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RE: Could it be possible to profitably trade a random walk?
Just writing my master's thesis about trading algorithms. I'm not even pretending to beat the market, let alone a random walk :D
Just writing my master's thesis about trading algorithms. I'm not even pretending to beat the market, let alone a random walk :D
Nice, I don't think master's programs like that existed when I went to school. I went with electrical engineering, but it's pretty much all math in some form or another.
No, it's not a special program. I'm also doing electrical engineering - there is just a chair devoted to reinforcement learning.