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RalphVince

Optimal f and
The Leverage Space Model

Sun Certified Java
Programmer

Two-day professional course in Risk-Opportunity Analysis, Tampa, 13 & 14 November, limited availability.

And in Tokyo 23 and 24 October.

The Leverage Space Portfolio Model. (Obtain the software here).
Learn how to construct your scenarios and joint probabilities for it with this Excel spreadsheet of instructions.
Familiar with the R platform? Soren Macbeth (StockTwits) and Joshua Ulrich are porting it to a blazingly fast, industrial-strength R package.

The Handbook of Portfolio Mathematics errata sheet.
The Leverage Space Model errata sheet.

Related:
Vince, Ralph. Optimising for the Highest Probability of Profit at Some Future Point in Time: A Prospect Theory Implementation for Portfolio Managers. Journal of the International Federation of Technical Analysts. 2009.
Shcherbakova, Natalia Yu. The Integrated ERM Problem from the Classical Cybernetic Point of View. Journal of the Society of Actuaries. 2008.
Anderson, John. Discussion Papers in Economics, Finance and International Competitiveness. Queensland University of Technology Discussion Paper No. 133, January 2003.
________ and ROBERT W. FAFF. Maximizing futures returns using fixed fraction asset allocation. Applied Financial Economics. 2004, 14, 1067–1073.

Barrons Market Lab Excel Spreadsheet. Typically updated sometime every Saturday through Monday.

For those who have attended the 2 day course, the Leverage Space Trading Group.