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I would say so--seems to me that the percentage of capital in any
group should be adjusted to maintain a constant risk of ruin.
Josh
----- Original Message -----
From: Peter W. Aan <paan@xxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, May 09, 1999 9:11 AM
Subject: Money Management
> Request for comments and opinions:
>
> There is one aspect of money management (determining # of contracts
to
> trade) that seems to be rarely, if ever, discussed. Let's say that
you
> have a system that you wish to employ on a diversified group of
market
> (10-15+). You've done your testing, and naturally you find that the
system
> works significantly better on some markets than others.
>
> Do you adjust your money management formula to trade "good" markets
more
> heavily that the "mediocre" ones?
>
> Peter W. Aan, CTA
>
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