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Cube error rates

Posted By: Frank Berger
Date: Thursday, 23 July 2009, at 9:55 p.m.

In Response To: Cube error rates (Matt Cohn-Geier)

>Why not?

if we stick with the random walk modell.

What could happen. My raw equity can
- go up
- stay nearly the same or
- go down.

How have my equities changed. In the first case I might be even better now or in case I have a market loser I have lost a little. In the 2nd case I have more or less lost nothing, in the 3rd case I'm now better of having still access to the cube. So I don't see where I should have lost anything close to 0.2 points. I think my possible lost is what I lose due to a market lost.

Because I can lose my market only once, why should I penalized several times, if I postpone my double?

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