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Hi Mark,
Can I assume you would REDUCE the size when the equity curve gets volatile,
and not the other way around?
Also wondering if you would treat Upward volatility in the eq curve
differently than Downward.
a thousand questions,
phil
----- Original Message -----
From: Mark Brown <markbrown@xxxxxxxxxxxxx>
To: Omega-List <omega-list@xxxxxxxxxx>
Sent: Thursday, February 03, 2000 11:40 AM
Subject: Re[3]: Rocket Science
> Hello ,
>
> follow up
>
> using a variation of the common fixed fraction i call it Variable
> Fraction Ratio or "VFR" for short money management. it involves
> taking a volatility reading of the equity curve itself and then using
> that as the multiplier to increase position size and or decrease
> position size.
>
> good money management - hypothetically make over half a million in 50
> days.
>
>
> http://204.96.20.202/private/pro/cir02.htm
>
> username = temp
>
> password = temp
>
>
>
>
>
> --
> Best regards,
> Mark Brown mailto:markbrown@xxxxxxxxxxxxx
>
>
>
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