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Obviously 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
by cool-RR 18y ago
Obviously 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.