[ View Thread ] [ Post Response ] [ Return to Index ] [ Read Prev Msg ] [ Read Next Msg ]

BGonline.org Forums

weakness of volatility measurement as a doubling measure

Posted By: Maik Stiebler
Date: Friday, 16 June 2017, at 7:27 p.m.

In Response To: weakness of volatility measurement as a doubling measure (Bob Koca)

Volatility as measured by XG will be much higher for A. I think though that the correct doubling decision must be the same for the 2 positions.

I agree.

I'm completely unsure whether you misunderstood my question (in that case: sorry for having misled you), you ignored my question and went off on a tangent to place a well-deserved rant about overrated volatility as measured by XG (more power to you!) or you actually did understand and try to answer my question (please elaborate!).

Let me rephrase my question: I wanted to know what explains the correct cube actions after both plays in Tom's second position. I checked with XG that volatility doesn't - even if it could. Nor does number of market losers. I am asking for a more instructive answer than "the correct cube action is the one that gives the higher equity" or "compare the number and magnitude of market losing sequences to those of the doubling regret sequences to find the correct cube action".

Messages In This Thread

 

Post Response
Your Name:
Your E-Mail Address:
Subject:
Message:

If necessary, enter your password below:

Password:
 

 

[ View Thread ] [ Post Response ] [ Return to Index ] [ Read Prev Msg ] [ Read Next Msg ]

BGonline.org Forums is maintained by Stick with WebBBS 5.12.