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  • Search: subject:"Vince optimal f"
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Commodity trading advisor 1 Kelly criterion 1 Leverage 1 Managed futures hedge funds 1 Position size 1 Vince optimal f 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Lundström, Christian 1
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Institutionen för Nationalekonomi, Umeå Universitet 1
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Umeå Economic Studies 1
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RePEc 1
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Money management with optimal stopping of losses for maximizing the returns of futures trading
Lundström, Christian - Institutionen för Nationalekonomi, Umeå Universitet - 2014
By using money management, an investor may determine the optimal leverage factor to apply on each trade, for maximizing the profitability of investing. Research suggests that the stopping of losses may increase the profitability of a trading strategy when returns follow momentum. This paper...
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