by cortesoft 3 days ago

Yeah, those sorts of bets seem clearly bad unless there is an explicit time limit on them. Factoring in how long your capital is locked up in the bet and the opportunity cost of it being locked up has to be accounted for in determining your expected gains.

traderj0e 20 hours ago | [-0 more]

Right, my backtest expressed everything as % APR, not just P&L