RE: [RT] Digest Number 1208

["M. Simms" <prosys@xxxxxxxxxxxxxxxx>]

Key issues here 
are:
1) what is the 
OPTIMAL # of systems that should be traded to MINIMIZE dd or MAXIMIZE sharpe 
?
2) what asset 
allocation model should be used to determine the exact amount of capital to be 
allocated to each system ?
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  <FONT face=Tahoma 
  size=2>-----Original Message-----From: profitok 
  [mailto:profitok@xxxxxxxxxxxxx]Sent: Wednesday, December 18, 2002 
  11:02 AMTo: realtraders@xxxxxxxxxxxxxxxSubject: Re: [RT] 
  Digest Number 1208
  I have started with aberration over 5  years 
  ago
  with   mid size  amount of  contracts 
  traded,  and still had large dd
  I still trade it but with  duel trust
  the combo DID decrease dd  by  15%  in  
  good year and 25%  in bad year
  then when adding a third mechanical system  ,, dd  
  is REALLY  manageable
   
  Ben<A 
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