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Tom Basso - Money Management - Percent/Fractional RISK & Percent/Fractional Volatility


  • To: omega-list@xxxxxxxxxx
  • Subject: Tom Basso - Money Management - Percent/Fractional RISK & Percent/Fractional Volatility
  • From: tszz@xxxxxxxxx
  • Date: Mon, 9 Oct 2000 15:44:34 -0700

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Can someone describe those 2 money management strategies ?

I know they have been described in detail by trader Tom Basso in the
Chicago Mercantile Exchange publication "How to become a CTA", the
problem is I don't have this publication.

I also need to understand what is the "Average True Range Multiple"
and why it is used to determine the "distance to the stop" in the 1st
strategy (Percent/Fractional RISK).

Why is the ATR lookback useful in those 2 strategies ?

Thanks for your time,

Denis