Originally Posted by
;
What hard evidence do you need to support your claim? Have you worked as a big bank trader, or do you know somebody who has?
IMO all the obvious evidence is contrary to banks using martingale based MM. Since if martingale delivered long-term profit within the frame of what constitutes valid corporate risk, they would have no need to apply analysts, egists, traders, and so forth. They could only run automated systems that merely double up each 20 (or whatever) pips, like you're describing.
It is not a question of having profound...