June 14, 2015

011: Ralph Vince talks position sizing, the different applications of optimalf, trading horizon, diversification and his changing views over 25 years.

1 hour 3 minutes

Ralph Vince talks about position sizing, how to choose a position sizing model that suits you, optimalf, the curve and how it can be used for maximum growth and other applications. The risk of multiple strategies in a portfolio and how to manage it, dynamic position sizing, martingale strategies and how Ralphs views on money management has changed in the past 25 years.

Topics discussed

The single biggest factor in trading which is also probably the most overlooked
The most important factor when determine position sizing
How horizon impacts position sizing
How Optimalf is only one point on the curve and other critical points you also need to consider
Traversing the curve and how it applies to your trading criterion
How to manage a portfolio of multiple strategies
The risk of multiple strategies and how to manage it
Trading the equity curve
Dynamic position sizing
When Martingale strategies make sense
How Ralphs views on money-management have changed in the past 25 years

Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.

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June 14, 2015

011: Ralph Vince talks position sizing, the different applications of optimalf, trading horizon, diversification and his changing views over 25 years.

1 hour 3 minutes

Topics discussed

The single biggest factor in trading which is also probably the most overlooked
The most important factor when determine position sizing
How horizon impacts position sizing
How Optimalf is only one point on the curve and other critical points you also need to consider
Traversing the curve and how it applies to your trading criterion
How to manage a portfolio of multiple strategies
The risk of multiple strategies and how to manage it
Trading the equity curve
Dynamic position sizing
When Martingale strategies make sense
How Ralphs views on money-management have changed in the past 25 years