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Xavier & Mark Higgins - PR Complexity Weighting

Posted By: Mr Majestyk
Date: Saturday, 16 June 2012, at 11:14 a.m.

Xavier & Mark,

In addition to VR, should PR be weighted on the basis of complexity? Mark's Jump Model parallels an idea I had for a project several years ago before the release of XG. The aim was to figure out if it was possible to 'measure the complexity of a game move by move'. What I believe I discovered at the time is volatility can be "Critical", "Complex" and "Critically Complex".

Developing theory:

If Critical Complex Volatility has an Equity of 0.750 (threshold of a market loser) then, we should see an increase in complexity as the equity falls from 0.750 - 0.000. As the equity increases beyond 0.750, volatility will become more critical. The greater the critical volatility, the more likely a position will be less complex.

Some initial thoughts,

NBM

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