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Has anyone on the list successfully implemented the Parabolic
Interpolation method found in Ralph Vince's Portfolio Management
Formulas (pp. 117 - 122) for calculating Optimal F? He provides some
example output which I can not match. I am wondering if I have an error
in my code or if there was a Typo in the book.
If anyone has been able to successfully implement this method, I would
greatly appreciate some feedback on your experiences.
Thanks in advance for your help.
I look forward to hearing back from you.
Best regards,
Andrew
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