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I was scanning some old Omega archives and saw some brief discussion on
Ralph Vince's "Optimal f" vs. Rumery & Lehman's "fixed ratio" technique
for scaling position size. I found some info on Vince's technique but I
was unable to find anything outlining the specific technique/calculation
used by Rumery. Would anyone be willing to share the specifics of this
technique? Thanks in advance.
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