Path Dependence in Modeling Spot Returns

Discussion in 'Strategy Development' started by Transatlantic, Aug 31, 2008.

  1. Hi,

    Was wondering if anyone uses path dependence in their trading strategies and models for Spot. I'm not talking about Monte Carlo to price Exotic Options. I'm talking about statistically significant path dependence in Spot.

    This is somewhat controversial amongst those in the know, so I am curious to hear others thoughts.

    Can share more offline if you also have experience in this subject...