148 THE HANDBOOK OF PORTFOLIO MATHEMATICS
FIGURE 4.8 Equity curve for 21 trades on a constant contract basis
FIGURE 4.9 Equity curve for 21 trades withf=.30, or 1 contract for every 10
units in the stake
brent
(Brent)
#1
FIGURE 4.8 Equity curve for 21 trades on a constant contract basis
FIGURE 4.9 Equity curve for 21 trades withf=.30, or 1 contract for every 10
units in the stake