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I was really hoping to enter that contest with an entry that just used rand to flip a coin and invest. Never had the time unfortunately, but would still love t
by tdicola 12y ago
I was really hoping to enter that contest with an entry that just used rand to flip a coin and invest. Never had the time unfortunately, but would still love to see how a completely random strategy compares to some of the algorithms.
- dunster 12y agoWe have a contest every month. The next deadline is April 1, and the prize awarded on April 30th.
- drinkislande 12y agoIt really depends how you're using the random coin tossing. Are you going through a list of securities then tossing a coin and if it's heads you'll buy it, if it's tails, you'll sell? How will you allocate your capital? If it's heads you'll put commit 10% or your balance and if it's tails, 20%? Will you use coin tosses for your exit parameters as well? While coin tossing in and of itself is random, the manner in which you use it is not. So at the end of the day, your 'completely random strategy' may not actually be all that random... Just something to think about.