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Expected Value / Statistical Variance / Monte Carlo Simulation Problem
Hi everyone. I am trying to figure out the expected value for a hypothetical stock market trading system. I don't know if this question falls under basic algebra, or statistic, or what, but here is are the inputs:
Total business (trading) days in a year: 252
Size of average profit: $2000 (10 times larger than the average loss)
Holding time / length of average winning trade: 3 days
Size of average loss: -$200
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