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In a message dated 6/9/00 9:37:59 AM Pacific Daylight Time, fritz@xxxxxxxx
writes:
<< But the killer is still the single-trade loss scenario. >>
I agree. Prudence dictates that we must always assume that our biggest loss
(and biggest winner) are yet to be seen. However, if we decide to trade at
less than optimal f, then it is no longer the "optimal" bet size and maybe we
should be using some other formula.
Chuck LeBeau
traderclub.com
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