Portfolio Management Formulas Mathematical Trading Methods For The Futures Options And Stock Markets Author Ralph Vince Nov 1990 May 2026

For 35 years, traders have debated the feasibility of this book.

The Pros:

The Cons:

Vince addresses the last point by introducing "Secure f" – a lower, more conservative fraction that reduces drawdown by 90% while only sacrificing 20% of the growth. For 35 years, traders have debated the feasibility


[ \textG(f) = \left[ \prod_i=1^n \left(1 + f \times \fracT_iW\right) \right]^1/n ]

Where:
( T_i ) = profit/loss of trade ( i ) (signed)
( W ) = worst-case loss in the series (as a positive number)
( f ) = fraction of capital allocated
( G(f) ) = geometric mean.


[ f = \fracBP - QB ] (Where B = odds received, P = probability of win, Q = probability of loss) The Cons:

Vince was ruthless about the industry:

"Most 'money management' advice is folklore dressed in suspenders and a cheap cigar. It is not mathematical; it is superstitious."

He pointed out three fatal mistakes:

| Kelly (original) | Ralph Vince’s Optimal f | | --- | --- | | Requires known probabilities & payoffs | Uses historical trade stream | | Assumes Bernoulli trials | Accepts any distribution | | Optimizes growth rate | Maximizes geometric mean | | Kelly fraction = ( (bp - q)/b ) | f from iterative search over trades | | W = loss if bet lost | W = worst loss in sample |

Vince’s method is empirical Kelly for trading.