Hi Lionel,
With “this book”, I suppose you mean this one: http://www.amazon.com/Trading-Systems-Optimisation-Portfolio-Construction/dp/1905641796/ref=sr_1_1?ie=UTF8 <http://www.amazon.com/Trading-Systems-Optimisation-Portfolio-Construction/dp/1905641796/ref=sr_1_1?ie=UTF8&s=books&qid=1280174971&sr=8-1> &s=books&qid=1280174971&sr=8-1 I was talking to Mike and he said that Tharp uses MC for position sizing in his book “the definitive guide to position sizing”. That’s why Mr. Tharp “entered the discussion”. I just wanted to add a critical review on his new book “supertrader”. So, I guess I don’t understand your question. The books cannot really be compared. Matthias From: [email protected] [mailto:[email protected]] On Behalf Of Lionel Issen Sent: Donnerstag, 29. Juli 2010 03:29 To: [email protected] Subject: RE: [amibroker] Trading Systems, Position Sizing and Monte Carlo Analysis Thanks. How does this book compare with Van Tharp’s book? http://www.amazon.com/Trading-Systems-Optimisation-Portfolio-Construction/dp/1905641796/ref=sr_1_1?ie=UTF8 <http://www.amazon.com/Trading-Systems-Optimisation-Portfolio-Construction/dp/1905641796/ref=sr_1_1?ie=UTF8&s=books&qid=1280174971&sr=8-1> &s=books&qid=1280174971&sr=8-1
