Strategy Portfolio

Discussion in 'Strategy Building' started by 2rosy, Jun 17, 2014.

  1. 2rosy

    2rosy

    Suppose I have 3 strategies that all lose money (-5%/yr) and I create a fourth strategy the mixes the first 3 strategies in 1/3 proportions. Do you think the 4th strategy will yield profits?
     
    #1     Jun 17, 2014
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  2. hilojack

    hilojack

    Possible. Sounds like a version of parrandos paradox
     
    #2     Jun 17, 2014
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