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"There is somewhat of a science to position sizing. Van Tharp's website has some information:
http://www.iitm.com/
http://www.iitm.com/weekly_update_backissues.htm
http://www.iitm.com/Weekly_update/Weekly_386_Aug_20_2008.htm...

Mike Klein http://boards.fool.com/Profile.asp?uid=36787807 is a very smart mathematician. For his momentum style of investing he allocates about 10%, which I have found to be more profitable. But when the momentum stops, it's necessary to sell at least half. An allocation of 5% is the wise Fool way and the right way for most investors who don't trade."



Thought I would bring this discussion over to this board. Although Dr. Tharp is probably the most experienced with position sizing, Mike Klein has a few websites that might include something on it:

http://invest.kleinnet.com/
http://www.napaliresearch.com/home.html

Here's a website that I came across recently that provides some free information:

http://www.stator-afm.com/downloads.html#CALC
http://www.stator-afm.com/support-files/article_positionsizi...

best, sm
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