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 » Tue Jun 23, 2009 3:19 pm

Has anyone tried to implement Vinces new model?

Roscoe
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Post by Roscoe » Tue Jun 23, 2009 7:16 pm

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 » Thu Aug 06, 2009 11:57 am

Anyone else read this book or played around with the ideas?

babelproofreader
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Post by babelproofreader » Tue May 11, 2010 4:20 pm

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 » Wed May 12, 2010 7:42 pm

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.

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Post by White Cube » Sun Sep 12, 2010 9:16 pm

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

Roscoe
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Post by Roscoe » Sun Sep 12, 2010 9:32 pm

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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