High effect economic releases generate volatility that turns the Martingale into a monster. Martingales aren't meant for jumps in a Levy process
Type: Posts; User: mecano
High effect economic releases generate volatility that turns the Martingale into a monster. Martingales aren't meant for jumps in a Levy process
Martingale-hedge egy could potentially hold if you are flat betting but in terms of safety it is conceptually flawed and your success is based heavily on chance. I say this with conviction because I...
Shaun Overton - Onestepremoved.com
Marc Fric - Strategy Quant
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