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astrofinch
on April 29, 2020
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Using Reinforcement Learning in the Algorithmic Tr...
Why is mean reversion difficult to trade?
young_rutabaga
on April 30, 2020
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High turnover, high costs. You flip your position too often
stainforth
on April 30, 2020
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If the market flips against me, I just double my bet on the next play.
dkersten
on April 30, 2020
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root
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the market can stay irrational longer than you can stay solvent
Martingale is a sure-fire way to lose all your money rather quickly.
vecter
on April 30, 2020
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That's a great way to go broke very quickly.
anjc
on April 30, 2020
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Only if you don't have infinite money on the side, in which case it's guaranteed to be profitable
WJW
on April 30, 2020
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You also need the other side of your trades to have infinite money. But in any case, why are you trading at all if you already have infinite money?
rsecora
on April 30, 2020
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Martingala with transaction costs are not profitable.
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