A couple of game theory questions

Reply Thu 1 Mar, 2012 02:42 am
I'm a forex trader, and have a few probability questions.
1. How do I figure "chance of ruin"?
Example: Bank $10,000, W trade %55, L trade %45; ave W=100, ave L= 50, Also, can I eliminate one of the veriables above and add a percent chance of ruin say 5% and come up with the removed variable such as required Bank?

2. How would I figure variance? Also, could I figure with the information above my percentage chance of a given draw down to the 10,000? Say % chance of losing 5000, before doubling the 10,000?

3. Lastly, how could I figure, how many trades I would have to make before the results were statistcally reliable to a certain percentage?

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