OptimalF and Equity Curve Trading

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OptimalF and Equity Curve Trading #482879 04/12/21 07:57 04/12/21 07:57
Joined: Mar 2017 Posts: 15 edu OP Newbie
edu OP Newbie Joined: Mar 2017 Posts: 15	Hi there In the manual it is stated that Z1, Z2 and Z12 systems use an equity curve trading mechanism for reducing the expiration risk of single components, and also that OptimalF factors are used for distributing the capital among the components. Elsewhere it is also stated that if a component is unprofitable, OptimalF is 0.000 Why is it necessary to use both the equity curve trading mechanism and Optimal F allocation? Shouldn’t OptimalF allocation be enough and just assign 0 value to unprofitable components?

Entire Thread
Subject	Posted By	Posted
OptimalF and Equity Curve Trading	edu	04/12/21 07:57
Re: OptimalF and Equity Curve Trading	MatPed	04/12/21 10:37
Re: OptimalF and Equity Curve Trading	edu	04/13/21 10:28
Re: OptimalF and Equity Curve Trading	AdamWu	04/14/21 00:09
Re: OptimalF and Equity Curve Trading	edu	04/15/21 11:33
Re: OptimalF and Equity Curve Trading	AdamWu	04/19/21 00:19
Re: OptimalF and Equity Curve Trading	Martin_HH	01/22/24 09:34

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