Beyond optimal / partial f and a few other older methods, there's very little information out there for futures trading.
The Kelly criterion is a very popular bet-sizing method. Edward Thorp has written a great deal on this topic. You can try googling for more, or start with his review of the concept, or a recent paper, Medium Term Simulations of The Full Kelly and Fractional Kelly Investment Strategies. This is not specific to futures, but I'm not sure why you would need something specific to futures. I've never heard of optimal f, but at first blush it sounds a lot like a dumbed-down Kelly criterion.
Van Tharp's Definitive Guide to Position Sizing identifies 31 separate position sizing models (be sure to check out the extended table of contents). Specifically for futures trading, I quite like Ryan Jones' Fixed Ratio position sizing, a nice overview of which is available here, book on Amazon and OTT website here.