AW: Performance evaluation question.

["VK" <volker@xxxxxxxxxxxxxx>]

Good idea. You should also take the percentage of available portfolio
capital, just as in real life. I recommend you reading the Futures Lab
articles of Active Trader magazine. I happen to write some of them and we
always use this most powerful position sizing method for it. BTW, we also
use a similar method for the stocks article.

Regards.

Volker Knapp
(www.wealth-lab.com)

 
-----Ursprüngliche Nachricht-----
Von: stephen@xxxxxxxxxxxxx [mailto:stephen@xxxxxxxxxxxxx] 
Gesendet: Wednesday, August 11, 2004 7:52 PM
An: omega-list@xxxxxxxxxx
Betreff: Performance evaluation question.

When analyzing a strategy, I would like to run tests
based on using a percentage of available capital,
instead of using a fixed $ amount, or fixed
number of shares.

Any direction of this topic would be much appreciated.

Stephen Whiteside