk management?
Thanks everyone very much for any suggestions
Eric