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A QUANT SPENT YEARS AND A PHD BUILDING A STRATEGY THAT LOSES MORE THAN HALF ITS TRADES AND STILL PRINTS The secret is one line. w(t) = Rmax/(J·σ_risk) · (Σ sⱼ) · [1 + η·Σ 𝟙(c ≥ nₖ)] It sizes every bet by current risk, and that last bracket... show more
53,012 次观看 • 14 天前 •via X (Twitter)
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