011: Ralph Vince talks position sizing, the different applications of optimalf, trading horizon, diversification and his changing views over 25 years.
Better System Trader
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Do Multiple Strategies Need to Be Managed Separately?
Ohabs: The whole story is in the shape of the stone surface, and how we move about or position ourselves on that surface to satisfy whatever criterion we're looking dissatisfied. It's a much broader application than just saying, i want to go and make the most on this money. Ar willing to lose it all and ena draw tha'll be damned. And if you can get past that, you got half of this lick. For an individual, it's very difficult for the individual to say, my criterion is this. And not easy.
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