Question
Two - coin - flip strategy that pays off like this: HH +150, TT - 100, HT or TH +120, every day for a year.
Two
-
coin
-
flip strategy that pays off like this: HH
+150, TT
-
100, HT or TH +120, every day for a year.
Calculate the most you would pay for this strategy if you
require a Sharpe ratio of 1.0
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Technical Analysis The Complete Resource for Financial Market Technicians
Authors: Charles D. Kirkpatrick, Julie R. Dahlquist
1st edition
134137043, 134137049, 978-0131531130
