Sunday, March 22, 2009

Upgred Formula money management

R(n,i,j) = (1.00-0.01n)^i.(1.00+0.03n)^j;
i=100-j,
j = {0,1,2,..,100}
n = 1,2,3,..

n = 1 for this example
R(n,i,j) = 0.99^(100-j).1.03^j
= 0.99^100.(1.03/0.99)^j


n = 2 for this example
R(2,100-j,j) = 0.98^(100-j).1.06^j
= 0.98^100.(1.06/0.98)^j

======================

R(1,100-j,j)<1
0.99^100.(1.03/0.99)^j < 1
j < log(1/0.99^100)/ log(1.03/0.99)
j < 10.44
j < 10


Jumlah kombinasi yang wujud untuk
(i,j) = (i,100-j)
Combination = {(0,100),(1,99),(2,98),...., (100,0)} = 101

% Combination yang bagi kerugian = 9/101 = 8.9%

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