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Forum: Probability

01-13-2007, 04:56 AM

Replies: 4

IBM's January challenge

Views: 150

Posted By PairTheBoard

Re: IBM\'s January challenge

Can you Sell Contracts for which q(i)<p(i)?

PairTheBoard

Forum: Probability

01-13-2007, 04:52 AM

Replies: 4

IBM's January challenge

Views: 150

Posted By PairTheBoard

Re: IBM\'s January challenge

[ QUOTE ]
You buy q(i)*X/p(i) of contract i. Your expected log wealth is ln(X) + SUM q(i)*[ln(q(i)) - ln(p(i))].

[/ QUOTE ]

Assuming X is something that makes sense, it's still not clear what...

Forum: Probability

01-13-2007, 03:27 AM

Replies: 4

IBM's January challenge

Views: 150

Posted By PairTheBoard

Re: IBM\'s January challenge

[ QUOTE ]
You buy q(i)*X/p(i) of contract i. Your expected log wealth is ln(X) + SUM q(i)*[ln(q(i)) - ln(p(i))].

[/ QUOTE ]

X is your Bankroll?

So if say for some i, q(i)=1/2 and p(i)=1/8...

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