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Rollout (and consequent Cube Decision)

Posted By: Stick
Date: Monday, 20 December 2010, at 10:06 a.m.

In Response To: Rollout (and consequent Cube Decision) (Carlo Melzi)

Interestingly enough, the variance of the resulting positions is negatively correlated to their equity. As a result, black seems to have a double after 20/11, only a marginal double after 24/15, a marginal no double after 13/4, and a clear no double after 13/8 13/9.

Comments, anyone?

I'm not sure exactly what you're asking but some plays of course raise volatility and thus are cubes while others are not.

Stick

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