DislikedHi all experts here in this thread I read for many Years all of you and I can say you are the best in this forum. I don't know many things about Mathematics and my question is, do you think that the same problem (The Monty Hall Problem) can be aplied for divercification of a portfolio, but when choosing more than three instruments to trade will it have the same effectiveness (better results), what are your thoughts?Ignored
lets think about it... so perhaps you take 3 positions on three non-correlated pairs to be your three doors... each trade(position) has 10 pips sl and 10 pips tp lets say.....
what would be your goat door being opened?
once one of them hits sl, you consider that the door being opened with a goat? hmmmmmmmmmm i dunno
Is that the kind of think you had in mind