@destriero Yes of course no chance of this getting traded. Let's say an intellectual exercise for now.
Alright. I assumed that I was dealing with a sane, coherent individual. Apples grow from trees; oranges grow from trees; apples = oranges.
Same here, I use Monte-Carlo simulations all the time, but mainly to estimate the risk of ruin of various trading systems, mine included. Thanks for your input James.
I think you would really benefit from reading some Finance fx books. I mean this genuinely. the snide remark about the triangular arbitrage should have resonated with you about a flaw of your trading strategy which could be causing you to lose money or lower your earning potential.
@taowave Yes, It is sort of a hedge trade if certain rare conditions occur, not the main trade. It is just theory, I was just thinking of complex new ideas and how they could be traded. Nothing serious. You mean a 9.99 percent max return?
Listen sonny boy, I have read over 400 trading books during the last 20 years, and I continue to read new ones every month (not to mention my subscriptions to trading magazines and newspapers such as Stocks and Commodities, Futures, Investor's business daily, Barron's, etc...), so enough with the condescending attitude, alright?
I don't think it is out there to be traded, but you never know. I just made it up to get an estimate of the probability of something that complex happening.