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  1. 1. Money Management Principles for Mechanical Traders

    Master-uppsats, KTH/Matematisk statistik

    Författare :Shlok Datye; [2012]
    Nyckelord :;

    Sammanfattning : In his five books during 1990-2009, starting with Portfolio Management Formulas, Ralph Vince made accessible to mechanical traders with limited background in mathematics various important concepts in the field of money management. During this process, he coined and popularized the terms “optimal f" and “leverage space trading model. LÄS MER