January 27th, 2013, 1:48 pm
Given that you might do high frequency trading in which you lose 1 bp on 100,000 trades and gain 1 bp on 110,000 trades, then you'll need to pay me quite a bit to take your loses. The better brainteaser might specify that you will do no more than N trades during the year from which we could discuss the distribution of intervals of positive and negative returns.
Last edited by
Traden4Alpha on January 26th, 2013, 11:00 pm, edited 1 time in total.