Articles by Stanislaus Maier-Paape

• Original research

Risk averse fractional trading using the current drawdown

In this paper, the fractional trading ansatz of money management, also called growth optimal trading, is reconsidered. Special attention is paid to the chance and risk parts of the goal function for the related optimization problem.

• 26 Jun 2018

• Original research

Correctness of backtest engines

In this paper, the authors provide tools to test the correctness of backtest engines for setups with at most one entry and one exit.

• 20 Jun 2017