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He assigned pitches to how fast the market was moving, and trained the rats on those pitches. The speed of the market can be measured using averages.
by steveplace 18y ago
He assigned pitches to how fast the market was moving, and trained the rats on those pitches. The speed of the market can be measured using averages.
- cool-RR 18y agoObviously a positive return cannot be made from moving averages. But how do you know that the rats don't develop some sort of intuition that can make a positive return?
- steveplace 18y agoFirst, moving averages do play a role in some (profitable) quant systems. Second, I never said that the rats couldn't create a positive return, but you could model the rats behavior quantitatively and develop a system, but that's just bringing it back full circle.