Going short on an asset has the same variance as going long, but with opposite expected value (actually slightly lower because of borrowing costs).
Oh good point, shorting has more extreme downside risks but the same variance. I wonder if shorting causes you to reach the point where you double or lose your pot any quicker than going long.
Going short on an asset has the same variance as going long, but with opposite expected value (actually slightly lower because of borrowing costs).
Oh good point, shorting has more extreme downside risks but the same variance. I wonder if shorting causes you to reach the point where you double or lose your pot any quicker than going long.