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BGonline.org Forums
Rollout (and consequent Cube Decision)
Posted By: Timothy Chow In Response To: Rollout (and consequent Cube Decision) (Carlo Melzi)
Date: Monday, 20 December 2010, at 3:16 p.m.
Carlo Melzi wrote:
Comments, anyone?
With such a close decision I think you should roll it out at least 10K times before making quantitative conclusions of the form, "the cube action is negatively correlated with the equity."
Also I'd recommend rolling it with double/no double to get more reliable immediate cube action, since some of the cubes are close.
Does turning off Jacoby change anything?
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