bankroll-py / bankroll

Ingest portfolio and other data from multiple brokerages, and analyze it
MIT License
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EV calculations somehow? #60

Open jspahrsummers opened 5 years ago

jspahrsummers commented 5 years ago

It will be hard to calculate a "true" Expected Value because we don't know how often a particular strategy "should" win (simulations will not be accurate if some strategies are premised on news events or market psychology), but perhaps we could draw conclusions about how often a particular shape of strategy has worked for the user, then feed in the win/lose amounts to determine a sort of historical EV.