Secure Fractional Money Management by L. Zamansky, Ph.D., and D. Stendahl
ARTICLE SYNOPSIS ...Secure Fractional
Money Management
by Leo J. Zamansky, Ph.D., and David C. Stendahl
Here's how to find a new fractional value of capital to invest
in every trade to maximize returns subject to a constraint on
drawdown, using a variation of the optimal f money management
strategy.
Over the past four years, we have
developed and applied evaluation
software to trading systems
that use money management
techniques and have studied
the impact of these techniques
on trading systems. A
new money management strategy
called secure f is one of the
outcomes of that work, and
here, we will demonstrate ho...
AUTHOR: L. Zamansky, Ph.D., and D. StendahlDATE: JUL 1998SUBJECT: Money Management