<t>A lot of product contain gap ,Meaning digital option, like Put Down and In ...I am trying to find a better way than barrier shift and call spread to smooth a gap.The CS is in fact quite good for european option exept it has a big gamma and delta at some point ... I am trying to find a way to over...

<t>For the polynm, this can be seen byt two angles(at least) use matrix and linear algebra and try to inverse an incomplete matrix to find an integer vector.Form the analysis, you have a relation between coefficient and zero from Q= PoPoP that can be really powerfullFinaly, Q'/Q can always give some...

<t>Well, it hard because it is a discret optimisatio problem. One non-optimal algorithm would be to put all the prisoner on random cells. Then iteratively, you try to move one of them to et more point till you are on an optimal position. The problem is, you have a problem where i think there can be ...

Well, I didnt said it right away but I am trying here to do an extension of Kelly criterion. Can you be more specific with what is not clear ?I mean, you need a little bit more here that just the conditnal probablity to make Kelly owrk , or am I wrong ?

<t>HUm , First the amount of money in the market isnt limited as you can lose an unlimited amount of money in some case.Arbrittrage is risk free of course, still because of BID\ASk and comissions, if your margin reduce you are not going to be able to exploit it. That s why, sometimes, the more you u...

<t>I was thinking about a gambling problem when I wanted to genralised it.I dont know to what extend the question is known.A guy take a regaular deck of card and shuffle it. Then he takes half of it. The shuffling has been perfect (ie the position of the card in the original deck is totaly random).E...

Woua I am knew to this forum so I didnt knew this one was already said

<t>Well, one rule in finance is to keep your own idea fror yourself.When you find a new oportunity of arbritrage, dont tell anyone because it will lower your benefit you can extract from it.From example, to some extend, you could hav made infinite money (well a lot) from put//call parity (with some ...

1-You have two strings (IRL string).To burn one (like they do in western to light gun powder), you need an hour.Now, you need to find a way with those strings to count 45 min.

<t>gentinex you are perfectly correct ! THe trick is to understand than when you pick a time at random between two buses, you are more likely to take a long one. It changes everything ! And BTW, people modelise this kind of process by a poisson process even if it seems weird. The problem i pick is a...

<t>You are waiting for a bus.They arrive with a rate lambda (poisson process rate) acording to a poisson processes.If we want an average time of 10min during each buses , lambda = 1/(10min)If we arrive at a random time, logickly our average time of wait must be 5min (because you arrive between two b...

Does anyone knows how MESA works ? I would be very interested to know how to extract the three major cycles (DOW theory) from an equity curve. All the more, knowing that you are in a trend period or a cycle//flat period is worth it ....

<t>I would like to know if someone has a pdf or some references to trend indicator book and how to handle them.I mean, let's take the example of MACD. I would like to have a text that explains to me what it is and how to use it with some backtesting result. I mean , I know how to calculate most of t...

<t>THis one is quite a hard one :1-what is the probability that 2 intergers have no common diviser except 1 ( they are prime to one another, like 4 and 15).(hint : you have to use the function zeta (not sure of the name) to write the answer, ie f x = sum 1/k^x k from 1 to inf, x>1)Another one as har...

How much do you value the slipedge when you trade in bp. (slipedge is the difference between the moemnt you sale and the moment the order is actively done).