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I highly recommend "The Trading Game" by Ryan Jones. He gives some pros and
cons of Optimal F and Fixed Fractional money management in general and then
describes another approach which, to me, is more appealing.
Paul
----- Original Message -----
From: "Ross S Bond" <ross.bond@xxxxxxxxxxxxx>
To: "OmegaList" <omega-list@xxxxxxxxxx>
Sent: Friday, November 16, 2001 8:14 PM
Subject: Money Management
> Hello OmegaList,
>
> I'm working my way thru Ralph Vince's book *Mathematics of Money
> Management* as my first look at this component of trading system
> development.
>
> Would appreciate any observations as to the usefulness (in real
> world terms) of this book, and any suggestions for further reading.
>
> TIA.
>
> --
> Best regards,
> Ross mail to: ross.bond@xxxxxxxxxxxxx
>
>
>
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