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