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Quant版 - A coin throwing question.
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进入Quant版参与讨论
1 (共1页)
m********i
发帖数: 298
1
Say you have 100 coins:
each time you throw a coin,64% chance you get +, 36% chance you get -;
each - worths -30.00$
each + worths 25.00$
You can throw N coins for 100 times. But each time you throw, they will have the same side.
How do you plan to throw coins in sequence to get the max possible $ after
100 times?
e.g. 1 coins, 2 coins, 3 coins?
or 100 coins, 100 coins, 100 coins?
What if, You have initially 100$. If your money < 0$, you are out?
What if:each -'s value has a stdev of 60 and aver
i***0
发帖数: 55
2
good
k****z
发帖数: 550
3
In the first case (fixed value), each toss gives average of 25*0.64-30*0.36=
$5.2
the number N is just the multiple factor for a certain round. To maximize,
you should fix N=100.
So strategy is 100, 100, 100, ...
i***0
发帖数: 55
4
kao
haha
你仔细想了吗?

36=

【在 k****z 的大作中提到】
: In the first case (fixed value), each toss gives average of 25*0.64-30*0.36=
: $5.2
: the number N is just the multiple factor for a certain round. To maximize,
: you should fix N=100.
: So strategy is 100, 100, 100, ...

f****e
发帖数: 590
5
max possible $?

have the same side.

【在 m********i 的大作中提到】
: Say you have 100 coins:
: each time you throw a coin,64% chance you get +, 36% chance you get -;
: each - worths -30.00$
: each + worths 25.00$
: You can throw N coins for 100 times. But each time you throw, they will have the same side.
: How do you plan to throw coins in sequence to get the max possible $ after
: 100 times?
: e.g. 1 coins, 2 coins, 3 coins?
: or 100 coins, 100 coins, 100 coins?
: What if, You have initially 100$. If your money < 0$, you are out?

m********g
发帖数: 46
6
I don't understand" But each time you throw, they will have the same side.".
If they have the same side, why should we throw 100 times?
k****z
发帖数: 550
7
要么是题目没有说清楚
说每次投出来的硬币same side,这个无法理解
我只能理解为投的还是一枚硬币,但是可以投注N倍
每次投之间又是独立的,那还能是怎样?
你倒说说看怎么做?

【在 i***0 的大作中提到】
: kao
: haha
: 你仔细想了吗?
:
: 36=

n*w
发帖数: 41
8
如果这么理解的话,应该maximize每次的N,so N=100.
不过资产为负可不可以,以及initial fund 会影响答案。

【在 k****z 的大作中提到】
: 要么是题目没有说清楚
: 说每次投出来的硬币same side,这个无法理解
: 我只能理解为投的还是一枚硬币,但是可以投注N倍
: 每次投之间又是独立的,那还能是怎样?
: 你倒说说看怎么做?

1 (共1页)
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话题: coins话题: 100话题: throw话题: each话题: coin