mathematical expectation of a system

Discussion in 'Trading' started by 0008, Jun 24, 2003.

  1. 0008


    Does anyone know what is the mathematical expectation of a trading system and how to calculate it?
  2. Foz


    average trade x number of trades per day (week, month, year, whatever).
  3. CalTrader

    CalTrader Guest

    .... been discussed here at length: use the search function of the site to find old threads. Any good book on portfolio analysis / financial modeling will discuss this at length.