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- rvince replied Oct 13, 2015
But it may be to your advantage NOT to over-think it mathematically, because what we need are very robust tools for the immediate future. to me, this means simplified heuristics.
- rvince replied Oct 13, 2015
Copernicus, You want robustness in your position sizing with respect to future market conditions. can we stipulate that this is paramount? That being the case (and we are only discussing the simple case of trading one component at a time here), our ...
- rvince replied Oct 13, 2015
Hit rate far more important as it tells you far more in terms of money management. That is, hit rate, p, or expected hit rate in the future, p', can be used for a "best guess" estimate of the asymptotic peak of the expected growth curve as p'/2. ...
- Posts by Member Search: 'rvince'