Time machine. Your actions. - page 13
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Basically an interesting task, there's a lot to come up with.
Well, it's about finding the single optimal algorithm
For example, if you enter today at a deviation of so many points from the price on August 1, you should close, even if the price reaches the level of August 1, for example, tomorrow, with subsequent opening again, of course, when the same deviation is reached. Basically, it is an interesting task, and we can come up with a lot of other ideas.
He was allegedly using insider information to play the stock market. That is, by colluding with the managers of companies trading in stocks, he received commercial information from them. Which was the reason he was so successful financially.
What if the price reached the level of Aug 1 will go higher tomorrow?
The problem implies free-riding. It means that the player refuses from forecasting as a process and uses only the deviation.
In this case we should close at every price touch on Aug 1 on the days before Aug 1.
as I recall, criminal conspiracy was never proven, and the dude's missing.
yep, back in 2036...
that's about it:
The problem is a freeloading one. That is, the player refuses to forecast as a process and only uses deviation.
In this case, you have to close at every price touch on Aug 1 in the days up to Aug 1.
yep, back in 2036...
that's about it:
Well, it's about finding the single best algorithm
For example, if you enter today at a deviation of so many points from the price on August 1, you should close, even if the price reaches the level of August 1, for example, tomorrow, with subsequent opening again, of course, when the same deviation is reached. Basically, it is an interesting task, and there is a lot to think of.
If we take the wave model as the one based on the random walk, then the price spread around the forecast price will decrease in direct proportion to the root of the remaining time. You can open, for example, at X sigma deviation from the forecast price. And calculate for each moment the equity share and how X changes. But still there is no optimality purely in terms of income - only some functional of income and risk.
A more competent volatility model than the SB model will give a better result. I.e. it all depends on the volatility model and what functionality we want to maximize. There are risk-free options, but not with maximum returns.
I don't know, maybe the guy's still in the asylum proving he's from the future and they're treating him.
Although you may listen to him in an asylum to prove his point more forcefully... ;)