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Not to be a wise-aleck here, but it can be done with systems trading.....
and a discretionary example is Vic Niederhoffer who took a $30k account and
turned it into $1.2 million within 2 years.
> -----Original Message-----
> From: Macromnt@xxxxxxx [mailto:Macromnt@xxxxxxx]
> Sent: Wednesday, June 14, 2000 9:24 AM
> To: omega-list@xxxxxxxxxx
> Subject: Fwd: counterargument to c.lebeau's constant bet size under
> drawdown--effect o...
>
>
> In a message dated 06/13/2000 7:49:25 PM Eastern Daylight Time,
> prosys@xxxxxxxxxxxxxxxx writes:
>
> << it would be an interesting comparison to take a 40/50% win
> system that does
> 500% return annually and compare to a 60/70% win system that only does
> 300%......and apply optimal-f or fix-ratio styles of money management.
> >>
>
> I would love to see a 60/70% win system that "only" does 300%. In
> almost 30
> years it has consistently eluded me and for what I know most of the
> professional money managers .
>
> Jean Jacques
>
>
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