Podcast appearances and mentions of ralph vince

"The Mathematics of Money Management: Risk Analysis Techniques for Traders" by Ralph Vince is an indispensable guide for traders seeking to improve their financial decision-making processes. With a treasure trove of mathematical models and risk analysis techniques, the book equips readers with the tools to manage their capital effectively, optimize returns, and minimize risk. Vince demystifies complex concepts such as volatility estimation, optimal f, and portfolio reallocation, providing practical strategies that readers can apply to their own trading. From understanding dependencies and correlations in portfolio management to evaluating the effectiveness of trading systems, Vince empowers traders to navigate the financial markets with increased confidence and precision.

In this episode of Truth About FX, Walter digs into finding the right strategy based on your account size and maximizing your profits. He unravels Ralph Vince’s principle and the best way to use this depending on your rules and goals. And, what is this critical piece that every trader should keep in mind when... The post EP138: How to Trade Optimal F appeared first on Truth About Forex Trading Podcast.

- Ein Beispiel einer konkreten Moneymanagement-Strategie - Welche Nachteile hat diese Strategie? - Mit welcher Strategie lassen sich diese Nachteile beheben? - Welche Moneymanagement-Strategie empfehlen wir? - Innerhalb welcher Bandbreite bewegt sich typischerweise das Risiko pro Trade? - Mit welchem Tool bestimmst Du Dein für Dich optimales Risiko pro Trade? - Die neue Version des Trading Optimizers mit integrierter Monte Carlo Simulation – kostenlos zum Downloaden - Welche 2. Ebene gibt es in Bezug auf Moneymanagement? - Welche 2 grundsätzlichen Strategien gibt es auf dieser Ebene? - Ein uraltes Beispiel in dem Zusammenhang: Die Verdoppelung des Einsatzes beim Roulette - Welcher Irrglaube liegt dieser Strategie zu Grunde? - Warum ist es beim Traden „noch schlimmer“? - Welche Strategie nutzt Gerald’s Pokerspieler aus Folge 11? - Was konkret haben 38 von 40 Akademikern in Ralph Vince’s Experiment aus Folge 11 falsch gemacht? - Warum kann Dir das mit der von uns empfohlenen Moneymanagement-Strategie nicht passieren? - Worauf solltest Du in Bezug auf Dein Gesamtrisiko achten? - Welches Fazit ziehen wir aus Folge 13? - Pick der Woche: o Das (nicht überraschende) Ergebnis einer Studie zur Performance der Wertpapierdepots von 40.000 Anlegern im Zeitraum von 2005 bis 2015

- Eine hypothetische Umfrage: Für welche der folgenden 4 Aspekte von Trading und Investieren interessieren sich die Hörer am meisten: 1. Einstiegssignal 2. Ausstieg 3. Moneymanagement 4. Tradingpsychologie - Wie lautet die richtige Reihenfolge in Bezug auf die Bedeutung für Dein Trading? - Ein aufschlussreicher Versuch von Ralph Vince zum Thema Moneymanagement mit 40 Akademikern - Warum scheiterten 95% von ihnen? - Welche 2 Erkenntnisse gewinnen wir aus diesem Versuch? - Ein reales Beispiel eines professionellen Pokerspielers - Was genau verstehen wir unter Moneymanagement? - 2 wichtige Begriffe in dem Zusammenhang: Positionsgröße und Risiko - Wie hängen sie zusammen? - Welche 2 Risiken gilt es zu beachten? - Welche 3 Ziele haben wir als Trader und Investoren? - Warum konzentrieren sich Anfänger und oft auch Fortgeschrittene auf das falsche Ziel? - Ein Exkurs in die Psychologie - Ein reales Beispiel für das verhängnisvolle Zusammenwirken von Psychologie und Moneymanagement - Welche wichtige Asymmetrie beim Handel an der Börse solltest Du kennen? - Wie wirkt diese Asymmetrie? - Was sind die Konsequenzen daraus für Dein Trading? - Was ist die richtige Reihenfolge für die 3 Ziele beim Traden und Investieren? - Welches Fazit ziehen wir aus Folge 11? - Pick der Woche: o Die Entwicklung internationaler Aktienindices seit dem Beginn der Finanzkrise

As you evolve in your journey of stock market investments, you soon realize that stock selection alone doesn’t really take you anywhere. Money management is perhaps the most important aspect of this game which cannot be ignored. If you search the web for money management and risk management, your search most likely would throw out 2 names, Ralph Vince and Van Tharp. In today’s episode we share with you a fascinating conversation I had with Ralph Vince. Ralph Vince is a trading systems expert and has programmed successful trading systems for fund managers and Sovereign wealth funds. Ralph is an authority on the subject of position sizing and his statistical techniques and Optimal F are the industry standards. Please listen in. His home page: http://www.ralphvince.com Books he has written: http://www.amazon.in/RalphVince/e/B001IODO5U

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

"If you really believe in what you’re doing - you should not be de-levering in a drawdown." - Kim Bang (Tweet) In our second part of this conversation, we dive into the details of the program that Kim runs. We discuss why it's important to stick with your models, even in times of severe drawdowns, and how Kim views risk. He also talks about the books and people that have inspired him in his career. Thanks for listening and please welcome back Kim Bang. Subscribe on: In This Episode, You'll Learn: The details behind the program Kim runs. "I think there’s a direct correlation between the simpler a model is, the more robust it is." - Kim Bang (Tweet) What he feels about larger drawdowns. "If you believe in your models, never ever deviate from them." - Kim Bang (Tweet) What kind of indicators goes into the models that he uses. "We are probably out of the markets about a third of the time." - Kim Bang (Tweet) Why he uses a non-cyclical approach to creating trading models. How he looks at volatility. What kind of mean reversion strategies he uses. How he responded to the Swiss Franc move. "In general - these are the kinds of events that we live for." - Kim Bang (Tweet) How Kim quantifies risk. How do you prepare for a drawdown when you haven’t gone through a significant one? How his firm comes up with new ideas and goes about doing research. The positives and challenges with working as a father and son team in the same firm. How he knows when a model has stopped working. What he is doing to launch his first fund. "We have an inverse problem, where it’s costing us to keep money in cash." - Kim Bang (Tweet) What questions investors should be asking in due diligence conversations with him. "Most of the conversations we’ve had so far are with these early adopters, and they are very savvy." - Kim Bang (Tweet) What books have impacted Kim’s career. How he sees the firm in the future. Resources & Links Mentioned in this Episode: Books that have influenced Kim include Market Wizards, The Quants, and books by Ralph Vince. Learn more about people who have inspired Kim, including Roy Niederhoffer, Welles Wilder, and John Henry. This episode was sponsored by Swiss Financial Services: Connect with Prolific Capital Markets: E-Mail Prolific Capital Markets : kbang@prolific-capital.com Follow Kim Bang on Linkedin "If you want to be in this space at the cutting edge and you want to compete, you have to be somewhat original. Not completely from scratch, but somewhat original in the way you extract earnings." - Kim Bang (Tweet)

Michael Covel speaks with Ralph Vince. If you've done your homework on trading systems, specifically about optimal bet sizes, you have run across Vince's work before. Vince is self-taught and has crafted some extremely detailed, comprehensive looks at optimal betting strategy for traders over the last 20-plus years. Covel discusses whether coming up outside of the typical educational institutions affected Vince's outlook - and how learning outside of institutions can work better for some than others. Covel and Vince also discuss optimal bet sizes; whether Ed Thorp's work and the Kelly criteria had any effect on Vince's work; the importance of knowing the optimal spot depending on your criteria; why maximizing profits can result in a large drawdown - and why you should be happy about that; if diversification really does give you a free lunch; and the importance of learning the wrong approach. Special Offer: receive free DVD delivered to your home or office: www.trendfollowing.com/win.

My guest today is Ralph Vince. Vince is by profession a computer programmer writing analytical programs for funds, large traders and professional gamblers. He is the author of five books on investing in his field of expertise, portfolio management and portfolio/trade optimization. The topic is trading. In this episode of Trend Following Radio we discuss: Optimal bet sizes Whether Ed Thorp's work and the Kelly criteria had any effect on Vince's work The importance of knowing the optimal spot depending on your criteria Why maximizing profits can result in a large drawdown - and why you should be happy about that If diversification really does give you a free lunch The importance of learning the wrong approach Jump in! --- I'm MICHAEL COVEL, the host of TREND FOLLOWING RADIO, and I'm proud to have delivered 10+ million podcast listens since 2012. Investments, economics, psychology, politics, decision-making, human behavior, entrepreneurship and trend following are all passionately explored and debated on my show. To start? I'd like to give you a great piece of advice you can use in your life and trading journey… cut your losses! You will find much more about that philosophy here: https://www.trendfollowing.com/trend/ You can watch a free video here: https://www.trendfollowing.com/video/ Can't get enough of this episode? You can choose from my thousand plus episodes here: https://www.trendfollowing.com/podcast My social media platforms: Twitter: @covel Facebook: @trendfollowing LinkedIn: @covel Instagram: @mikecovel Hope you enjoy my never-ending podcast conversation!