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Are full rollouts obsolete?

Posted By: Timothy Chow
Date: Wednesday, 23 November 2011, at 7:46 p.m.

In Response To: Are full rollouts obsolete? (Chuck Bower)

XGR++ is nothing new. It's just that by giving it a name, Xavier has drawn more attention to truncated rollouts. A lot of Nack's opening data comes from truncated Snowie rollouts, and they have stood up pretty well under the test of time. Someone who's really serious about trying to maximize bang for the buck should have been exploring the entire space of truncated rollout possibilities ever since Jellyfish came out.

However, if you're curious about specific examples, here's one decision posted by Neil Robins where a full rollout overturned the XGR++ verdict. Or how about Dmitriy Obukhov's position where not only was the XGR++ verdict overturned by a 3-ply full rollout, but the 3-ply full rollout was overturned by a 4-ply full rollout?

There will always be a place for full rollouts as long as (1) there are positions that the bots don't understand very well and (2) there are people like David Rockwell who insist on getting equity estimates within ±0.000000001.

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