Portfolio Management Formulas Mathematical Trading Methods For The Futures Options And Stock Markets Author Ralph Vince Nov 1990

It offers a sobering look at the relationship between aggressive position sizing and the inevitable "equity swings" or drawdowns that follow.

: Vince explores "neglected" mathematical tools for diversification, showing not just which markets to trade but how to diversify based on the right quantities for each specific market. It offers a sobering look at the relationship

Have you ever calculated the Optimal F for your current strategy? If so, how far below it do you actually trade (half? a quarter?) It offers a sobering look at the relationship