As far as market is formalized in term of GBM equations it makes sense to express the intention to 'make money' formally,ie in a formula. Otherwise we basically rely on our intuition.I'm not sure how obvious this brain teaser will be for the group. Here goes anyhow -In hypothetical 'Quant Village', the local stock exchange trades with 100 stock. Each follow a Log-Normal Random walk and are for all intents and purposes divorced from reality. These stock are all independent (from each other and every other external factor) and have zero drift (mu=0) and a constant 10% volatility (sigma=0.10). You can assume that your own trading would have no effect on the path of the stock (ie you are too small to significantly influence price movement). Also you can assume that stocks are completely liquid and there are no transaction costs, slippage etc. We are under purely textbook conditions.The question is, as a systematic trader, can I make money in Quant Village, or should I move on?