Fixing The Flaws In Fixed-Fractional Position Sizing by Christian B. Smart, PhD
ARTICLE SYNOPSIS...Fixing The Flaws In Fixed-Fractional Position Sizing by Christian B. Smart, PhD
Fixed-fractional position sizing is a time-tested method for
money management, but in the long run, it will never achieve
system expectancy. Here's how you can fix this flaw
AUTHOR: Christian B. Smart, PhDDATE: AUG 2007