About the author RALPH VINCE is a computer trading systems consultant who develops computerized futures, options, and stock markets trading strategies for traders, advisors, and software vendors. He is the author of the widely hailed Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets (Wiley).
The Empirical Techniques.
Characteristics of Fixed Fractional Trading and Salutary Techniques.
Parametric Optimal f on the Normal Distribution.
Parametric Techniques on Other Distributions.
Introduction to Multiple Simultaneous Positions Under the Parametric Approach.
Correlative Relationships and the Derivation of the Efficient Frontier.
The Geometry of Portfolios.
Bibliography and Suggested Reading.