Feb 9, 2011 · What is a martingale and how it compares with a random walk in the context of the Efficient Market Hypothesis?

Feb 6, 2018 · Martingale is designed to win a piece of candy but losing a factory, which is true and we later came up an idea known as Reverse Martingale. Is it known as a snowball effect, rolling $1, $2, …

Jun 3, 2015 · @pbr142 As for buzzwords, does "risk-neutral measure" usually mean the measure such that asset prices discounted by a risk-free asset is a martingale? In contrast to, say a "martingale …

A strict local martingale is a local martingale which is not a true martigale. In fact, a positive strict local martingale is a supermartingale -- i.e. the expectation decreases with horizon. In quant finance …

Nov 1, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Nov 14, 2013 · Is a martingale a special type of GBM where drift is zero? Can you please explain to me in detail and in basic language the relation and differences between Markov, GBM, and Martingale …

Feb 8, 2011 · With EAs that use grids, hedges and Martingale the results, from backtesting, can vary, depending on which broker's data is used. Spikes etc. can skew the results. I left BK's EA running …

Aug 18, 2009 · The martingale EAs that are out there are counter trend, meaning they do well in ranging markets. I want a Martingale type EA that does well when the markets trend.

Nov 14, 2022 · Notice that by the fundamental theorem of asset pricing all discounted assets should be martingales under the corresponding constructed measure. Girsanov is only a tool to find the …

Nov 1, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.