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Philip,
three excellent books:
Fred Gehm, Quantitative Trading & Money Management
Nauzer J. Balsara, Money Management Strategies for Futures Traders
Ralph Vince, Portfolio Management Formulas
Good trading!
Michael
-----Original Message-----
From: Nixon(MLS) [mailto:mbjp57@xxxxxxxxxxxxxx]
Sent: Wednesday, March 22, 2000 14:58
To: Omega-List; code-list@xxxxxxxxxxxxx
Subject: Risk of ruin
How do I work out the probability or risk of ruin on any system?
What is the maths then of working put what my optimal trade size is? or if
this a too in-depth question, what should I be reading to research this?
regards and thanks
Philip (Mr 2%)
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