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Sorry perhaps i made a mistake for the reference.
I like to know how is posible to calculate the Probability of Ruin matrix
tha apperas in the pages 169-170 of chuk LeBeau Book Technical traders
guideto Computers Analysis Of The futures market.
Thaks and apologize
-----Mensaje original-----
De: Josep Codina [mailto:jcodina@xxxxxxxxxxx]
Enviado el: lunes, 17 de junio de 2002 19:38
Para: omega-list@xxxxxxxxxx
Asunto: Probability of ruin
Hello List
Somebody can provide me the formula uese by Ralph Vince to calculate the
Probabilty of Ruin off one trading system?
TIA
Josep
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