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In a message dated 2/3/00 11:42:04 AM Pacific Standard Time,
markbrown@xxxxxxxxxxxxx writes:
<< 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. >>
Dumb question: Do you increase or decrease the position size as the
volatility of the equity curve increases? I have seen it argued both ways.
Chuck
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