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weakness of volatility measurement as a doubling measure

Posted By: Bob Koca
Date: Friday, 16 June 2017, at 8:51 p.m.

In Response To: weakness of volatility measurement as a doubling measure (Maik Stiebler)

Mostly second case and some of third I think.

I don't fully understand it either but I think it is relevant that due to 65 and 62 playing so much better that the regret doubling values are greater despite the lower equity overall. That may not be more instructive than what you asked for but I am not sure it can be.

Messages In This Thread

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      Ray Kershaw -- Wednesday, 13 February 2013, at 9:55 p.m.
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        Timothy Chow -- Friday, 15 February 2013, at 1:24 a.m.