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HARRY PLOSS wrote:
>
> I have read Ralph Vince's books and am familiar with Optimal F.
>
> How does secure F differ?
>
I just went to a mini-seminar by Rina Systems on Sat. As i understand
it, secure f is the highest f that does not violate the constraint:
Drawdown < Drawdown(max)
where DD max is the max acceptable drawdown, which you input.
I suggested to them that they might want to also find the f that gives
you the highest TWR/dd (i.e., profits/drawdown); this would take dd
into account but not require an arbitrary input.
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