4 ms·
Haha, it doesn't work that way, unfortunately. If you have any strategy that's statistically different to zero, you have a winning strategy; if it's loosing mon
by tomp 11y ago
Haha, it doesn't work that way, unfortunately. If you have any strategy that's statistically different to zero, you have a winning strategy; if it's loosing money, you can just trade the opposite strategy yourself!
The problem is, that most strategies are zero, on average. You win some, lose some with your trades, but what eats your capital is the trading costs. Then even trading the opposite trade would still diminish your capital.
- EGreg 11y agoNo, you don't know whether it will win or lose ahead of time. You just trade opposite strategies in an ambitious way so you are GUARANTEED to have a large chance of winning a lot ... the arbitrage is that one trader gets fired and the other gets a large bonus for being right!
- deleted 11y ago[deleted]