文档介绍：Trading Strategies
puter simulation to maximize profits and control risk.
Copyright 2002 by Larry C. Sanders.
All rights reserved.
Published by LSS Limited.
PO Box 981133
Park City, Utah 84098-1133
USA
E-mail: sanders@
No part of this publication may be reproduced or transmitted in any form or by any
means, without prior written permission of the Publisher.
Printed in the United States of America.
Trading Strategies - I
Table of Contents
Glossary...................................................................................................................V
1 A random world.................................................................................................... 1
The real world - a surprising place..................................................................... 1
Randomness and perception ............................................................................... 3
The Gamblers Fallacy ......................................................................................... 3
Doubles in dice..................................................................................................... 4
Simulating the uncalculable ............................................................................... 5
2 Exploring Risk with the Marble Game ............................................................... 7
How much risk for the marble game .................................................................. 7
A Riskless Game.................................................................................................. 8
Risk Strategies for the Marble Game ................................................................. 8
Simulating the marble game............................................................................... 9
The problem paring to the riskless game............................................... 10
Increasing t