2% Rule- 永远都是用总账户的大约2%的资金参加到交易中。如果账户资金增长，则多投资，反之则少投资。
- 拉里. 威廉姆斯公式中的风险百分比根据个人经验决定,但是个人经验有好有坏.实际操作中不稳定.
- 拉夫.威斯研究表明,存在一种客观的方法确定这个风险百分比. f 是我们需要的资金投入百分比. TWR=(HPR1* HPR2* HPR3*….* HPRi). TWR 最大的时候的 f 值.就是我们需要找的资金投入百分比.
- 拉夫通过实验证明,当交易次数足够多时,存在一个合适的 f 值,当 f 的微小偏差都会对最终收益产生影响.如果有一个正收益的操作模型,不去找他的最优 f 值,反而去寻找其他的办法.将陷入困境中. 找出这个 f 值,只有通过计算机执行。
Ralph Vince The Optimal F system of money management was devised by Ralph Vince, and he’s written several books about this and other money management issues. The idea is that you determine the ideal fraction of your money to allocate per trade based on past performance. F is a factor based on the basis of historical data, and the risk is the biggest percentage loss that you experienced in the past. 决定建仓N仓位：
risk是历史数据，F是根据历史数据子集选择的一个factor， 例如 N = f * Equity/| Trade Risk | - N is the number of contracts, f is the fixed fraction (a number between 0 and 1),
- Equity is the current value of account equity (i.e., the value of account equity just prior to the trade for which you’re calculating N) ——Total Asset
- Trade Risk is the risk of the trade per contract for which the number of contracts is being computed. The vertical bars (|) mean that we take the absolute value of the trade risk (risk is usually given as a negative number, so we make it positive).——Max Drawdown
- f 自己选择的比例，通常是5%比如
最优分数问题- Ralf说明，存在一个最优的分数。但是最优固定分数是很难预测的，根据历史数据也只能努力做预测。
- 安全分数：固定分数法的变形，
F的数值在鲍尔绍拉教授的《期货交易者资金管理策略》中使用Kelly公式来定义F 计算得到f = 0.025， 即每笔交易的最优百分比风险是2.5%。 比之f的数值，破产风险表计算的结果更加稳健一些。
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