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

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.