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Re: Geometric Capital Growth / Optimal-f



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Craig:

>Is there a methodology that shows an optimal or best way to simply
>allow the geometric growth of capital (re-investing profits) to reach a
>certain size and then withdraw a specified amount of capital to reduce
>it to a "minimum size", and do this over and over again every time
>the capital reaches its "maximum size"?

Once you find an optimal fraction of equity to trade, the equity growth
rate is independent of the equity size.  Therefore you can take money
out whenever you want, and your optimal f practice should grow it back
just as fast.


-- 
  ,|___    Alex Matulich -- alex@xxxxxxxxxxxxxx
 // +__>   Director of Research and Development
 //  \ 
 // __)    Unicorn Research Corporation -- http://unicorn.us.com