Why was Ellen White so passionate about keeping the seventh day of the week holy?

Does God consider one day of the week more special than the others? How are we to remember the Lord's Day? Some readers of Ellen White find it difficult to understand why Ellen White viewed the keeping of the seventh day as an issue of loyalty to God. Could it be that she was confused about the origin of the day of worship? Is it true that the solemnity of the seventh day has been transfered to the first day of the week?

The Seventh Day video series answers these questions and much more—and it may now be watched online, using the links below. Click the "More info..." links below for a more detailed description of each part. Start viewing part 1 now by clicking on the Watch Video link below.

And Stock Markets Author Ralph Vince Nov 1990 — Portfolio Management Formulas Mathematical Trading Methods For The Futures Options

[ f = \frac(\textBW \times \textP) - (1-P)\textBW ]

Most trading systems focus on maximizing probability of profit or risk/reward . Vince focuses on maximizing the geometric growth rate of capital. 2. Core Concept: Optimal f (Optimal Fixed Fraction) This is the book’s most famous contribution. Optimal f is the fraction of account equity to risk on a single trade to maximize long-term geometric growth. The Formula (for a single trade scenario): You find the optimal f by maximizing the Geometric Mean (G) : [ f = \frac(\textBW \times \textP) - (1-P)\textBW

[ \textHPR_i = 1 + f \times \left( \frac-\textTrade_i\textWorst Loss \right) ] Core Concept: Optimal f (Optimal Fixed Fraction) This

[ G = \left[ \prod_i=1^n (1 + f \times \textTrade_i) \right]^1/n ] It is considered a foundational text for Quantitative

This book is the sequel to his earlier Mathematics of Money Management and focuses specifically on and its application to portfolios of futures, options, and stocks. It is considered a foundational text for Quantitative Trading and Risk Management . 1. The Central Thesis: Money Management > Entry/Exit Signals Vince argues that how much you bet (position sizing) is more important than when you buy or sell. Two traders can have identical entry signals, but the one using optimal position sizing will outperform the other over time.