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The Math Behind Never Over-Trading: Merton’s Optimal Portfolio in Forex (MT5 EA)

By Javier Santiago Gastón de Iriarte Cabrera · Published March 3, 2026 · 1 min read · Source: Trading Tag
TradingMarket Analysis
The Math Behind Never Over-Trading: Merton’s Optimal Portfolio in Forex (MT5 EA)

A complete walk-through of Belak, Mich & Seifried (2022) — from stochastic calculus to a live-testable Expert Advisor that trades only…

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