Timeline for Proof that you cannot beat a random walk
Current License: CC BY-SA 3.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 23, 2014 at 10:08 | comment | added | user12348 | is Bootvis's proof removed? is it possible to see it? | |
| Aug 23, 2011 at 9:35 | answer | added | olaker | timeline score: 4 | |
| Aug 23, 2011 at 5:43 | vote | accept | vonjd | ||
| Aug 20, 2011 at 15:26 | history | tweeted | twitter.com/#!/StackQuant/status/104937328782479360 | ||
| Aug 19, 2011 at 21:47 | answer | added | 楊祝昇 | timeline score: 26 | |
| Aug 18, 2011 at 20:58 | answer | added | Akshay | timeline score: 2 | |
| Aug 18, 2011 at 16:31 | comment | added | vonjd | @Brian: Do you know of any literature that does exactly that? I mean it seems intuitively the case but we all know intuition is not always the best judge when it comes to math... | |
| Aug 18, 2011 at 15:25 | answer | added | bill_080 | timeline score: 4 | |
| Aug 18, 2011 at 13:34 | comment | added | Brian B | You are not going to be able to create a "mathematical proof" without mathematical definitions of the processes followed by the financial series. Obviously an OU process in price space would be exploitable. You need to exclude that from your process definitions to have a hope of generating a proof. | |
| Aug 18, 2011 at 10:20 | answer | added | Bob Jansen♦ | timeline score: 7 | |
| Aug 18, 2011 at 8:24 | history | asked | vonjd | CC BY-SA 3.0 |