Ralph Vinces new Leverage Space Model?

Discussions about Money Management and Risk Control.
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acm
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Ralph Vinces new Leverage Space Model?

Post by acm »

Has anyone tried to implement Vinces new model?
Roscoe
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Post by Roscoe »

I am working on it at the moment. Could take a while though, don't wait up.
LeviF
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Post by LeviF »

Anyone else read this book or played around with the ideas?
babelproofreader
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Post by babelproofreader »

Roscoe said
I am working on it at the moment. Could take a while though, don't wait up.
Collaborate with these people?
http://r-forge.r-project.org/projects/lspm/
Roscoe
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Post by Roscoe »

babelproofreader wrote:Collaborate with these people?
http://r-forge.r-project.org/projects/lspm/
Indeed I am, and have been for some time in fact.
White Cube
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Post by White Cube »

Hi Roscoe
Did you manage to implement Vince leverage space model ?
Roscoe
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Post by Roscoe »

White Cube wrote:Hi Roscoe
Did you manage to implement Vince leverage space model ?
Yes I did. Worth the effort IMO.
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