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Did Martingale work for someone? - Forex Factory I did try Martingale (on Scalping system) Initially it was like profit for 9 trades and one loss would take almost the 80% (sometimes more) of profit So I looked hard and seperated the signals into two categories (did statistical running and backtesting to segregage the trades) high chances of profit and lower chances, and didn't use Martingale in the later Now ocassionaly I do get striked
black scholes - Why is $C (t,S_t) B_t$ a martingale? - Quantitative . . . It is important to note that he says: " In the risk-neutral world, C(t,St) Bt C (t, S t) B t is a martingale " That is true by definition of what the risk-neutral measure is, also called martingale measure for exactly that reason