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- What is a martingale? - Quantitative Finance Stack Exchange
What is a martingale and how it compares with a random walk in the context of the Efficient Market Hypothesis?
- Martingale + Grid - New - Forex Factory
Share ideas, debate tactics, and swap war stories with forex traders from around the world
- black scholes - Why is $C (t,S_t) B_t$ a martingale? - Quantitative . . .
@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 measure", which would measure asset prices discounted by a not-necessarily risk-free asset as martingales?
- Strictly local martingales: what is the intuition behind them?
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 strictly local martingales have appeared as models which exhibit volatility induced stationarity or models that describe financial bubbles
- BKs Grid EA (Martingale) - Forex Factory
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 over night, on EU, and it made about $300 Unfortunately, in this morning's London session it hit max DD and lost $540!!
- options - Understanding the concept of Martingale pricing . . .
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 processes And can you please provide me with an example, starting with a GBM, and how to derive a Martingale process from that? Thank you very much!!
- Martingale, Anti-martingale, and Compounding | Forex Factory
Martingale vs Anti-Martingale huh? Well I'll say that not using Martingale is by far one of the senseless things one could do in forex Reason being, only because if you have a system which is based on "entry accuracy" then after every loss, the probability that your tp will hit increases greatly
- Martingale Trend EA - Forex Factory
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
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