Feb 9, 2011 · What is a martingale and how it compares with a random walk in the context of the Efficient Market Hypothesis?

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Sep 13, 2023 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

May 20, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Nov 14, 2022 · Notice that by the fundamental theorem of asset pricing all discounted assets should be martingales under the corresponding constructed measure. Girsanov is only a tool to find the corresponding measure. One can also view the discounting to compare different investments, this shows that it only makes sense to use assets that are tradable as …

Dec 29, 2016 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Apr 4, 2018 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Feb 8, 2011 · With EAs that use grids, hedges and Martingale the results, from backtesting, can vary, depending on which broker's data is used. Spikes etc. can skew the results. I left BK's EA running over night, on EU, and it made about $300. Unfortunately, in this morning's London session it hit max DD and lost $540!!

Aug 6, 2016 · Why is future price process defined to be a martingale under the risk neutral measure? Ask Question Asked 9 years ago Modified 2 years, 11 months ago

Rather simply and generally when you take the stochastic differential of a process and get no drift term but simply an ito integral, then this process is a martingale. From memory that's how you retrieve some pde equations whose solutions lead to martingale (take the differential, look at the dt partial differentials term, then look for solution that would yield a vanishing dt term)