Questo file ha lo scopo di chiarire come replicare correttamente il modello di Brock e Hommes 1998, spiegando nel dettaglio tutti i passaggi e la logica degli stessi.
La struttura del documento cerca di accompagnare il lettore attraverso un processo di comprensione prima teorico (la parte facile) e successivamente implementativo.
Per affrontare con consapevolezza maggiore le successive righe il consiglio è quello di leggere i seguenti documenti (e di rileggerli per fissare meglio alcuni concetti):
Brock e Hommes, Heterogeneous beliefs and routes to chaos in a simple asset pricing model, 1998
Carl Hommes, Behavioural Rationality and Heterogeneous Expectations in Complex Economic Systems, 2013
Al capitolo 6 “An asset pricing model with heterogeneous belief” trovate una spiegazione del modello base da cui attingere per capire meglio quello spiegato nel paper originale
A pag. 168 c’è una rappresentazione delle formule che vi fa capire che il modello base ha bisogno di tre istanti temporali istanzializzati (formule 6.32, 6.33 e 6.34)
A pag. 169 invece viene detto esplicitamente che è il sistema al tempo “t” poggia sui tre periodi precedenti.
F.Lamperti et al., Agent-Based Model Calibration using Machine Learning Surrogates, 2017
M.Coccia, Introducing weighted-variance risk-measures in the class of Brock-Hommes asset pricing modelsIntroducing weighted-variance risk-measures in the class of Brock-Hommes asset pricing models, 2018-2019
Una tesi di laurea magistrale dove viene spiegato come semplificare il calcolo della state variable \(m_t\)
Una volta letta tutta questa roba (anche due volte) potete proseguire con quanto indicato sotto.
Sostanzialmente il modello dice che la dinamica evolutiva del prezzo di un asset rischioso è generata dalla presenza, nello stesso mercato, di schemi di aspettative eterogenei. In parole povere la presenza di più idee rispetto a come evolverà il prezzo di un asset finanziario contribuisce a far si che il prezzo NON converga verso un valore stabile.
Il modello definisce dapprima come evolve la ricchezza degli agenti (wealth dynamics), descrive il processo di massimizzazione (mean-variance nella sua versione più semplice) che guida la quantificazione della domanda tra risky asset e risk-free asset e infine, assumendo zero supply of outside shares, fornisce la formula che consente di trovare il prezzo di equilibrio: il famigerato pt.
Per citare il capovaloro del 1995 di Kassovits “fino a qui tutto bene”.
Quest’ultimo in realtà non serve praticamente a nulla (o quasi). Ai fini dell’implementazione BH definisce invece cos’è l’equilibrium price \(p^*_t\) che invece serve a comprendere (oltre alla base teorica di riferimento) come utilizzare il concetto di deviation (che è quello su cui effettivamente si lavora all’interno del modello).
\[x_t = p_t - p_t^*\]
La deviation serve a rendere più “trattabile” matematicamente il modello, e di per se diventerà rilevante successivamente per via del fatto che ci troviamo all’interno di un sistema dinamico che va inizializzato (vd. dopo).
Oltre alla deviation altro tema fondamentale è definire cosa si intende per schemi di aspettative eterogenei. Per chiarirle subito, la cosa più semplice a mio avviso e fare il confronto con lo schema di aspettative omogenee (i.e. tutti la pensano allo stesso modo).
\[ (1 + r)p_t=E_t[p_{t+1}+y_{t+1}] \]
\[ (1 + r)p_t=\sum^H_{h=1}n_{ht} E_{ht}[p_{t+1}+y_{t+1}] \]
Nel primo caso l’individuazione del prezzo (o della deviation) è ottenuta da un singolo tipo di aspettativa, nel secondo invece abbiamo una somma pesata di aspettative. I pesi sono la porzione di agenti che la pensa in un determinato modo circa l’evoluzione del prezzo (deviation).
Una precisazione è qui fondamentale per capire il modello (e il codice di seguito): quando parliamo di agenti nel contesto di BH non stiamo parlando del singolo tizio che agisce (noterete che non c’è nessun i all’interno delle formule), ma di un valore aggregato che rappresenta una moltitudine di agenti che hanno in comune una determinata aspettativa. Questa cosa può trarre in inganno perchè negli ABM “classici” si parla quasi sempre di agenti singoli e di proprietà emergenti che, appunto, emergono dalla loro interazione all’interno di un ambiente (in questo caso un mercato). Qui è quindi più opportuno parlare di un confronto tra strategie (le aspettative rispetto all’evoluzione del prezzo hanno questo ruolo) che attraggono una certa percentuale di agenti (che non vedremo mai se non in forma aggregata).
Chiarito questo punto, per poter definire le aspettative eterogenee il modello fa tre assuzioni:
La varianza \(\sigma^2\) dell’asset rischioso è considerata costante per tutte le stretegie (i.e. per tutti gli agenti coinvolti) e per tutte le iterazioni del modello (i.e. la variabilità del prezzo non ha effetti sulla scelta di adottare l’una o l’altra strategia)
Il valore atteso dei dividendi \(E_{ht}\) è uguale per tutte le strategia \(E_{t}\) (n.b. questa informazione diventa rilevante solo nel caso di noise, commentato nel codice sotto, ma che potete facilmente “decommentare”)
Le aspettative eterogenee hanno tutte una parte comune e una parte specialistica, i.e.
\(E_{ht}[p^*_{t+1}]=E_{t}[p^*_{t+1}]+f_h(x_{t-1},x_{t-2},...x_{t-L})\)
La parte \(f_h(x_{t-1},x_{t-2},...x_{t-L})\) rappresenta un modello del mercato che definisce in che modo la strategia h crede che il prezzo devierà dal \(p_t\) comune condiviso. Questa è la componente che materialmente verrà inserita all’interno del codice.
La formula di equilibrio finale, codificata, sarà:
\[ (1 + r)x_t=\sum^H_{h=1}n_{ht} E_{ht}[x_{t+1}]=\sum^H_{h=1}n_{ht} f_{ht} \]
Fino a qui tutto bene.
Allora, qui le relazioni e il loro ordine diventano importanti. I tre elementi da tenere a mente sono:
Le performance / fitness measure (il modo con cui viene valutata la specifica strategia): \(U_{ht}\)
Le proporzioni / probabilità (che rappresentano sia la proporzione degli agenti ad un determinato tempo t sia la probabilità che gli “agenti” muovano verso una strategia piuttosto che un’altra): \(n_{ht}\)
il prezzo / deviazione: \(p_t\) or \(x_t\)
Le relazioni tra questi elementi sono:
Le proporzioni al tempo \(t\) sono funzione delle performance al tempo \(t-1\)
Il prezzo al tempo \(t\) è funzione delle proporzioni al tempo \(t\)
Le performance al tempo \(t\) sono funzione del prezzo al tempo \(t\)
In quest’ordine
Easy no? Eh no, non è finita qui.
Ora bisogna “aprire” ciascun elemento e farci il plug-in della formula che serve per calcolarlo. Il problema principale è che in quasi tutti i materiali messi a disposizione in rete (paper di BH compreso) non è espresso chiaramente che il tempo \(t\) è considerato un tempo “generico”, vale a dire se in una formula esprimo il calcolo di \(n_{ht}\) nelle successive non viene espresso \(U_{ht-1}\) al tempo, appunto t-1 (come dalle relazioni specificate sopra) ma sempre al tempo t –> \(U_{ht}\)
Questo, pur essendo formalmente corretto, crea confusione (soprattutto in chi vede questi modelli per la prima volta). Il trucco è “fermare” un valore al tempo t (ad esempio il prezzo \(p_t\)) e ricostruire la catena di relazioni specificata sopra.
Detto questo, immaginiamo di voler partire facile facile dal prezzo/deviazione al tempo \(t\) .
Il prezzo/devizione al tempo \(t\) è uguale a (per vedere come si arriva a questa formula leggete i contributi nei pre-requisiti):
\[ (1+r)x_t=\sum^H_{h=1}n_{ht}f_{ht} \]
\(x_t\) è il mio obbiettivo, quindi mi serve \(r\) (lo scelgo come parametro all’inizio quindi ok), poi \(n_{ht}\)
ed \(f_{ht}\) . Tenendo fermo \(x_t\) al tempo \(t\), vediamo il calcolo di queste due componenti:
\(f_{ht}\) si ottiene come formula generica \(f_{ht}=g_hx_{t-1}+b_h\) (mi serve \(x_{t-1}\))
\(n_{ht}\) = è la funzione multinomiale il cui output è funzione di \(U_{ht-1}\) (quindi mi serve \(U_{ht-1}\))
A cosa è uguale \(U_{ht-1}\)? Se \(U_{ht}\) è uguale a:
\[ U_{ht}=(x_t-Rx_{t-1})(f_{ht-1}-Rx_{t-1})k-C_h+wU_{h,t-1} \]
Allora \(U_{ht-1}\) sarà uguale a (shiftando tutto di un periodo):
\[ U_{ht-1}=(x_t-Rx_{t-2})(f_{ht-2}-Rx_{t-2})k-C_h+wU_{h,t-2} \]
Quindi mi serve \(x_{t-2}\) sicuramente, ma anche \(x_{t-3}\) . Perchè? Perchè nella formula compare \(f_{ht-2}\)
che tenendo presente la formula esplicitata sopra è uguale a \(f_{ht-2}=g_hx_{t-3}+b_h\)
Ok arrivati a questo punto abbiamo ricostruito le formule che ci servono e i dati che ci occorrono. Manca un punto però: se inizio al tempo \(t\) come ottengo i valori di \(x_{t-1}, x_{t-2}, x_{t-3}\) ? Molto semplicemente vanno inizializzati (in pratica scegli tu all’inizio il valore di queste variabili, vd. codice sotto dove sono tutte uguali a 1).
A questo punto direte, ok done!?…ni…manca un ultimo pezzo.
Ovvero: ora che ho gli elementi da calcolare e l’ordine, per agevolare la transizione da un periodo all’altro è possibile utilizzare una state variable \(m_t\) che è uguale alla differenza tra le proporzioni / probabilità relative alle strategie implementate al tempo t (qui come vedete più avanti siamo nel caso semplice con solo due strategie: fundamentalists vs. trend-followers).
\[ m_t=n{h1t} - n{h2t} \]
dove \(h1\) e \(h2\) sono le due strategie concorrenti. Questa formula, si dimostra (vd. la tesi di M.Coccia tra le reference citate sopra) essere uguale a:
\[ m_t=\tanh(\frac{\beta}{2}(U_{h1t-1}-U_{h2t-1})) \]
Sfruttando il fatto che \(nh1t+nh2t=1\) otteniamo che \(nh1t=(1+m_t)/2\) e che \(nh2t=(1-m_t)/2\).
Nell’esempio sotto \(nh1=nFundamentslist_t\) e \(nh2=nTrendFollower_t\).
Arrivati a questo punto, non ci resta che mettere a terra il codice
che ci serve per replicare questo benedetto modello. Seguendo l’ordine
delle relazioni espresso sopra, che riporto qui:
Le proporzioni al tempo \(t\) sono funzione delle performance al tempo \(t-1\)
Il prezzo al tempo \(t\) è funzione delle proporzioni al tempo \(t\)
Le performance al tempo \(t\) sono funzione del prezzo al tempo \(t\)
Immaginando di avere due tipologie di strategie, ad esempio quella dei Fundamenstalists e quella dei Trend Followers dobbiamo calcolare:
performance al tempo \(t-1\) (sia per i Fundamentalists che per i Trend Followers)
proporzioni al tempo \(t\) (sia per i Fundamentalists che per i Trend Followers)
prezzo/deviazione al tempo \(t\)
Le performance al tempo \(t\) (sia per i Fundamentalists che per i Trend Followers)
and so on…
In formule: \[ U_{ht-1}=(x_t-Rx_{t-2})(g_h x_{t-3}+ b_h -Rx_{t-2})k-C_h+wU_{h,t-2} \]
(n.b. nella versione semplice riportata anche nei contributi citati il “costo” \(C_h\) = 1 per una delle strategie e il parametro di “memoria” \(w\) è posto uguale a zero, deo gratias)…
\[ U_{Ft-1}=(x_t-Rx_{t-2})(g_F x_{t-3}+ b_F -Rx_{t-2})k - C_h \]
\[ U_{Tt-1}=(x_t-Rx_{t-2})(g_T x_{t-3}+ b_T -Rx_{t-2})k \] \[ m_t=\tanh(\frac{\beta}{2}(U_{Ft-1}-U_{Tt-1})) \] \[n_Ft=(1-m_t)/2\]
\[ n_Tt=(1+m_t)=1-n_Ft \]
\[ (1+r)x_t=n_{Tt}(g_Tx_{t-1} + b_T)+ n_{Ft}(g_Fx_{t-1} + b_F) \]
Calcolata la deviazione dal prezzo \(x_t\) il loop fa t+1 e si ricomincia. Qui di seguito trovate due specifiche importanti del codice e l’intero codice (commentato) con l’esecuzione, gli output itermedi e i grafici. Per fare un confronto, trovate lo stesso modello a pag. 169 di Carl Hommes, Behavioural Rationality and Heterogeneous Expectations in Complex Economic Systems, 2013 (capitolo 6, il secondo contributo che trovate in alto nelle references).
I parametri generali del modello sono:
time=500 # number of periods
Ni=2 #number of strategies
beta=3.6 # Intensity Choice Parameter
r=0.1 # Risk-free rate
R=1+r # Gross rate
a=2 #Risk-adverse parameter
sigma=0.5 # Variance
eta=0.8 # Memory Parameter
I parametri delle specifiche strategie (Fundamentalists vs. Trend Followers);
# Forecasting Rules for the Fundamentalist and for the Trend Follower
g_h_Funda=0
b_h_Funda=0
Cost=1
g_h_Trend=1.2
b_h_Trend=0
Mentre l’inizializzazione delle deviazioni è a 1:
# Price Deviations Initialization
x<-c(rep(0,time))
x[1]<-1#rnorm(1,0,sd=1)
x[2]<-1#rnorm(1,0,sd=1)
x[3]<-1#rnorm(1,0,sd=1)
Qui di seguito l’intero codice
set.seed(13)
# Market Setup
time=500 # number of periods
Ni=2 #number of strategies
beta=3.6 # Intensity Choice Parameter
r=0.1 # Risk-free rate
R=1+r # Gross rate
a=2 #Risk-adverse parameter
sigma=0.5 # Variance
eta=0.8 # Memory Parameter
# Price Deviations Initialization
x<-c(rep(0,time))
x[1]<-1#rnorm(1,0,sd=1)
x[2]<-1#rnorm(1,0,sd=1)
x[3]<-1#rnorm(1,0,sd=1)
# State Parameter
m<-c(rep(0,time))
# Strategies set-up
Data <- data.frame (id=1:Ni,
strategy = NA,
f_h_t=NA,
U_h_t = NA,
n_h_t = NA)
Data$strategy[1]<-"Strategy Fundamentalist"
Data$strategy[2]<-"Strategy Trend Chartist"
Data$U_h_t[Data$strategy=="Strategy Fundamentalist"]<-0
Data$U_h_t[Data$strategy=="Strategy Trend Chartist"]<-0
# History
historical_data <- data.frame(id=1:time,
U_h_t_st1 = NA,
n_h_t_st1 = NA,
U_h_t_st2 = NA,
n_h_t_st2 = NA)
# History of Probability (n_h_t)
historical_prob<-c(rep(0,time))
for (t in 4:time) { #the loop start at t=4 since the previous steps need to be initialised to start the system xt=f(xt-1,xt-2,xt-3)
# Note from: C.Hommes - Behavioural Rationality and Heterogenous Expectation - §6
#Fractions are updated according to an evolutionary fitness or performance measure
# The market equilibrium price pt in (6.5) depends upon the fractions nht . The notation in (6.18)
# stresses the fact that these fractions nht depend upon past fitness Uh,t−1, which in turn
# depend upon past prices pt−1 and dividends yt−1 in periods t − 1 and further in the
# past. After the equilibrium price pt has been revealed by the market, it will be used
# in evolutionary updating of beliefs and determining the new fractions nh,t+1. These
# new fractions nh,t+1 will then determine a new equilibrium price pt+1, and so on
# Cycle Examples
# n_h_t-1=f(U_h_t-2)
# pt-1=f(n_h_t-1) --> price is revealed
# U_h_t-1=f(pt-1, yt-1)
# n_h_t=f(U_h_t-1)
# pt=f(n_h_t) --> price is revealed
# U_h_t=f(pt,yt)
# n_h_t+1=f(U_h_t)
# pt+1=f(n_h_t+1) --> new price is revealed and so on
# U_h_t+1=f(pt+1,pt+1)
# Forecasting Rules for the Fundamentalist and for the Trend Follower
g_h_Funda=0
b_h_Funda=0
Cost=1
g_h_Trend=1.2
b_h_Trend=0
# Forecasting Rule / Strategy - Fundamentalist: Setting
Data$f_h_t[Data$strategy=="Strategy Fundamentalist"] <- g_h_Funda*x[t-1]+b_h_Funda
# Forecasting Rule / Strategy - Trend Chartist: Setting
Data$f_h_t[Data$strategy=="Strategy Trend Chartist"] <- g_h_Trend*x[t-1]+b_h_Trend
# Calculation of Performance fittings for Fundamentalist and Trend chartist using state variables initialised (xt-1, xt-2,xt-3) and parameters
Data$U_h_t[Data$strategy=="Strategy Fundamentalist"]=(x[t-1]-R*x[t-2])*((g_h_Funda*x[t-3]+b_h_Funda-R*x[t-2])/(a*sigma)) - Cost
Data$U_h_t[Data$strategy=="Strategy Trend Chartist"]=(x[t-1]-R*x[t-2])*((g_h_Trend*x[t-3]+b_h_Trend-R*x[t-2])/(a*sigma))
perf_st1<-Data$U_h_t[Data$strategy=="Strategy Fundamentalist"]
perf_st2<-Data$U_h_t[Data$strategy=="Strategy Trend Chartist"]
# Calculation of the "difference" in fractions
m[t]<-tanh((beta/2)*(perf_st1-perf_st2))
# Calculation and storing of Probability to be Fundamentalist (n_h_f)
p<-(1+m[t])/2
historical_prob[t]<-p
# Price Deviation calculation
x[t]<-(p*Data$f_h_t[Data$strategy=="Strategy Fundamentalist"]+(1-p)*Data$f_h_t[Data$strategy=="Strategy Trend Chartist"])/R #+ runif(1,-0.05,0.05)
cat("############## iterazione n.", t, "################", "\n")
cat("Performance Fundamentalist: ", perf_st1, "\n")
cat("Performance Trend Follower: ", perf_st2, "\n")
cat("Difference in Fractions: ", m[t], "\n")
cat("Value of probability for Fundamentalist: ", p, "\n")
cat("Value of probability for Trend Follower: ", 1-p, "\n")
cat(" REALIZED Deviation from Fundamental Price: ", x[t], "\n")
print("#")
print("#")
print("#")
}
## ############## iterazione n. 4 ################
## Performance Fundamentalist: -0.89
## Performance Trend Follower: -0.01
## Difference in Fractions: -0.9192243
## Value of probability for Fundamentalist: 0.04038786
## Value of probability for Trend Follower: 0.9596121
## REALIZED Deviation from Fundamental Price: 1.04685
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 5 ################
## Performance Fundamentalist: -0.9415346
## Performance Trend Follower: -0.005315039
## Difference in Fractions: -0.9335325
## Value of probability for Fundamentalist: 0.03323377
## Value of probability for Trend Follower: 0.9667662
## REALIZED Deviation from Fundamental Price: 1.104064
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 6 ################
## Performance Fundamentalist: -0.9453362
## Performance Trend Follower: -0.002300672
## Difference in Fractions: -0.9350913
## Value of probability for Fundamentalist: 0.03245435
## Value of probability for Trend Follower: 0.9675456
## REALIZED Deviation from Fundamental Price: 1.165345
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 7 ################
## Performance Fundamentalist: -0.9403378
## Performance Trend Follower: -0.002050959
## Difference in Fractions: -0.9340091
## Value of probability for Fundamentalist: 0.03299547
## Value of probability for Trend Follower: 0.9670045
## REALIZED Deviation from Fundamental Price: 1.229338
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 8 ################
## Performance Fundamentalist: -0.9326492
## Performance Trend Follower: -0.002259146
## Difference in Fractions: -0.9321706
## Value of probability for Fundamentalist: 0.03391468
## Value of probability for Trend Follower: 0.9660853
## REALIZED Deviation from Fundamental Price: 1.295614
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 9 ################
## Performance Fundamentalist: -0.9233821
## Performance Trend Follower: -0.002614305
## Difference in Fractions: -0.9298637
## Value of probability for Fundamentalist: 0.03506816
## Value of probability for Trend Follower: 0.9649318
## REALIZED Deviation from Fundamental Price: 1.363831
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 10 ################
## Performance Fundamentalist: -0.9125748
## Performance Trend Follower: -0.003069086
## Difference in Fractions: -0.9270675
## Value of probability for Fundamentalist: 0.03646625
## Value of probability for Trend Follower: 0.9635338
## REALIZED Deviation from Fundamental Price: 1.433561
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 11 ################
## Performance Fundamentalist: -0.9000054
## Performance Trend Follower: -0.003634066
## Difference in Fractions: -0.9236709
## Value of probability for Fundamentalist: 0.03816453
## Value of probability for Trend Follower: 0.9618355
## REALIZED Deviation from Fundamental Price: 1.5042
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 12 ################
## Performance Fundamentalist: -0.8853309
## Performance Trend Follower: -0.00433981
## Difference in Fractions: -0.9195004
## Value of probability for Fundamentalist: 0.04024981
## Value of probability for Trend Follower: 0.9597502
## REALIZED Deviation from Fundamental Price: 1.574897
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 13 ################
## Performance Fundamentalist: -0.86809
## Performance Trend Follower: -0.00523404
## Difference in Fractions: -0.9143022
## Value of probability for Fundamentalist: 0.0428489
## Value of probability for Trend Follower: 0.9571511
## REALIZED Deviation from Fundamental Price: 1.644453
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 14 ################
## Performance Fundamentalist: -0.8476631
## Performance Trend Follower: -0.006388673
## Difference in Fractions: -0.9076981
## Value of probability for Fundamentalist: 0.04615094
## Value of probability for Trend Follower: 0.9538491
## REALIZED Deviation from Fundamental Price: 1.711156
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 15 ################
## Performance Fundamentalist: -0.8231948
## Performance Trend Follower: -0.007915061
## Difference in Fractions: -0.8991001
## Value of probability for Fundamentalist: 0.05044993
## Value of probability for Trend Follower: 0.9495501
## REALIZED Deviation from Fundamental Price: 1.77254
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 16 ################
## Performance Fundamentalist: -0.7934553
## Performance Trend Follower: -0.009993439
## Difference in Fractions: -0.8875433
## Value of probability for Fundamentalist: 0.05622837
## Value of probability for Trend Follower: 0.9437716
## REALIZED Deviation from Fundamental Price: 1.824952
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 17 ################
## Performance Fundamentalist: -0.7565845
## Performance Trend Follower: -0.01293275
## Difference in Fractions: -0.8713291
## Value of probability for Fundamentalist: 0.06433544
## Value of probability for Trend Follower: 0.9356646
## REALIZED Deviation from Fundamental Price: 1.862774
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 18 ################
## Performance Fundamentalist: -0.7095763
## Performance Trend Follower: -0.01730297
## Difference in Fractions: -0.8471841
## Value of probability for Fundamentalist: 0.07640793
## Value of probability for Trend Follower: 0.9235921
## REALIZED Deviation from Fundamental Price: 1.876847
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 19 ################
## Performance Fundamentalist: -0.6471448
## Performance Trend Follower: -0.02426201
## Difference in Fractions: -0.8079821
## Value of probability for Fundamentalist: 0.09600896
## Value of probability for Trend Follower: 0.903991
## REALIZED Deviation from Fundamental Price: 1.850894
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 20 ################
## Performance Fundamentalist: -0.5589381
## Performance Trend Follower: -0.03648865
## Difference in Fractions: -0.7354101
## Value of probability for Fundamentalist: 0.1322949
## Value of probability for Trend Follower: 0.8677051
## REALIZED Deviation from Fundamental Price: 1.752033
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 21 ################
## Performance Fundamentalist: -0.4218811
## Performance Trend Follower: -0.0613995
## Difference in Fractions: -0.5709066
## Value of probability for Fundamentalist: 0.2145467
## Value of probability for Trend Follower: 0.7854533
## REALIZED Deviation from Fundamental Price: 1.501244
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 22 ################
## Performance Fundamentalist: -0.1790115
## Performance Trend Follower: -0.1251723
## Difference in Fractions: -0.09660833
## Value of probability for Fundamentalist: 0.4516958
## Value of probability for Trend Follower: 0.5483042
## REALIZED Deviation from Fundamental Price: 0.8979691
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 23 ################
## Performance Fundamentalist: 0.2441397
## Performance Trend Follower: -0.339837
## Difference in Fractions: 0.7822562
## Value of probability for Fundamentalist: 0.8911281
## Value of probability for Trend Follower: 0.1088719
## REALIZED Deviation from Fundamental Price: 0.1066512
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 24 ################
## Performance Fundamentalist: -0.1296648
## Performance Trend Follower: -0.7169867
## Difference in Fractions: 0.7845819
## Value of probability for Fundamentalist: 0.8922909
## Value of probability for Trend Follower: 0.1077091
## REALIZED Deviation from Fundamental Price: 0.0125316
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 25 ################
## Performance Fundamentalist: -0.987707
## Performance Trend Follower: -0.1006192
## Difference in Fractions: -0.9211791
## Value of probability for Fundamentalist: 0.03941045
## Value of probability for Trend Follower: 0.9605896
## REALIZED Deviation from Fundamental Price: 0.01313206
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 26 ################
## Performance Fundamentalist: -0.999991
## Performance Trend Follower: -7.453589e-05
## Difference in Fractions: -0.9467904
## Value of probability for Fundamentalist: 0.02660478
## Value of probability for Trend Follower: 0.9733952
## REALIZED Deviation from Fundamental Price: 0.01394475
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 27 ################
## Performance Fundamentalist: -0.9999928
## Performance Trend Follower: -2.966335e-07
## Difference in Fractions: -0.9468046
## Value of probability for Fundamentalist: 0.0265977
## Value of probability for Trend Follower: 0.9734023
## REALIZED Deviation from Fundamental Price: 0.01480784
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 28 ################
## Performance Fundamentalist: -0.9999918
## Performance Trend Follower: -2.227843e-07
## Difference in Fractions: -0.9468045
## Value of probability for Fundamentalist: 0.02659777
## Value of probability for Trend Follower: 0.9734022
## REALIZED Deviation from Fundamental Price: 0.01572435
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 29 ################
## Performance Fundamentalist: -0.9999908
## Performance Trend Follower: -2.511474e-07
## Difference in Fractions: -0.9468043
## Value of probability for Fundamentalist: 0.02659787
## Value of probability for Trend Follower: 0.9734021
## REALIZED Deviation from Fundamental Price: 0.01669758
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 30 ################
## Performance Fundamentalist: -0.9999896
## Performance Trend Follower: -2.831998e-07
## Difference in Fractions: -0.946804
## Value of probability for Fundamentalist: 0.02659799
## Value of probability for Trend Follower: 0.973402
## REALIZED Deviation from Fundamental Price: 0.01773104
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 31 ################
## Performance Fundamentalist: -0.9999883
## Performance Trend Follower: -3.193433e-07
## Difference in Fractions: -0.9468038
## Value of probability for Fundamentalist: 0.02659811
## Value of probability for Trend Follower: 0.9734019
## REALIZED Deviation from Fundamental Price: 0.01882847
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 32 ################
## Performance Fundamentalist: -0.9999868
## Performance Trend Follower: -3.600997e-07
## Difference in Fractions: -0.9468035
## Value of probability for Fundamentalist: 0.02659826
## Value of probability for Trend Follower: 0.9734017
## REALIZED Deviation from Fundamental Price: 0.01999381
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 33 ################
## Performance Fundamentalist: -0.9999851
## Performance Trend Follower: -4.060581e-07
## Difference in Fractions: -0.9468032
## Value of probability for Fundamentalist: 0.02659842
## Value of probability for Trend Follower: 0.9734016
## REALIZED Deviation from Fundamental Price: 0.02123128
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 34 ################
## Performance Fundamentalist: -0.9999832
## Performance Trend Follower: -4.578824e-07
## Difference in Fractions: -0.9468028
## Value of probability for Fundamentalist: 0.0265986
## Value of probability for Trend Follower: 0.9734014
## REALIZED Deviation from Fundamental Price: 0.02254534
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 35 ################
## Performance Fundamentalist: -0.9999811
## Performance Trend Follower: -5.163214e-07
## Difference in Fractions: -0.9468024
## Value of probability for Fundamentalist: 0.0265988
## Value of probability for Trend Follower: 0.9734012
## REALIZED Deviation from Fundamental Price: 0.02394072
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 36 ################
## Performance Fundamentalist: -0.9999787
## Performance Trend Follower: -5.822195e-07
## Difference in Fractions: -0.9468019
## Value of probability for Fundamentalist: 0.02659903
## Value of probability for Trend Follower: 0.973401
## REALIZED Deviation from Fundamental Price: 0.02542246
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 37 ################
## Performance Fundamentalist: -0.999976
## Performance Trend Follower: -6.565291e-07
## Difference in Fractions: -0.9468014
## Value of probability for Fundamentalist: 0.02659929
## Value of probability for Trend Follower: 0.9734007
## REALIZED Deviation from Fundamental Price: 0.0269959
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 38 ################
## Performance Fundamentalist: -0.9999729
## Performance Trend Follower: -7.403238e-07
## Difference in Fractions: -0.9468008
## Value of probability for Fundamentalist: 0.02659959
## Value of probability for Trend Follower: 0.9734004
## REALIZED Deviation from Fundamental Price: 0.02866671
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 39 ################
## Performance Fundamentalist: -0.9999694
## Performance Trend Follower: -8.348149e-07
## Difference in Fractions: -0.9468002
## Value of probability for Fundamentalist: 0.02659992
## Value of probability for Trend Follower: 0.9734001
## REALIZED Deviation from Fundamental Price: 0.03044092
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 40 ################
## Performance Fundamentalist: -0.9999656
## Performance Trend Follower: -9.41368e-07
## Difference in Fractions: -0.9467994
## Value of probability for Fundamentalist: 0.02660029
## Value of probability for Trend Follower: 0.9733997
## REALIZED Deviation from Fundamental Price: 0.03232493
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 41 ################
## Performance Fundamentalist: -0.9999612
## Performance Trend Follower: -1.061523e-06
## Difference in Fractions: -0.9467986
## Value of probability for Fundamentalist: 0.02660071
## Value of probability for Trend Follower: 0.9733993
## REALIZED Deviation from Fundamental Price: 0.03432552
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 42 ################
## Performance Fundamentalist: -0.9999562
## Performance Trend Follower: -1.197018e-06
## Difference in Fractions: -0.9467976
## Value of probability for Fundamentalist: 0.02660119
## Value of probability for Trend Follower: 0.9733988
## REALIZED Deviation from Fundamental Price: 0.03644992
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 43 ################
## Performance Fundamentalist: -0.9999506
## Performance Trend Follower: -1.34981e-06
## Difference in Fractions: -0.9467966
## Value of probability for Fundamentalist: 0.02660172
## Value of probability for Trend Follower: 0.9733983
## REALIZED Deviation from Fundamental Price: 0.03870577
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 44 ################
## Performance Fundamentalist: -0.9999443
## Performance Trend Follower: -1.52211e-06
## Difference in Fractions: -0.9467953
## Value of probability for Fundamentalist: 0.02660233
## Value of probability for Trend Follower: 0.9733977
## REALIZED Deviation from Fundamental Price: 0.0411012
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 45 ################
## Performance Fundamentalist: -0.9999372
## Performance Trend Follower: -1.716409e-06
## Difference in Fractions: -0.946794
## Value of probability for Fundamentalist: 0.02660301
## Value of probability for Trend Follower: 0.973397
## REALIZED Deviation from Fundamental Price: 0.04364486
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 46 ################
## Performance Fundamentalist: -0.9999292
## Performance Trend Follower: -1.935517e-06
## Difference in Fractions: -0.9467924
## Value of probability for Fundamentalist: 0.02660378
## Value of probability for Trend Follower: 0.9733962
## REALIZED Deviation from Fundamental Price: 0.0463459
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 47 ################
## Performance Fundamentalist: -0.9999201
## Performance Trend Follower: -2.182605e-06
## Difference in Fractions: -0.9467907
## Value of probability for Fundamentalist: 0.02660464
## Value of probability for Trend Follower: 0.9733954
## REALIZED Deviation from Fundamental Price: 0.04921406
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 48 ################
## Performance Fundamentalist: -0.9999099
## Performance Trend Follower: -2.461247e-06
## Difference in Fractions: -0.9467888
## Value of probability for Fundamentalist: 0.02660562
## Value of probability for Trend Follower: 0.9733944
## REALIZED Deviation from Fundamental Price: 0.05225966
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 49 ################
## Performance Fundamentalist: -0.9998985
## Performance Trend Follower: -2.775477e-06
## Difference in Fractions: -0.9467866
## Value of probability for Fundamentalist: 0.02660672
## Value of probability for Trend Follower: 0.9733933
## REALIZED Deviation from Fundamental Price: 0.05549367
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 50 ################
## Performance Fundamentalist: -0.9998855
## Performance Trend Follower: -3.129842e-06
## Difference in Fractions: -0.9467841
## Value of probability for Fundamentalist: 0.02660796
## Value of probability for Trend Follower: 0.973392
## REALIZED Deviation from Fundamental Price: 0.05892774
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 51 ################
## Performance Fundamentalist: -0.9998709
## Performance Trend Follower: -3.529475e-06
## Difference in Fractions: -0.9467813
## Value of probability for Fundamentalist: 0.02660936
## Value of probability for Trend Follower: 0.9733906
## REALIZED Deviation from Fundamental Price: 0.06257423
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 52 ################
## Performance Fundamentalist: -0.9998544
## Performance Trend Follower: -3.980165e-06
## Difference in Fractions: -0.9467781
## Value of probability for Fundamentalist: 0.02661094
## Value of probability for Trend Follower: 0.9733891
## REALIZED Deviation from Fundamental Price: 0.06644626
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 53 ################
## Performance Fundamentalist: -0.9998358
## Performance Trend Follower: -4.488442e-06
## Difference in Fractions: -0.9467746
## Value of probability for Fundamentalist: 0.02661272
## Value of probability for Trend Follower: 0.9733873
## REALIZED Deviation from Fundamental Price: 0.07055776
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 54 ################
## Performance Fundamentalist: -0.9998149
## Performance Trend Follower: -5.061675e-06
## Difference in Fractions: -0.9467705
## Value of probability for Fundamentalist: 0.02661473
## Value of probability for Trend Follower: 0.9733853
## REALIZED Deviation from Fundamental Price: 0.07492351
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 55 ################
## Performance Fundamentalist: -0.9997912
## Performance Trend Follower: -5.708178e-06
## Difference in Fractions: -0.946766
## Value of probability for Fundamentalist: 0.02661699
## Value of probability for Trend Follower: 0.973383
## REALIZED Deviation from Fundamental Price: 0.07955921
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 56 ################
## Performance Fundamentalist: -0.9997646
## Performance Trend Follower: -6.437333e-06
## Difference in Fractions: -0.9467609
## Value of probability for Fundamentalist: 0.02661955
## Value of probability for Trend Follower: 0.9733805
## REALIZED Deviation from Fundamental Price: 0.0844815
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 57 ################
## Performance Fundamentalist: -0.9997345
## Performance Trend Follower: -7.259727e-06
## Difference in Fractions: -0.9467551
## Value of probability for Fundamentalist: 0.02662243
## Value of probability for Trend Follower: 0.9733776
## REALIZED Deviation from Fundamental Price: 0.08970807
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 58 ################
## Performance Fundamentalist: -0.9997006
## Performance Trend Follower: -8.18731e-06
## Difference in Fractions: -0.9467487
## Value of probability for Fundamentalist: 0.02662567
## Value of probability for Trend Follower: 0.9733743
## REALIZED Deviation from Fundamental Price: 0.09525767
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 59 ################
## Performance Fundamentalist: -0.9996624
## Performance Trend Follower: -9.233571e-06
## Difference in Fractions: -0.9467413
## Value of probability for Fundamentalist: 0.02662934
## Value of probability for Trend Follower: 0.9733707
## REALIZED Deviation from Fundamental Price: 0.1011502
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 60 ################
## Performance Fundamentalist: -0.9996193
## Performance Trend Follower: -1.041374e-05
## Difference in Fractions: -0.9467331
## Value of probability for Fundamentalist: 0.02663347
## Value of probability for Trend Follower: 0.9733665
## REALIZED Deviation from Fundamental Price: 0.1074068
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 61 ################
## Performance Fundamentalist: -0.9995707
## Performance Trend Follower: -1.1745e-05
## Difference in Fractions: -0.9467237
## Value of probability for Fundamentalist: 0.02663813
## Value of probability for Trend Follower: 0.9733619
## REALIZED Deviation from Fundamental Price: 0.1140498
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 62 ################
## Performance Fundamentalist: -0.9995159
## Performance Trend Follower: -1.324677e-05
## Difference in Fractions: -0.9467132
## Value of probability for Fundamentalist: 0.02664339
## Value of probability for Trend Follower: 0.9733566
## REALIZED Deviation from Fundamental Price: 0.1211031
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 63 ################
## Performance Fundamentalist: -0.9994541
## Performance Trend Follower: -1.494098e-05
## Difference in Fractions: -0.9467014
## Value of probability for Fundamentalist: 0.02664932
## Value of probability for Trend Follower: 0.9733507
## REALIZED Deviation from Fundamental Price: 0.1285917
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 64 ################
## Performance Fundamentalist: -0.9993843
## Performance Trend Follower: -1.68524e-05
## Difference in Fractions: -0.946688
## Value of probability for Fundamentalist: 0.02665601
## Value of probability for Trend Follower: 0.973344
## REALIZED Deviation from Fundamental Price: 0.1365425
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 65 ################
## Performance Fundamentalist: -0.9993057
## Performance Trend Follower: -1.900903e-05
## Difference in Fractions: -0.9466729
## Value of probability for Fundamentalist: 0.02666356
## Value of probability for Trend Follower: 0.9733364
## REALIZED Deviation from Fundamental Price: 0.1449838
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 66 ################
## Performance Fundamentalist: -0.999217
## Performance Trend Follower: -2.14425e-05
## Difference in Fractions: -0.9466559
## Value of probability for Fundamentalist: 0.02667207
## Value of probability for Trend Follower: 0.9733279
## REALIZED Deviation from Fundamental Price: 0.1539456
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 67 ################
## Performance Fundamentalist: -0.999117
## Performance Trend Follower: -2.418859e-05
## Difference in Fractions: -0.9466366
## Value of probability for Fundamentalist: 0.02668168
## Value of probability for Trend Follower: 0.9733183
## REALIZED Deviation from Fundamental Price: 0.1634597
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 68 ################
## Performance Fundamentalist: -0.9990042
## Performance Trend Follower: -2.728774e-05
## Difference in Fractions: -0.946615
## Value of probability for Fundamentalist: 0.02669251
## Value of probability for Trend Follower: 0.9733075
## REALIZED Deviation from Fundamental Price: 0.1735599
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 69 ################
## Performance Fundamentalist: -0.998877
## Performance Trend Follower: -3.078574e-05
## Difference in Fractions: -0.9465905
## Value of probability for Fundamentalist: 0.02670474
## Value of probability for Trend Follower: 0.9732953
## REALIZED Deviation from Fundamental Price: 0.1842818
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 70 ################
## Performance Fundamentalist: -0.9987335
## Performance Trend Follower: -3.473439e-05
## Difference in Fractions: -0.9465629
## Value of probability for Fundamentalist: 0.02671855
## Value of probability for Trend Follower: 0.9732815
## REALIZED Deviation from Fundamental Price: 0.1956634
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 71 ################
## Performance Fundamentalist: -0.9985716
## Performance Trend Follower: -3.919236e-05
## Difference in Fractions: -0.9465318
## Value of probability for Fundamentalist: 0.02673412
## Value of probability for Trend Follower: 0.9732659
## REALIZED Deviation from Fundamental Price: 0.2077445
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 72 ################
## Performance Fundamentalist: -0.998389
## Performance Trend Follower: -4.422613e-05
## Difference in Fractions: -0.9464966
## Value of probability for Fundamentalist: 0.0267517
## Value of probability for Trend Follower: 0.9732483
## REALIZED Deviation from Fundamental Price: 0.2205677
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 73 ################
## Performance Fundamentalist: -0.998183
## Performance Trend Follower: -4.991106e-05
## Difference in Fractions: -0.9464569
## Value of probability for Fundamentalist: 0.02677155
## Value of probability for Trend Follower: 0.9732284
## REALIZED Deviation from Fundamental Price: 0.2341775
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 74 ################
## Performance Fundamentalist: -0.9979506
## Performance Trend Follower: -5.633266e-05
## Difference in Fractions: -0.9464121
## Value of probability for Fundamentalist: 0.02679396
## Value of probability for Trend Follower: 0.973206
## REALIZED Deviation from Fundamental Price: 0.2486214
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 75 ################
## Performance Fundamentalist: -0.9976884
## Performance Trend Follower: -6.358798e-05
## Difference in Fractions: -0.9463615
## Value of probability for Fundamentalist: 0.02681927
## Value of probability for Trend Follower: 0.9731807
## REALIZED Deviation from Fundamental Price: 0.2639493
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 76 ################
## Performance Fundamentalist: -0.9973926
## Performance Trend Follower: -7.178735e-05
## Difference in Fractions: -0.9463043
## Value of probability for Fundamentalist: 0.02684785
## Value of probability for Trend Follower: 0.9731522
## REALIZED Deviation from Fundamental Price: 0.280214
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 77 ################
## Performance Fundamentalist: -0.9970587
## Performance Trend Follower: -8.105621e-05
## Difference in Fractions: -0.9462397
## Value of probability for Fundamentalist: 0.02688014
## Value of probability for Trend Follower: 0.9731199
## REALIZED Deviation from Fundamental Price: 0.2974711
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 78 ################
## Performance Fundamentalist: -0.996682
## Performance Trend Follower: -9.153741e-05
## Difference in Fractions: -0.9461668
## Value of probability for Fundamentalist: 0.02691662
## Value of probability for Trend Follower: 0.9730834
## REALIZED Deviation from Fundamental Price: 0.3157791
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 79 ################
## Performance Fundamentalist: -0.9962569
## Performance Trend Follower: -0.0001033938
## Difference in Fractions: -0.9460843
## Value of probability for Fundamentalist: 0.02695785
## Value of probability for Trend Follower: 0.9730421
## REALIZED Deviation from Fundamental Price: 0.3351997
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 80 ################
## Performance Fundamentalist: -0.9957771
## Performance Trend Follower: -0.0001168113
## Difference in Fractions: -0.9459911
## Value of probability for Fundamentalist: 0.02700447
## Value of probability for Trend Follower: 0.9729955
## REALIZED Deviation from Fundamental Price: 0.3557976
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 81 ################
## Performance Fundamentalist: -0.9952354
## Performance Trend Follower: -0.0001320024
## Difference in Fractions: -0.9458856
## Value of probability for Fundamentalist: 0.0270572
## Value of probability for Trend Follower: 0.9729428
## REALIZED Deviation from Fundamental Price: 0.3776408
## [1] "#"
## [1] "#"
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## ############## iterazione n. 82 ################
## Performance Fundamentalist: -0.9946238
## Performance Trend Follower: -0.0001492105
## Difference in Fractions: -0.9457663
## Value of probability for Fundamentalist: 0.02711685
## Value of probability for Trend Follower: 0.9728831
## REALIZED Deviation from Fundamental Price: 0.4008004
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 83 ################
## Performance Fundamentalist: -0.9939332
## Performance Trend Follower: -0.0001687148
## Difference in Fractions: -0.9456313
## Value of probability for Fundamentalist: 0.02718437
## Value of probability for Trend Follower: 0.9728156
## REALIZED Deviation from Fundamental Price: 0.4253508
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 84 ################
## Performance Fundamentalist: -0.9931533
## Performance Trend Follower: -0.0001908363
## Difference in Fractions: -0.9454783
## Value of probability for Fundamentalist: 0.02726084
## Value of probability for Trend Follower: 0.9727392
## REALIZED Deviation from Fundamental Price: 0.4513695
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 85 ################
## Performance Fundamentalist: -0.9922722
## Performance Trend Follower: -0.0002159451
## Difference in Fractions: -0.945305
## Value of probability for Fundamentalist: 0.02734748
## Value of probability for Trend Follower: 0.9726525
## REALIZED Deviation from Fundamental Price: 0.4789371
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 86 ################
## Performance Fundamentalist: -0.9912767
## Performance Trend Follower: -0.0002444687
## Difference in Fractions: -0.9451086
## Value of probability for Fundamentalist: 0.02744571
## Value of probability for Trend Follower: 0.9725543
## REALIZED Deviation from Fundamental Price: 0.5081371
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 87 ################
## Performance Fundamentalist: -0.9901516
## Performance Trend Follower: -0.0002769022
## Difference in Fractions: -0.9448857
## Value of probability for Fundamentalist: 0.02755716
## Value of probability for Trend Follower: 0.9724428
## REALIZED Deviation from Fundamental Price: 0.5390556
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 88 ################
## Performance Fundamentalist: -0.9888795
## Performance Trend Follower: -0.0003138218
## Difference in Fractions: -0.9446326
## Value of probability for Fundamentalist: 0.02768372
## Value of probability for Trend Follower: 0.9723163
## REALIZED Deviation from Fundamental Price: 0.5717809
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 89 ################
## Performance Fundamentalist: -0.987441
## Performance Trend Follower: -0.0003558991
## Difference in Fractions: -0.9443449
## Value of probability for Fundamentalist: 0.02782756
## Value of probability for Trend Follower: 0.9721724
## REALIZED Deviation from Fundamental Price: 0.6064033
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 90 ################
## Performance Fundamentalist: -0.9858134
## Performance Trend Follower: -0.0004039212
## Difference in Fractions: -0.9440176
## Value of probability for Fundamentalist: 0.02799122
## Value of probability for Trend Follower: 0.9720088
## REALIZED Deviation from Fundamental Price: 0.6430138
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 91 ################
## Performance Fundamentalist: -0.9839711
## Performance Trend Follower: -0.0004588138
## Difference in Fractions: -0.9436447
## Value of probability for Fundamentalist: 0.02817764
## Value of probability for Trend Follower: 0.9718224
## REALIZED Deviation from Fundamental Price: 0.6817038
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 92 ################
## Performance Fundamentalist: -0.9818847
## Performance Trend Follower: -0.0005216712
## Difference in Fractions: -0.9432194
## Value of probability for Fundamentalist: 0.02839029
## Value of probability for Trend Follower: 0.9716097
## REALIZED Deviation from Fundamental Price: 0.7225637
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 93 ################
## Performance Fundamentalist: -0.9795206
## Performance Trend Follower: -0.0005937943
## Difference in Fractions: -0.9427335
## Value of probability for Fundamentalist: 0.02863323
## Value of probability for Trend Follower: 0.9713668
## REALIZED Deviation from Fundamental Price: 0.7656811
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 94 ################
## Performance Fundamentalist: -0.9768398
## Performance Trend Follower: -0.000676738
## Difference in Fractions: -0.9421775
## Value of probability for Fundamentalist: 0.02891125
## Value of probability for Trend Follower: 0.9710887
## REALIZED Deviation from Fundamental Price: 0.8111392
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 95 ################
## Performance Fundamentalist: -0.9737976
## Performance Trend Follower: -0.0007723734
## Difference in Fractions: -0.9415398
## Value of probability for Fundamentalist: 0.02923009
## Value of probability for Trend Follower: 0.9707699
## REALIZED Deviation from Fundamental Price: 0.8590141
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 96 ################
## Performance Fundamentalist: -0.9703423
## Performance Trend Follower: -0.0008829684
## Difference in Fractions: -0.9408069
## Value of probability for Fundamentalist: 0.02959656
## Value of probability for Trend Follower: 0.9704034
## REALIZED Deviation from Fundamental Price: 0.9093711
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 97 ################
## Performance Fundamentalist: -0.9664136
## Performance Trend Follower: -0.001011294
## Difference in Fractions: -0.9399621
## Value of probability for Fundamentalist: 0.03001893
## Value of probability for Trend Follower: 0.9699811
## REALIZED Deviation from Fundamental Price: 0.9622612
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 98 ################
## Performance Fundamentalist: -0.9619412
## Performance Trend Follower: -0.001160763
## Difference in Fractions: -0.9389856
## Value of probability for Fundamentalist: 0.03050722
## Value of probability for Trend Follower: 0.9694928
## REALIZED Deviation from Fundamental Price: 1.017715
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 99 ################
## Performance Fundamentalist: -0.9568429
## Performance Trend Follower: -0.001335625
## Difference in Fractions: -0.9378526
## Value of probability for Fundamentalist: 0.03107372
## Value of probability for Trend Follower: 0.9689263
## REALIZED Deviation from Fundamental Price: 1.075735
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 100 ################
## Performance Fundamentalist: -0.9510213
## Performance Trend Follower: -0.001541223
## Difference in Fractions: -0.9365326
## Value of probability for Fundamentalist: 0.03173369
## Value of probability for Trend Follower: 0.9682663
## REALIZED Deviation from Fundamental Price: 1.136289
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 101 ################
## Performance Fundamentalist: -0.944361
## Performance Trend Follower: -0.001784357
## Difference in Fractions: -0.9349875
## Value of probability for Fundamentalist: 0.03250627
## Value of probability for Trend Follower: 0.9674937
## REALIZED Deviation from Fundamental Price: 1.199294
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 102 ################
## Performance Fundamentalist: -0.9367238
## Performance Trend Follower: -0.002073797
## Difference in Fractions: -0.9331684
## Value of probability for Fundamentalist: 0.03341579
## Value of probability for Trend Follower: 0.9665842
## REALIZED Deviation from Fundamental Price: 1.264602
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 103 ################
## Performance Fundamentalist: -0.9279424
## Performance Trend Follower: -0.002421021
## Difference in Fractions: -0.9310127
## Value of probability for Fundamentalist: 0.03449366
## Value of probability for Trend Follower: 0.9655063
## REALIZED Deviation from Fundamental Price: 1.331979
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 104 ################
## Performance Fundamentalist: -0.9178124
## Performance Trend Follower: -0.002841309
## Difference in Fractions: -0.9284376
## Value of probability for Fundamentalist: 0.03578119
## Value of probability for Trend Follower: 0.9642188
## REALIZED Deviation from Fundamental Price: 1.401076
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 105 ################
## Performance Fundamentalist: -0.9060801
## Performance Trend Follower: -0.003355382
## Difference in Fractions: -0.9253325
## Value of probability for Fundamentalist: 0.03733376
## Value of probability for Trend Follower: 0.9626662
## REALIZED Deviation from Fundamental Price: 1.471384
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 106 ################
## Performance Fundamentalist: -0.8924259
## Performance Trend Follower: -0.003991968
## Difference in Fractions: -0.9215452
## Value of probability for Fundamentalist: 0.03922741
## Value of probability for Trend Follower: 0.9607726
## REALIZED Deviation from Fundamental Price: 1.54218
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 107 ################
## Performance Fundamentalist: -0.8764389
## Performance Trend Follower: -0.0047919
## Difference in Fractions: -0.9168609
## Value of probability for Fundamentalist: 0.04156954
## Value of probability for Trend Follower: 0.9584305
## REALIZED Deviation from Fundamental Price: 1.612443
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 108 ################
## Performance Fundamentalist: -0.857578
## Performance Trend Follower: -0.005814951
## Difference in Fractions: -0.9109661
## Value of probability for Fundamentalist: 0.04451695
## Value of probability for Trend Follower: 0.9554831
## REALIZED Deviation from Fundamental Price: 1.680722
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 109 ################
## Performance Fundamentalist: -0.8351089
## Performance Trend Follower: -0.007151741
## Difference in Fractions: -0.9033842
## Value of probability for Fundamentalist: 0.04830792
## Value of probability for Trend Follower: 0.9516921
## REALIZED Deviation from Fundamental Price: 1.744941
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 110 ################
## Performance Fundamentalist: -0.807998
## Performance Trend Follower: -0.008945573
## Difference in Fractions: -0.8933538
## Value of probability for Fundamentalist: 0.05332308
## Value of probability for Trend Follower: 0.9466769
## REALIZED Deviation from Fundamental Price: 1.802068
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 111 ################
## Performance Fundamentalist: -0.7747208
## Performance Trend Follower: -0.01143518
## Difference in Fractions: -0.8795811
## Value of probability for Fundamentalist: 0.06020943
## Value of probability for Trend Follower: 0.9397906
## REALIZED Deviation from Fundamental Price: 1.847527
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 112 ################
## Performance Fundamentalist: -0.732893
## Performance Trend Follower: -0.01504522
## Difference in Fractions: -0.8596823
## Value of probability for Fundamentalist: 0.07015883
## Value of probability for Trend Follower: 0.9298412
## REALIZED Deviation from Fundamental Price: 1.87408
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 113 ################
## Performance Fundamentalist: -0.6784939
## Performance Trend Follower: -0.02059788
## Difference in Fractions: -0.8287754
## Value of probability for Fundamentalist: 0.0856123
## Value of probability for Trend Follower: 0.9143877
## REALIZED Deviation from Fundamental Price: 1.869421
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 114 ################
## Performance Fundamentalist: -0.6040556
## Performance Trend Follower: -0.02987499
## Difference in Fractions: -0.7753183
## Value of probability for Fundamentalist: 0.1123408
## Value of probability for Trend Follower: 0.8876592
## REALIZED Deviation from Fundamental Price: 1.810264
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 115 ################
## Performance Fundamentalist: -0.4939309
## Performance Trend Follower: -0.04738224
## Difference in Fractions: -0.6661489
## Value of probability for Fundamentalist: 0.1669255
## Value of probability for Trend Follower: 0.8330745
## REALIZED Deviation from Fundamental Price: 1.645183
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 116 ################
## Performance Fundamentalist: -0.3108004
## Performance Trend Follower: -0.0872241
## Difference in Fractions: -0.3820325
## Value of probability for Fundamentalist: 0.3089838
## Value of probability for Trend Follower: 0.6910162
## REALIZED Deviation from Fundamental Price: 1.240198
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 117 ################
## Performance Fundamentalist: 0.0306312
## Performance Trend Follower: -0.2065105
## Difference in Fractions: 0.4026898
## Value of probability for Fundamentalist: 0.7013449
## Value of probability for Trend Follower: 0.2986551
## REALIZED Deviation from Fundamental Price: 0.4040635
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 118 ################
## Performance Fundamentalist: 0.3098601
## Performance Trend Follower: -0.5856961
## Difference in Fractions: 0.9234552
## Value of probability for Fundamentalist: 0.9617276
## Value of probability for Trend Follower: 0.03827239
## REALIZED Deviation from Fundamental Price: 0.01687034
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 119 ################
## Performance Fundamentalist: -0.8099449
## Performance Trend Follower: -0.4463147
## Difference in Fractions: -0.5747146
## Value of probability for Fundamentalist: 0.2126427
## Value of probability for Trend Follower: 0.7873573
## REALIZED Deviation from Fundamental Price: 0.01449053
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 120 ################
## Performance Fundamentalist: -0.9999245
## Performance Trend Follower: -0.001896446
## Difference in Fractions: -0.9464372
## Value of probability for Fundamentalist: 0.0267814
## Value of probability for Trend Follower: 0.9732186
## REALIZED Deviation from Fundamental Price: 0.01538449
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 121 ################
## Performance Fundamentalist: -0.9999912
## Performance Trend Follower: -2.389559e-06
## Difference in Fractions: -0.9468039
## Value of probability for Fundamentalist: 0.02659804
## Value of probability for Trend Follower: 0.973402
## REALIZED Deviation from Fundamental Price: 0.01633669
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 122 ################
## Performance Fundamentalist: -0.9999901
## Performance Trend Follower: -2.730148e-07
## Difference in Fractions: -0.9468041
## Value of probability for Fundamentalist: 0.02659794
## Value of probability for Trend Follower: 0.9734021
## REALIZED Deviation from Fundamental Price: 0.01734782
## [1] "#"
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## [1] "#"
## ############## iterazione n. 123 ################
## Performance Fundamentalist: -0.9999888
## Performance Trend Follower: -3.056899e-07
## Difference in Fractions: -0.9468039
## Value of probability for Fundamentalist: 0.02659806
## Value of probability for Trend Follower: 0.9734019
## REALIZED Deviation from Fundamental Price: 0.01842152
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 124 ################
## Performance Fundamentalist: -0.9999874
## Performance Trend Follower: -3.44701e-07
## Difference in Fractions: -0.9468036
## Value of probability for Fundamentalist: 0.0265982
## Value of probability for Trend Follower: 0.9734018
## REALIZED Deviation from Fundamental Price: 0.01956169
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 125 ################
## Performance Fundamentalist: -0.9999858
## Performance Trend Follower: -3.88694e-07
## Difference in Fractions: -0.9468033
## Value of probability for Fundamentalist: 0.02659836
## Value of probability for Trend Follower: 0.9734016
## REALIZED Deviation from Fundamental Price: 0.02077241
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 126 ################
## Performance Fundamentalist: -0.999984
## Performance Trend Follower: -4.38302e-07
## Difference in Fractions: -0.9468029
## Value of probability for Fundamentalist: 0.02659853
## Value of probability for Trend Follower: 0.9734015
## REALIZED Deviation from Fundamental Price: 0.02205807
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 127 ################
## Performance Fundamentalist: -0.9999819
## Performance Trend Follower: -4.942418e-07
## Difference in Fractions: -0.9468025
## Value of probability for Fundamentalist: 0.02659873
## Value of probability for Trend Follower: 0.9734013
## REALIZED Deviation from Fundamental Price: 0.02342329
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 128 ################
## Performance Fundamentalist: -0.9999796
## Performance Trend Follower: -5.573217e-07
## Difference in Fractions: -0.9468021
## Value of probability for Fundamentalist: 0.02659895
## Value of probability for Trend Follower: 0.9734011
## REALIZED Deviation from Fundamental Price: 0.02487301
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 129 ################
## Performance Fundamentalist: -0.999977
## Performance Trend Follower: -6.284532e-07
## Difference in Fractions: -0.9468016
## Value of probability for Fundamentalist: 0.0265992
## Value of probability for Trend Follower: 0.9734008
## REALIZED Deviation from Fundamental Price: 0.02641244
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 130 ################
## Performance Fundamentalist: -0.9999741
## Performance Trend Follower: -7.086642e-07
## Difference in Fractions: -0.946801
## Value of probability for Fundamentalist: 0.02659948
## Value of probability for Trend Follower: 0.9734005
## REALIZED Deviation from Fundamental Price: 0.02804715
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 131 ################
## Performance Fundamentalist: -0.9999708
## Performance Trend Follower: -7.991139e-07
## Difference in Fractions: -0.9468004
## Value of probability for Fundamentalist: 0.02659979
## Value of probability for Trend Follower: 0.9734002
## REALIZED Deviation from Fundamental Price: 0.02978302
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 132 ################
## Performance Fundamentalist: -0.999967
## Performance Trend Follower: -9.011096e-07
## Difference in Fractions: -0.9467997
## Value of probability for Fundamentalist: 0.02660015
## Value of probability for Trend Follower: 0.9733998
## REALIZED Deviation from Fundamental Price: 0.03162631
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 133 ################
## Performance Fundamentalist: -0.9999628
## Performance Trend Follower: -1.016126e-06
## Difference in Fractions: -0.9467989
## Value of probability for Fundamentalist: 0.02660055
## Value of probability for Trend Follower: 0.9733994
## REALIZED Deviation from Fundamental Price: 0.03358367
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 134 ################
## Performance Fundamentalist: -0.9999581
## Performance Trend Follower: -1.145824e-06
## Difference in Fractions: -0.946798
## Value of probability for Fundamentalist: 0.02660101
## Value of probability for Trend Follower: 0.973399
## REALIZED Deviation from Fundamental Price: 0.03566216
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 135 ################
## Performance Fundamentalist: -0.9999527
## Performance Trend Follower: -1.292081e-06
## Difference in Fractions: -0.946797
## Value of probability for Fundamentalist: 0.02660152
## Value of probability for Trend Follower: 0.9733985
## REALIZED Deviation from Fundamental Price: 0.03786926
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 136 ################
## Performance Fundamentalist: -0.9999467
## Performance Trend Follower: -1.45701e-06
## Difference in Fractions: -0.9467958
## Value of probability for Fundamentalist: 0.0266021
## Value of probability for Trend Follower: 0.9733979
## REALIZED Deviation from Fundamental Price: 0.04021294
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 137 ################
## Performance Fundamentalist: -0.9999399
## Performance Trend Follower: -1.642998e-06
## Difference in Fractions: -0.9467945
## Value of probability for Fundamentalist: 0.02660275
## Value of probability for Trend Follower: 0.9733972
## REALIZED Deviation from Fundamental Price: 0.04270164
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 138 ################
## Performance Fundamentalist: -0.9999322
## Performance Trend Follower: -1.852732e-06
## Difference in Fractions: -0.946793
## Value of probability for Fundamentalist: 0.02660349
## Value of probability for Trend Follower: 0.9733965
## REALIZED Deviation from Fundamental Price: 0.04534432
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 139 ################
## Performance Fundamentalist: -0.9999236
## Performance Trend Follower: -2.089248e-06
## Difference in Fractions: -0.9467914
## Value of probability for Fundamentalist: 0.02660431
## Value of probability for Trend Follower: 0.9733957
## REALIZED Deviation from Fundamental Price: 0.0481505
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 140 ################
## Performance Fundamentalist: -0.9999138
## Performance Trend Follower: -2.355968e-06
## Difference in Fractions: -0.9467895
## Value of probability for Fundamentalist: 0.02660525
## Value of probability for Trend Follower: 0.9733948
## REALIZED Deviation from Fundamental Price: 0.05113031
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 141 ################
## Performance Fundamentalist: -0.9999028
## Performance Trend Follower: -2.656751e-06
## Difference in Fractions: -0.9467874
## Value of probability for Fundamentalist: 0.0266063
## Value of probability for Trend Follower: 0.9733937
## REALIZED Deviation from Fundamental Price: 0.05429446
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 142 ################
## Performance Fundamentalist: -0.9998904
## Performance Trend Follower: -2.995951e-06
## Difference in Fractions: -0.946785
## Value of probability for Fundamentalist: 0.02660749
## Value of probability for Trend Follower: 0.9733925
## REALIZED Deviation from Fundamental Price: 0.05765435
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 143 ################
## Performance Fundamentalist: -0.9998764
## Performance Trend Follower: -3.37848e-06
## Difference in Fractions: -0.9467823
## Value of probability for Fundamentalist: 0.02660883
## Value of probability for Trend Follower: 0.9733912
## REALIZED Deviation from Fundamental Price: 0.06122207
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 144 ################
## Performance Fundamentalist: -0.9998606
## Performance Trend Follower: -3.809878e-06
## Difference in Fractions: -0.9467793
## Value of probability for Fundamentalist: 0.02661034
## Value of probability for Trend Follower: 0.9733897
## REALIZED Deviation from Fundamental Price: 0.06501047
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 145 ################
## Performance Fundamentalist: -0.9998428
## Performance Trend Follower: -4.296395e-06
## Difference in Fractions: -0.9467759
## Value of probability for Fundamentalist: 0.02661205
## Value of probability for Trend Follower: 0.973388
## REALIZED Deviation from Fundamental Price: 0.06903317
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 146 ################
## Performance Fundamentalist: -0.9998228
## Performance Trend Follower: -4.845084e-06
## Difference in Fractions: -0.9467721
## Value of probability for Fundamentalist: 0.02661397
## Value of probability for Trend Follower: 0.973386
## REALIZED Deviation from Fundamental Price: 0.07330464
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 147 ################
## Performance Fundamentalist: -0.9998001
## Performance Trend Follower: -5.463901e-06
## Difference in Fractions: -0.9467677
## Value of probability for Fundamentalist: 0.02661614
## Value of probability for Trend Follower: 0.9733839
## REALIZED Deviation from Fundamental Price: 0.07784025
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 148 ################
## Performance Fundamentalist: -0.9997746
## Performance Trend Follower: -6.161825e-06
## Difference in Fractions: -0.9467628
## Value of probability for Fundamentalist: 0.02661858
## Value of probability for Trend Follower: 0.9733814
## REALIZED Deviation from Fundamental Price: 0.08265627
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 149 ################
## Performance Fundamentalist: -0.9997459
## Performance Trend Follower: -6.948987e-06
## Difference in Fractions: -0.9467573
## Value of probability for Fundamentalist: 0.02662134
## Value of probability for Trend Follower: 0.9733787
## REALIZED Deviation from Fundamental Price: 0.08777002
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 150 ################
## Performance Fundamentalist: -0.9997134
## Performance Trend Follower: -7.836821e-06
## Difference in Fractions: -0.9467511
## Value of probability for Fundamentalist: 0.02662445
## Value of probability for Trend Follower: 0.9733756
## REALIZED Deviation from Fundamental Price: 0.09319984
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 151 ################
## Performance Fundamentalist: -0.9996768
## Performance Trend Follower: -8.838235e-06
## Difference in Fractions: -0.9467441
## Value of probability for Fundamentalist: 0.02662795
## Value of probability for Trend Follower: 0.973372
## REALIZED Deviation from Fundamental Price: 0.09896523
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 152 ################
## Performance Fundamentalist: -0.9996356
## Performance Trend Follower: -9.967798e-06
## Difference in Fractions: -0.9467362
## Value of probability for Fundamentalist: 0.02663191
## Value of probability for Trend Follower: 0.9733681
## REALIZED Deviation from Fundamental Price: 0.1050868
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 153 ################
## Performance Fundamentalist: -0.9995891
## Performance Trend Follower: -1.124196e-05
## Difference in Fractions: -0.9467273
## Value of probability for Fundamentalist: 0.02663637
## Value of probability for Trend Follower: 0.9733636
## REALIZED Deviation from Fundamental Price: 0.1115866
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 154 ################
## Performance Fundamentalist: -0.9995366
## Performance Trend Follower: -1.267929e-05
## Difference in Fractions: -0.9467172
## Value of probability for Fundamentalist: 0.0266414
## Value of probability for Trend Follower: 0.9733586
## REALIZED Deviation from Fundamental Price: 0.1184877
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 155 ################
## Performance Fundamentalist: -0.9994774
## Performance Trend Follower: -1.430077e-05
## Difference in Fractions: -0.9467058
## Value of probability for Fundamentalist: 0.02664708
## Value of probability for Trend Follower: 0.9733529
## REALIZED Deviation from Fundamental Price: 0.125815
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 156 ################
## Performance Fundamentalist: -0.9994107
## Performance Trend Follower: -1.61301e-05
## Difference in Fractions: -0.946693
## Value of probability for Fundamentalist: 0.02665348
## Value of probability for Trend Follower: 0.9733465
## REALIZED Deviation from Fundamental Price: 0.1335944
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 157 ################
## Performance Fundamentalist: -0.9993354
## Performance Trend Follower: -1.819405e-05
## Difference in Fractions: -0.9466786
## Value of probability for Fundamentalist: 0.0266607
## Value of probability for Trend Follower: 0.9733393
## REALIZED Deviation from Fundamental Price: 0.1418539
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 158 ################
## Performance Fundamentalist: -0.9992505
## Performance Trend Follower: -2.052289e-05
## Difference in Fractions: -0.9466623
## Value of probability for Fundamentalist: 0.02666885
## Value of probability for Trend Follower: 0.9733311
## REALIZED Deviation from Fundamental Price: 0.1506227
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 159 ################
## Performance Fundamentalist: -0.9991548
## Performance Trend Follower: -2.31508e-05
## Difference in Fractions: -0.9466439
## Value of probability for Fundamentalist: 0.02667805
## Value of probability for Trend Follower: 0.973322
## REALIZED Deviation from Fundamental Price: 0.159932
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 160 ################
## Performance Fundamentalist: -0.9990468
## Performance Trend Follower: -2.611649e-05
## Difference in Fractions: -0.9466232
## Value of probability for Fundamentalist: 0.02668842
## Value of probability for Trend Follower: 0.9733116
## REALIZED Deviation from Fundamental Price: 0.1698149
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 161 ################
## Performance Fundamentalist: -0.998925
## Performance Trend Follower: -2.946371e-05
## Difference in Fractions: -0.9465998
## Value of probability for Fundamentalist: 0.02670012
## Value of probability for Trend Follower: 0.9732999
## REALIZED Deviation from Fundamental Price: 0.1803064
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 162 ################
## Performance Fundamentalist: -0.9987877
## Performance Trend Follower: -3.324198e-05
## Difference in Fractions: -0.9465733
## Value of probability for Fundamentalist: 0.02671333
## Value of probability for Trend Follower: 0.9732867
## REALIZED Deviation from Fundamental Price: 0.1914434
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 163 ################
## Performance Fundamentalist: -0.9986327
## Performance Trend Follower: -3.750738e-05
## Difference in Fractions: -0.9465435
## Value of probability for Fundamentalist: 0.02672824
## Value of probability for Trend Follower: 0.9732718
## REALIZED Deviation from Fundamental Price: 0.2032652
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 164 ################
## Performance Fundamentalist: -0.998458
## Performance Trend Follower: -4.232341e-05
## Difference in Fractions: -0.9465099
## Value of probability for Fundamentalist: 0.02674506
## Value of probability for Trend Follower: 0.9732549
## REALIZED Deviation from Fundamental Price: 0.2158133
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 165 ################
## Performance Fundamentalist: -0.9982608
## Performance Trend Follower: -4.776209e-05
## Difference in Fractions: -0.9464719
## Value of probability for Fundamentalist: 0.02676405
## Value of probability for Trend Follower: 0.9732359
## REALIZED Deviation from Fundamental Price: 0.2291316
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 166 ################
## Performance Fundamentalist: -0.9980384
## Performance Trend Follower: -5.390506e-05
## Difference in Fractions: -0.946429
## Value of probability for Fundamentalist: 0.02678549
## Value of probability for Trend Follower: 0.9732145
## REALIZED Deviation from Fundamental Price: 0.2432664
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 167 ################
## Performance Fundamentalist: -0.9977875
## Performance Trend Follower: -6.0845e-05
## Difference in Fractions: -0.9463806
## Value of probability for Fundamentalist: 0.0268097
## Value of probability for Trend Follower: 0.9731903
## REALIZED Deviation from Fundamental Price: 0.2582667
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 168 ################
## Performance Fundamentalist: -0.9975043
## Performance Trend Follower: -6.86872e-05
## Difference in Fractions: -0.9463259
## Value of probability for Fundamentalist: 0.02683704
## Value of probability for Trend Follower: 0.973163
## REALIZED Deviation from Fundamental Price: 0.2741843
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 169 ################
## Performance Fundamentalist: -0.9971849
## Performance Trend Follower: -7.755136e-05
## Difference in Fractions: -0.9462641
## Value of probability for Fundamentalist: 0.02686793
## Value of probability for Trend Follower: 0.9731321
## REALIZED Deviation from Fundamental Price: 0.2910737
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 170 ################
## Performance Fundamentalist: -0.9968244
## Performance Trend Follower: -8.757372e-05
## Difference in Fractions: -0.9461943
## Value of probability for Fundamentalist: 0.02690283
## Value of probability for Trend Follower: 0.9730972
## REALIZED Deviation from Fundamental Price: 0.3089923
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 171 ################
## Performance Fundamentalist: -0.9964176
## Performance Trend Follower: -9.890952e-05
## Difference in Fractions: -0.9461155
## Value of probability for Fundamentalist: 0.02694226
## Value of probability for Trend Follower: 0.9730577
## REALIZED Deviation from Fundamental Price: 0.3280008
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 172 ################
## Performance Fundamentalist: -0.9959584
## Performance Trend Follower: -0.0001117359
## Difference in Fractions: -0.9460263
## Value of probability for Fundamentalist: 0.02698685
## Value of probability for Trend Follower: 0.9730132
## REALIZED Deviation from Fundamental Price: 0.3481626
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 173 ################
## Performance Fundamentalist: -0.9954401
## Performance Trend Follower: -0.0001262552
## Difference in Fractions: -0.9459255
## Value of probability for Fundamentalist: 0.02703726
## Value of probability for Trend Follower: 0.9729627
## REALIZED Deviation from Fundamental Price: 0.3695447
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 174 ################
## Performance Fundamentalist: -0.994855
## Performance Trend Follower: -0.0001426991
## Difference in Fractions: -0.9458114
## Value of probability for Fundamentalist: 0.02709429
## Value of probability for Trend Follower: 0.9729057
## REALIZED Deviation from Fundamental Price: 0.3922168
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 175 ################
## Performance Fundamentalist: -0.9941943
## Performance Trend Follower: -0.0001613331
## Difference in Fractions: -0.9456823
## Value of probability for Fundamentalist: 0.02715883
## Value of probability for Trend Follower: 0.9728412
## REALIZED Deviation from Fundamental Price: 0.4162524
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 176 ################
## Performance Fundamentalist: -0.9934481
## Performance Trend Follower: -0.0001824623
## Difference in Fractions: -0.9455362
## Value of probability for Fundamentalist: 0.02723191
## Value of probability for Trend Follower: 0.9727681
## REALIZED Deviation from Fundamental Price: 0.4417277
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 177 ################
## Performance Fundamentalist: -0.9926053
## Performance Trend Follower: -0.000206438
## Difference in Fractions: -0.9453706
## Value of probability for Fundamentalist: 0.02731469
## Value of probability for Trend Follower: 0.9726853
## REALIZED Deviation from Fundamental Price: 0.4687222
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 178 ################
## Performance Fundamentalist: -0.9916531
## Performance Trend Follower: -0.0002336656
## Difference in Fractions: -0.9451829
## Value of probability for Fundamentalist: 0.02740853
## Value of probability for Trend Follower: 0.9725915
## REALIZED Deviation from Fundamental Price: 0.4973184
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 179 ################
## Performance Fundamentalist: -0.990577
## Performance Trend Follower: -0.0002646144
## Difference in Fractions: -0.9449701
## Value of probability for Fundamentalist: 0.02751497
## Value of probability for Trend Follower: 0.972485
## REALIZED Deviation from Fundamental Price: 0.5276015
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 180 ################
## Performance Fundamentalist: -0.9893606
## Performance Trend Follower: -0.0002998294
## Difference in Fractions: -0.9447284
## Value of probability for Fundamentalist: 0.02763579
## Value of probability for Trend Follower: 0.9723642
## REALIZED Deviation from Fundamental Price: 0.5596591
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 181 ################
## Performance Fundamentalist: -0.987985
## Performance Trend Follower: -0.0003399455
## Difference in Fractions: -0.9444539
## Value of probability for Fundamentalist: 0.02777307
## Value of probability for Trend Follower: 0.9722269
## REALIZED Deviation from Fundamental Price: 0.5935807
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 182 ################
## Performance Fundamentalist: -0.986429
## Performance Trend Follower: -0.0003857053
## Difference in Fractions: -0.9441416
## Value of probability for Fundamentalist: 0.0279292
## Value of probability for Trend Follower: 0.9720708
## REALIZED Deviation from Fundamental Price: 0.6294572
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 183 ################
## Performance Fundamentalist: -0.984668
## Performance Trend Follower: -0.000437981
## Difference in Fractions: -0.9437861
## Value of probability for Fundamentalist: 0.02810697
## Value of probability for Trend Follower: 0.971893
## REALIZED Deviation from Fundamental Price: 0.6673801
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 184 ################
## Performance Fundamentalist: -0.9826741
## Performance Trend Follower: -0.0004978017
## Difference in Fractions: -0.9433807
## Value of probability for Fundamentalist: 0.02830964
## Value of probability for Trend Follower: 0.9716904
## REALIZED Deviation from Fundamental Price: 0.7074402
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 185 ################
## Performance Fundamentalist: -0.9804152
## Performance Trend Follower: -0.0005663881
## Difference in Fractions: -0.9429179
## Value of probability for Fundamentalist: 0.02854104
## Value of probability for Trend Follower: 0.971459
## REALIZED Deviation from Fundamental Price: 0.7497263
## [1] "#"
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## [1] "#"
## ############## iterazione n. 186 ################
## Performance Fundamentalist: -0.9778545
## Performance Trend Follower: -0.0006451963
## Difference in Fractions: -0.9423886
## Value of probability for Fundamentalist: 0.02880569
## Value of probability for Trend Follower: 0.9711943
## REALIZED Deviation from Fundamental Price: 0.7943235
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 187 ################
## Performance Fundamentalist: -0.9749495
## Performance Trend Follower: -0.0007359742
## Difference in Fractions: -0.9417821
## Value of probability for Fundamentalist: 0.02910895
## Value of probability for Trend Follower: 0.970891
## REALIZED Deviation from Fundamental Price: 0.8413108
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 188 ################
## Performance Fundamentalist: -0.971651
## Performance Trend Follower: -0.0008408347
## Difference in Fractions: -0.9410856
## Value of probability for Fundamentalist: 0.02945722
## Value of probability for Trend Follower: 0.9705428
## REALIZED Deviation from Fundamental Price: 0.890758
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 189 ################
## Performance Fundamentalist: -0.967902
## Performance Trend Follower: -0.000962351
## Difference in Fractions: -0.9402836
## Value of probability for Fundamentalist: 0.0298582
## Value of probability for Trend Follower: 0.9701418
## REALIZED Deviation from Fundamental Price: 0.9427217
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 190 ################
## Performance Fundamentalist: -0.9636363
## Performance Trend Follower: -0.001103684
## Difference in Fractions: -0.9393576
## Value of probability for Fundamentalist: 0.03032121
## Value of probability for Trend Follower: 0.9696788
## REALIZED Deviation from Fundamental Price: 0.9972406
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 191 ################
## Performance Fundamentalist: -0.9587761
## Performance Trend Follower: -0.001268753
## Difference in Fractions: -0.9382847
## Value of probability for Fundamentalist: 0.03085766
## Value of probability for Trend Follower: 0.9691423
## REALIZED Deviation from Fundamental Price: 1.054329
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 192 ################
## Performance Fundamentalist: -0.95323
## Performance Trend Follower: -0.001462467
## Difference in Fractions: -0.9370367
## Value of probability for Fundamentalist: 0.03148163
## Value of probability for Trend Follower: 0.9685184
## REALIZED Deviation from Fundamental Price: 1.113967
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 193 ################
## Performance Fundamentalist: -0.9468896
## Performance Trend Follower: -0.001691045
## Difference in Fractions: -0.9355785
## Value of probability for Fundamentalist: 0.03221073
## Value of probability for Trend Follower: 0.9677893
## REALIZED Deviation from Fundamental Price: 1.176094
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 194 ################
## Performance Fundamentalist: -0.9396255
## Performance Trend Follower: -0.00196247
## Difference in Fractions: -0.9338656
## Value of probability for Fundamentalist: 0.03306721
## Value of probability for Trend Follower: 0.9669328
## REALIZED Deviation from Fundamental Price: 1.240586
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 195 ################
## Performance Fundamentalist: -0.9312819
## Performance Trend Follower: -0.00228713
## Difference in Fractions: -0.9318407
## Value of probability for Fundamentalist: 0.03407964
## Value of probability for Trend Follower: 0.9659204
## REALIZED Deviation from Fundamental Price: 1.307244
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 196 ################
## Performance Fundamentalist: -0.921669
## Performance Trend Follower: -0.002678765
## Difference in Fractions: -0.9294293
## Value of probability for Fundamentalist: 0.03528533
## Value of probability for Trend Follower: 0.9647147
## REALIZED Deviation from Fundamental Price: 1.375764
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 197 ################
## Performance Fundamentalist: -0.9105528
## Performance Trend Follower: -0.00315588
## Difference in Fractions: -0.9265321
## Value of probability for Fundamentalist: 0.03673393
## Value of probability for Trend Follower: 0.9632661
## REALIZED Deviation from Fundamental Price: 1.445702
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 198 ################
## Performance Fundamentalist: -0.8976399
## Performance Trend Follower: -0.003743914
## Difference in Fractions: -0.923014
## Value of probability for Fundamentalist: 0.03849299
## Value of probability for Trend Follower: 0.961507
## REALIZED Deviation from Fundamental Price: 1.516421
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 199 ################
## Performance Fundamentalist: -0.8825565
## Performance Trend Follower: -0.004478681
## Difference in Fractions: -0.9186862
## Value of probability for Fundamentalist: 0.0406569
## Value of probability for Trend Follower: 0.9593431
## REALIZED Deviation from Fundamental Price: 1.58702
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 200 ################
## Performance Fundamentalist: -0.8648144
## Performance Trend Follower: -0.005412024
## Difference in Fractions: -0.9132766
## Value of probability for Fundamentalist: 0.04336172
## Value of probability for Trend Follower: 0.9566383
## REALIZED Deviation from Fundamental Price: 1.656223
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 201 ################
## Performance Fundamentalist: -0.843759
## Performance Trend Follower: -0.006621484
## Difference in Fractions: -0.906378
## Value of probability for Fundamentalist: 0.046811
## Value of probability for Trend Follower: 0.953189
## REALIZED Deviation from Fundamental Price: 1.722211
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 202 ################
## Performance Fundamentalist: -0.8184821
## Performance Trend Follower: -0.008227696
## Difference in Fractions: -0.8973527
## Value of probability for Fundamentalist: 0.05132366
## Value of probability for Trend Follower: 0.9486763
## REALIZED Deviation from Fundamental Price: 1.78235
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 203 ################
## Performance Fundamentalist: -0.7876681
## Performance Trend Follower: -0.01042759
## Difference in Fractions: -0.8851424
## Value of probability for Fundamentalist: 0.05742878
## Value of probability for Trend Follower: 0.9425712
## REALIZED Deviation from Fundamental Price: 1.832718
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 204 ################
## Performance Fundamentalist: -0.7493066
## Performance Trend Follower: -0.01356259
## Difference in Fractions: -0.867859
## Value of probability for Fundamentalist: 0.06607051
## Value of probability for Trend Follower: 0.9339295
## REALIZED Deviation from Fundamental Price: 1.867232
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 205 ################
## Performance Fundamentalist: -0.7001059
## Performance Trend Follower: -0.01827189
## Difference in Fractions: -0.8417947
## Value of probability for Fundamentalist: 0.07910263
## Value of probability for Trend Follower: 0.9208974
## REALIZED Deviation from Fundamental Price: 1.87585
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 206 ################
## Performance Fundamentalist: -0.6341795
## Performance Trend Follower: -0.02587984
## Difference in Fractions: -0.7986739
## Value of probability for Fundamentalist: 0.1006631
## Value of probability for Trend Follower: 0.8993369
## REALIZED Deviation from Fundamental Price: 1.840387
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 207 ################
## Performance Fundamentalist: -0.5397545
## Performance Trend Follower: -0.03953386
## Difference in Fractions: -0.7164912
## Value of probability for Fundamentalist: 0.1417544
## Value of probability for Trend Follower: 0.8582456
## REALIZED Deviation from Fundamental Price: 1.723095
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 208 ################
## Performance Fundamentalist: -0.3899792
## Performance Trend Follower: -0.06827981
## Difference in Fractions: -0.5219811
## Value of probability for Fundamentalist: 0.2390095
## Value of probability for Trend Follower: 0.7609905
## REALIZED Deviation from Fundamental Price: 1.430464
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 209 ################
## Performance Fundamentalist: -0.1187502
## Performance Trend Follower: -0.1455539
## Difference in Fractions: 0.04820929
## Value of probability for Fundamentalist: 0.5241046
## Value of probability for Trend Follower: 0.4758954
## REALIZED Deviation from Fundamental Price: 0.7426379
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 210 ################
## Performance Fundamentalist: 0.3073877
## Performance Trend Follower: -0.4106201
## Difference in Fractions: 0.8597575
## Value of probability for Fundamentalist: 0.9298787
## Value of probability for Trend Follower: 0.07012125
## REALIZED Deviation from Fundamental Price: 0.05680876
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 211 ################
## Performance Fundamentalist: -0.3790789
## Performance Trend Follower: -0.6838219
## Difference in Fractions: 0.4994233
## Value of probability for Fundamentalist: 0.7497116
## Value of probability for Trend Follower: 0.2502884
## REALIZED Deviation from Fundamental Price: 0.01551117
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 212 ################
## Performance Fundamentalist: -0.9970643
## Performance Trend Follower: -0.03892992
## Difference in Fractions: -0.9384196
## Value of probability for Fundamentalist: 0.03079022
## Value of probability for Trend Follower: 0.9692098
## REALIZED Deviation from Fundamental Price: 0.01640027
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 213 ################
## Performance Fundamentalist: -0.9999887
## Performance Trend Follower: -3.383469e-05
## Difference in Fractions: -0.9467976
## Value of probability for Fundamentalist: 0.0266012
## Value of probability for Trend Follower: 0.9733988
## REALIZED Deviation from Fundamental Price: 0.01741527
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 214 ################
## Performance Fundamentalist: -0.9999887
## Performance Trend Follower: -3.582061e-07
## Difference in Fractions: -0.9468038
## Value of probability for Fundamentalist: 0.02659808
## Value of probability for Trend Follower: 0.9734019
## REALIZED Deviation from Fundamental Price: 0.01849316
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 215 ################
## Performance Fundamentalist: -0.9999873
## Performance Trend Follower: -3.474308e-07
## Difference in Fractions: -0.9468036
## Value of probability for Fundamentalist: 0.02659821
## Value of probability for Trend Follower: 0.9734018
## REALIZED Deviation from Fundamental Price: 0.01963775
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 216 ################
## Performance Fundamentalist: -0.9999857
## Performance Trend Follower: -3.917231e-07
## Difference in Fractions: -0.9468033
## Value of probability for Fundamentalist: 0.02659837
## Value of probability for Trend Follower: 0.9734016
## REALIZED Deviation from Fundamental Price: 0.02085318
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 217 ################
## Performance Fundamentalist: -0.9999838
## Performance Trend Follower: -4.417176e-07
## Difference in Fractions: -0.9468029
## Value of probability for Fundamentalist: 0.02659854
## Value of probability for Trend Follower: 0.9734015
## REALIZED Deviation from Fundamental Price: 0.02214384
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 218 ################
## Performance Fundamentalist: -0.9999818
## Performance Trend Follower: -4.980934e-07
## Difference in Fractions: -0.9468025
## Value of probability for Fundamentalist: 0.02659874
## Value of probability for Trend Follower: 0.9734013
## REALIZED Deviation from Fundamental Price: 0.02351437
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 219 ################
## Performance Fundamentalist: -0.9999794
## Performance Trend Follower: -5.616649e-07
## Difference in Fractions: -0.9468021
## Value of probability for Fundamentalist: 0.02659896
## Value of probability for Trend Follower: 0.973401
## REALIZED Deviation from Fundamental Price: 0.02496972
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 220 ################
## Performance Fundamentalist: -0.9999768
## Performance Trend Follower: -6.333507e-07
## Difference in Fractions: -0.9468016
## Value of probability for Fundamentalist: 0.02659921
## Value of probability for Trend Follower: 0.9734008
## REALIZED Deviation from Fundamental Price: 0.02651514
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 221 ################
## Performance Fundamentalist: -0.9999739
## Performance Trend Follower: -7.141869e-07
## Difference in Fractions: -0.946801
## Value of probability for Fundamentalist: 0.0265995
## Value of probability for Trend Follower: 0.9734005
## REALIZED Deviation from Fundamental Price: 0.02815621
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 222 ################
## Performance Fundamentalist: -0.9999705
## Performance Trend Follower: -8.053415e-07
## Difference in Fractions: -0.9468004
## Value of probability for Fundamentalist: 0.02659982
## Value of probability for Trend Follower: 0.9734002
## REALIZED Deviation from Fundamental Price: 0.02989882
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 223 ################
## Performance Fundamentalist: -0.9999668
## Performance Trend Follower: -9.081322e-07
## Difference in Fractions: -0.9467996
## Value of probability for Fundamentalist: 0.02660018
## Value of probability for Trend Follower: 0.9733998
## REALIZED Deviation from Fundamental Price: 0.03174928
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 224 ################
## Performance Fundamentalist: -0.9999625
## Performance Trend Follower: -1.024045e-06
## Difference in Fractions: -0.9467988
## Value of probability for Fundamentalist: 0.02660058
## Value of probability for Trend Follower: 0.9733994
## REALIZED Deviation from Fundamental Price: 0.03371426
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 225 ################
## Performance Fundamentalist: -0.9999577
## Performance Trend Follower: -1.154754e-06
## Difference in Fractions: -0.9467979
## Value of probability for Fundamentalist: 0.02660104
## Value of probability for Trend Follower: 0.973399
## REALIZED Deviation from Fundamental Price: 0.03580082
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 226 ################
## Performance Fundamentalist: -0.9999524
## Performance Trend Follower: -1.302151e-06
## Difference in Fractions: -0.9467969
## Value of probability for Fundamentalist: 0.02660156
## Value of probability for Trend Follower: 0.9733984
## REALIZED Deviation from Fundamental Price: 0.03801651
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 227 ################
## Performance Fundamentalist: -0.9999463
## Performance Trend Follower: -1.468366e-06
## Difference in Fractions: -0.9467957
## Value of probability for Fundamentalist: 0.02660214
## Value of probability for Trend Follower: 0.9733979
## REALIZED Deviation from Fundamental Price: 0.0403693
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 228 ################
## Performance Fundamentalist: -0.9999394
## Performance Trend Follower: -1.655803e-06
## Difference in Fractions: -0.9467944
## Value of probability for Fundamentalist: 0.0266028
## Value of probability for Trend Follower: 0.9733972
## REALIZED Deviation from Fundamental Price: 0.04286767
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 229 ################
## Performance Fundamentalist: -0.9999317
## Performance Trend Follower: -1.867173e-06
## Difference in Fractions: -0.9467929
## Value of probability for Fundamentalist: 0.02660354
## Value of probability for Trend Follower: 0.9733965
## REALIZED Deviation from Fundamental Price: 0.04552062
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 230 ################
## Performance Fundamentalist: -0.999923
## Performance Trend Follower: -2.105533e-06
## Difference in Fractions: -0.9467913
## Value of probability for Fundamentalist: 0.02660437
## Value of probability for Trend Follower: 0.9733956
## REALIZED Deviation from Fundamental Price: 0.04833771
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 231 ################
## Performance Fundamentalist: -0.9999131
## Performance Trend Follower: -2.374332e-06
## Difference in Fractions: -0.9467894
## Value of probability for Fundamentalist: 0.02660531
## Value of probability for Trend Follower: 0.9733947
## REALIZED Deviation from Fundamental Price: 0.0513291
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 232 ################
## Performance Fundamentalist: -0.999902
## Performance Trend Follower: -2.677461e-06
## Difference in Fractions: -0.9467872
## Value of probability for Fundamentalist: 0.02660638
## Value of probability for Trend Follower: 0.9733936
## REALIZED Deviation from Fundamental Price: 0.05450555
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 233 ################
## Performance Fundamentalist: -0.9998895
## Performance Trend Follower: -3.019307e-06
## Difference in Fractions: -0.9467849
## Value of probability for Fundamentalist: 0.02660757
## Value of probability for Trend Follower: 0.9733924
## REALIZED Deviation from Fundamental Price: 0.05787849
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 234 ################
## Performance Fundamentalist: -0.9998754
## Performance Trend Follower: -3.404819e-06
## Difference in Fractions: -0.9467822
## Value of probability for Fundamentalist: 0.02660892
## Value of probability for Trend Follower: 0.9733911
## REALIZED Deviation from Fundamental Price: 0.06146008
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 235 ################
## Performance Fundamentalist: -0.9998595
## Performance Trend Follower: -3.839582e-06
## Difference in Fractions: -0.9467791
## Value of probability for Fundamentalist: 0.02661045
## Value of probability for Trend Follower: 0.9733896
## REALIZED Deviation from Fundamental Price: 0.0652632
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 236 ################
## Performance Fundamentalist: -0.9998416
## Performance Trend Follower: -4.329895e-06
## Difference in Fractions: -0.9467757
## Value of probability for Fundamentalist: 0.02661216
## Value of probability for Trend Follower: 0.9733878
## REALIZED Deviation from Fundamental Price: 0.06930154
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 237 ################
## Performance Fundamentalist: -0.9998214
## Performance Trend Follower: -4.882865e-06
## Difference in Fractions: -0.9467718
## Value of probability for Fundamentalist: 0.0266141
## Value of probability for Trend Follower: 0.9733859
## REALIZED Deviation from Fundamental Price: 0.07358961
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 238 ################
## Performance Fundamentalist: -0.9997986
## Performance Trend Follower: -5.506511e-06
## Difference in Fractions: -0.9467674
## Value of probability for Fundamentalist: 0.02661629
## Value of probability for Trend Follower: 0.9733837
## REALIZED Deviation from Fundamental Price: 0.07814283
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 239 ################
## Performance Fundamentalist: -0.9997729
## Performance Trend Follower: -6.209883e-06
## Difference in Fractions: -0.9467625
## Value of probability for Fundamentalist: 0.02661875
## Value of probability for Trend Follower: 0.9733813
## REALIZED Deviation from Fundamental Price: 0.08297756
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 240 ################
## Performance Fundamentalist: -0.9997439
## Performance Trend Follower: -7.00319e-06
## Difference in Fractions: -0.9467569
## Value of probability for Fundamentalist: 0.02662153
## Value of probability for Trend Follower: 0.9733785
## REALIZED Deviation from Fundamental Price: 0.08811117
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 241 ################
## Performance Fundamentalist: -0.9997112
## Performance Trend Follower: -7.897957e-06
## Difference in Fractions: -0.9467507
## Value of probability for Fundamentalist: 0.02662466
## Value of probability for Trend Follower: 0.9733753
## REALIZED Deviation from Fundamental Price: 0.09356207
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 242 ################
## Performance Fundamentalist: -0.9996743
## Performance Trend Follower: -8.907193e-06
## Difference in Fractions: -0.9467436
## Value of probability for Fundamentalist: 0.0266282
## Value of probability for Trend Follower: 0.9733718
## REALIZED Deviation from Fundamental Price: 0.09934984
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 243 ################
## Performance Fundamentalist: -0.9996327
## Performance Trend Follower: -1.004558e-05
## Difference in Fractions: -0.9467356
## Value of probability for Fundamentalist: 0.02663218
## Value of probability for Trend Follower: 0.9733678
## REALIZED Deviation from Fundamental Price: 0.1054952
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 244 ################
## Performance Fundamentalist: -0.9995859
## Performance Trend Follower: -1.13297e-05
## Difference in Fractions: -0.9467266
## Value of probability for Fundamentalist: 0.02663668
## Value of probability for Trend Follower: 0.9733633
## REALIZED Deviation from Fundamental Price: 0.1120202
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 245 ################
## Performance Fundamentalist: -0.999533
## Performance Trend Follower: -1.277827e-05
## Difference in Fractions: -0.9467165
## Value of probability for Fundamentalist: 0.02664175
## Value of probability for Trend Follower: 0.9733583
## REALIZED Deviation from Fundamental Price: 0.1189481
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 246 ################
## Performance Fundamentalist: -0.9994733
## Performance Trend Follower: -1.441244e-05
## Difference in Fractions: -0.9467051
## Value of probability for Fundamentalist: 0.02664747
## Value of probability for Trend Follower: 0.9733525
## REALIZED Deviation from Fundamental Price: 0.1263038
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 247 ################
## Performance Fundamentalist: -0.9994061
## Performance Trend Follower: -1.625609e-05
## Difference in Fractions: -0.9466922
## Value of probability for Fundamentalist: 0.02665392
## Value of probability for Trend Follower: 0.9733461
## REALIZED Deviation from Fundamental Price: 0.1341134
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 248 ################
## Performance Fundamentalist: -0.9993302
## Performance Trend Follower: -1.83362e-05
## Difference in Fractions: -0.9466776
## Value of probability for Fundamentalist: 0.0266612
## Value of probability for Trend Follower: 0.9733388
## REALIZED Deviation from Fundamental Price: 0.1424048
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 249 ################
## Performance Fundamentalist: -0.9992447
## Performance Trend Follower: -2.068328e-05
## Difference in Fractions: -0.9466612
## Value of probability for Fundamentalist: 0.02666941
## Value of probability for Trend Follower: 0.9733306
## REALIZED Deviation from Fundamental Price: 0.1512076
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 250 ################
## Performance Fundamentalist: -0.9991482
## Performance Trend Follower: -2.333181e-05
## Difference in Fractions: -0.9466426
## Value of probability for Fundamentalist: 0.02667868
## Value of probability for Trend Follower: 0.9733213
## REALIZED Deviation from Fundamental Price: 0.160553
## [1] "#"
## [1] "#"
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## ############## iterazione n. 251 ################
## Performance Fundamentalist: -0.9990394
## Performance Trend Follower: -2.632077e-05
## Difference in Fractions: -0.9466217
## Value of probability for Fundamentalist: 0.02668913
## Value of probability for Trend Follower: 0.9733109
## REALIZED Deviation from Fundamental Price: 0.1704742
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 252 ################
## Performance Fundamentalist: -0.9989167
## Performance Trend Follower: -2.969429e-05
## Difference in Fractions: -0.9465981
## Value of probability for Fundamentalist: 0.02670093
## Value of probability for Trend Follower: 0.9732991
## REALIZED Deviation from Fundamental Price: 0.1810062
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 253 ################
## Performance Fundamentalist: -0.9987782
## Performance Trend Follower: -3.350227e-05
## Difference in Fractions: -0.9465715
## Value of probability for Fundamentalist: 0.02671424
## Value of probability for Trend Follower: 0.9732858
## REALIZED Deviation from Fundamental Price: 0.1921863
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 254 ################
## Performance Fundamentalist: -0.9986221
## Performance Trend Follower: -3.780124e-05
## Difference in Fractions: -0.9465415
## Value of probability for Fundamentalist: 0.02672926
## Value of probability for Trend Follower: 0.9732707
## REALIZED Deviation from Fundamental Price: 0.2040537
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 255 ################
## Performance Fundamentalist: -0.9984459
## Performance Trend Follower: -4.265525e-05
## Difference in Fractions: -0.9465076
## Value of probability for Fundamentalist: 0.02674622
## Value of probability for Trend Follower: 0.9732538
## REALIZED Deviation from Fundamental Price: 0.2166503
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 256 ################
## Performance Fundamentalist: -0.9982472
## Performance Trend Follower: -4.813686e-05
## Difference in Fractions: -0.9464693
## Value of probability for Fundamentalist: 0.02676536
## Value of probability for Trend Follower: 0.9732346
## REALIZED Deviation from Fundamental Price: 0.2300199
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 257 ################
## Performance Fundamentalist: -0.9980231
## Performance Trend Follower: -5.43284e-05
## Difference in Fractions: -0.9464261
## Value of probability for Fundamentalist: 0.02678697
## Value of probability for Trend Follower: 0.973213
## REALIZED Deviation from Fundamental Price: 0.2442091
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 258 ################
## Performance Fundamentalist: -0.9977702
## Performance Trend Follower: -6.132333e-05
## Difference in Fractions: -0.9463773
## Value of probability for Fundamentalist: 0.02681137
## Value of probability for Trend Follower: 0.9731886
## REALIZED Deviation from Fundamental Price: 0.2592671
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 259 ################
## Performance Fundamentalist: -0.9974848
## Performance Trend Follower: -6.922779e-05
## Difference in Fractions: -0.9463221
## Value of probability for Fundamentalist: 0.02683893
## Value of probability for Trend Follower: 0.9731611
## REALIZED Deviation from Fundamental Price: 0.2752458
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 260 ################
## Performance Fundamentalist: -0.9971629
## Performance Trend Follower: -7.816249e-05
## Difference in Fractions: -0.9462599
## Value of probability for Fundamentalist: 0.02687006
## Value of probability for Trend Follower: 0.9731299
## REALIZED Deviation from Fundamental Price: 0.2921999
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 261 ################
## Performance Fundamentalist: -0.9967996
## Performance Trend Follower: -8.826482e-05
## Difference in Fractions: -0.9461895
## Value of probability for Fundamentalist: 0.02690523
## Value of probability for Trend Follower: 0.9730948
## REALIZED Deviation from Fundamental Price: 0.3101872
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 262 ################
## Performance Fundamentalist: -0.9963896
## Performance Trend Follower: -9.969134e-05
## Difference in Fractions: -0.94611
## Value of probability for Fundamentalist: 0.02694498
## Value of probability for Trend Follower: 0.973055
## REALIZED Deviation from Fundamental Price: 0.3292682
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 263 ################
## Performance Fundamentalist: -0.9959268
## Performance Trend Follower: -0.0001126207
## Difference in Fractions: -0.9460202
## Value of probability for Fundamentalist: 0.02698992
## Value of probability for Trend Follower: 0.9730101
## REALIZED Deviation from Fundamental Price: 0.3495068
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 264 ################
## Performance Fundamentalist: -0.9954044
## Performance Trend Follower: -0.0001272571
## Difference in Fractions: -0.9459185
## Value of probability for Fundamentalist: 0.02704074
## Value of probability for Trend Follower: 0.9729593
## REALIZED Deviation from Fundamental Price: 0.3709701
## [1] "#"
## [1] "#"
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## ############## iterazione n. 265 ################
## Performance Fundamentalist: -0.9948147
## Performance Trend Follower: -0.0001438341
## Difference in Fractions: -0.9458036
## Value of probability for Fundamentalist: 0.02709822
## Value of probability for Trend Follower: 0.9729018
## REALIZED Deviation from Fundamental Price: 0.3937281
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 266 ################
## Performance Fundamentalist: -0.9941487
## Performance Trend Follower: -0.0001626197
## Difference in Fractions: -0.9456734
## Value of probability for Fundamentalist: 0.02716328
## Value of probability for Trend Follower: 0.9728367
## REALIZED Deviation from Fundamental Price: 0.4178544
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 267 ################
## Performance Fundamentalist: -0.9933967
## Performance Trend Follower: -0.0001839217
## Difference in Fractions: -0.9455261
## Value of probability for Fundamentalist: 0.02723695
## Value of probability for Trend Follower: 0.972763
## REALIZED Deviation from Fundamental Price: 0.4434254
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 268 ################
## Performance Fundamentalist: -0.9925472
## Performance Trend Follower: -0.0002080946
## Difference in Fractions: -0.9453592
## Value of probability for Fundamentalist: 0.02732041
## Value of probability for Trend Follower: 0.9726796
## REALIZED Deviation from Fundamental Price: 0.4705209
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 269 ################
## Performance Fundamentalist: -0.9915875
## Performance Trend Follower: -0.0002355477
## Difference in Fractions: -0.94517
## Value of probability for Fundamentalist: 0.02741501
## Value of probability for Trend Follower: 0.972585
## REALIZED Deviation from Fundamental Price: 0.4992236
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 270 ################
## Performance Fundamentalist: -0.9905028
## Performance Trend Follower: -0.0002667549
## Difference in Fractions: -0.9449554
## Value of probability for Fundamentalist: 0.02752232
## Value of probability for Trend Follower: 0.9724777
## REALIZED Deviation from Fundamental Price: 0.5296187
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 271 ################
## Performance Fundamentalist: -0.9892767
## Performance Trend Follower: -0.0003022664
## Difference in Fractions: -0.9447117
## Value of probability for Fundamentalist: 0.02764414
## Value of probability for Trend Follower: 0.9723559
## REALIZED Deviation from Fundamental Price: 0.561794
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 272 ################
## Performance Fundamentalist: -0.9878902
## Performance Trend Follower: -0.0003427235
## Difference in Fractions: -0.9444349
## Value of probability for Fundamentalist: 0.02778257
## Value of probability for Trend Follower: 0.9722174
## REALIZED Deviation from Fundamental Price: 0.5958391
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 273 ################
## Performance Fundamentalist: -0.9863216
## Performance Trend Follower: -0.0003888765
## Difference in Fractions: -0.94412
## Value of probability for Fundamentalist: 0.02794001
## Value of probability for Trend Follower: 0.97206
## REALIZED Deviation from Fundamental Price: 0.6318452
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 274 ################
## Performance Fundamentalist: -0.9845465
## Performance Trend Follower: -0.0004416069
## Difference in Fractions: -0.9437614
## Value of probability for Fundamentalist: 0.02811928
## Value of probability for Trend Follower: 0.9718807
## REALIZED Deviation from Fundamental Price: 0.6699034
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 275 ################
## Performance Fundamentalist: -0.9825365
## Performance Trend Follower: -0.0005019549
## Difference in Fractions: -0.9433526
## Value of probability for Fundamentalist: 0.02832368
## Value of probability for Trend Follower: 0.9716763
## REALIZED Deviation from Fundamental Price: 0.7101047
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 276 ################
## Performance Fundamentalist: -0.9802593
## Performance Trend Follower: -0.000571155
## Difference in Fractions: -0.9428858
## Value of probability for Fundamentalist: 0.02855709
## Value of probability for Trend Follower: 0.9714429
## REALIZED Deviation from Fundamental Price: 0.7525376
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 277 ################
## Performance Fundamentalist: -0.9776777
## Performance Trend Follower: -0.0006506804
## Difference in Fractions: -0.9423519
## Value of probability for Fundamentalist: 0.02882406
## Value of probability for Trend Follower: 0.9711759
## REALIZED Deviation from Fundamental Price: 0.797287
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 278 ################
## Performance Fundamentalist: -0.9747487
## Performance Trend Follower: -0.0007423002
## Difference in Fractions: -0.94174
## Value of probability for Fundamentalist: 0.02913002
## Value of probability for Trend Follower: 0.97087
## REALIZED Deviation from Fundamental Price: 0.8444313
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 279 ################
## Performance Fundamentalist: -0.971423
## Performance Trend Follower: -0.0008481537
## Difference in Fractions: -0.9410371
## Value of probability for Fundamentalist: 0.02948145
## Value of probability for Trend Follower: 0.9705186
## REALIZED Deviation from Fundamental Price: 0.8940395
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 280 ################
## Performance Fundamentalist: -0.9676428
## Performance Trend Follower: -0.000970848
## Difference in Fractions: -0.9402277
## Value of probability for Fundamentalist: 0.02988613
## Value of probability for Trend Follower: 0.9701139
## REALIZED Deviation from Fundamental Price: 0.9461674
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 281 ################
## Performance Fundamentalist: -0.9633411
## Performance Trend Follower: -0.001113587
## Difference in Fractions: -0.939293
## Value of probability for Fundamentalist: 0.03035352
## Value of probability for Trend Follower: 0.9696465
## REALIZED Deviation from Fundamental Price: 1.000852
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 282 ################
## Performance Fundamentalist: -0.9584395
## Performance Trend Follower: -0.001280347
## Difference in Fractions: -0.9382097
## Value of probability for Fundamentalist: 0.03089517
## Value of probability for Trend Follower: 0.9691048
## REALIZED Deviation from Fundamental Price: 1.058106
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 283 ################
## Performance Fundamentalist: -0.9528455
## Performance Trend Follower: -0.001476109
## Difference in Fractions: -0.9369493
## Value of probability for Fundamentalist: 0.03152536
## Value of probability for Trend Follower: 0.9684746
## REALIZED Deviation from Fundamental Price: 1.117908
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 284 ################
## Performance Fundamentalist: -0.9464496
## Performance Trend Follower: -0.001707194
## Difference in Fractions: -0.9354761
## Value of probability for Fundamentalist: 0.03226196
## Value of probability for Trend Follower: 0.967738
## REALIZED Deviation from Fundamental Price: 1.180192
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 285 ################
## Performance Fundamentalist: -0.9391208
## Performance Trend Follower: -0.001981714
## Difference in Fractions: -0.9337449
## Value of probability for Fundamentalist: 0.03312757
## Value of probability for Trend Follower: 0.9668724
## REALIZED Deviation from Fundamental Price: 1.244831
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 286 ################
## Performance Fundamentalist: -0.9307013
## Performance Trend Follower: -0.002310245
## Difference in Fractions: -0.9316975
## Value of probability for Fundamentalist: 0.03415126
## Value of probability for Trend Follower: 0.9658487
## REALIZED Deviation from Fundamental Price: 1.31162
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 287 ################
## Performance Fundamentalist: -0.9209989
## Performance Trend Follower: -0.002706784
## Difference in Fractions: -0.929258
## Value of probability for Fundamentalist: 0.03537099
## Value of probability for Trend Follower: 0.964629
## REALIZED Deviation from Fundamental Price: 1.380247
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 288 ################
## Performance Fundamentalist: -0.9097761
## Performance Trend Follower: -0.003190208
## Difference in Fractions: -0.9263253
## Value of probability for Fundamentalist: 0.03683737
## Value of probability for Trend Follower: 0.9631626
## REALIZED Deviation from Fundamental Price: 1.450257
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 289 ################
## Performance Fundamentalist: -0.8967353
## Performance Trend Follower: -0.003786506
## Difference in Fractions: -0.9227612
## Value of probability for Fundamentalist: 0.03861939
## Value of probability for Trend Follower: 0.9613806
## REALIZED Deviation from Fundamental Price: 1.520999
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 290 ################
## Performance Fundamentalist: -0.8814963
## Performance Trend Follower: -0.004532325
## Difference in Fractions: -0.9183728
## Value of probability for Fundamentalist: 0.04081359
## Value of probability for Trend Follower: 0.9591864
## REALIZED Deviation from Fundamental Price: 1.591551
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 291 ################
## Performance Fundamentalist: -0.863562
## Performance Trend Follower: -0.005480819
## Difference in Fractions: -0.9128811
## Value of probability for Fundamentalist: 0.04355944
## Value of probability for Trend Follower: 0.9564406
## REALIZED Deviation from Fundamental Price: 1.660608
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 292 ################
## Performance Fundamentalist: -0.8422646
## Performance Trend Follower: -0.006711674
## Difference in Fractions: -0.9058676
## Value of probability for Fundamentalist: 0.04706618
## Value of probability for Trend Follower: 0.9529338
## REALIZED Deviation from Fundamental Price: 1.726308
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 293 ################
## Performance Fundamentalist: -0.8166752
## Performance Trend Follower: -0.008349213
## Difference in Fractions: -0.8966745
## Value of probability for Fundamentalist: 0.05166273
## Value of probability for Trend Follower: 0.9483373
## REALIZED Deviation from Fundamental Price: 1.785952
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 294 ################
## Performance Fundamentalist: -0.785444
## Performance Trend Follower: -0.0105971
## Difference in Fractions: -0.884206
## Value of probability for Fundamentalist: 0.05789701
## Value of probability for Trend Follower: 0.942103
## REALIZED Deviation from Fundamental Price: 1.835509
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 295 ################
## Performance Fundamentalist: -0.7465002
## Performance Trend Follower: -0.01380995
## Difference in Fractions: -0.8664958
## Value of probability for Fundamentalist: 0.06675211
## Value of probability for Trend Follower: 0.9332479
## REALIZED Deviation from Fundamental Price: 1.868711
## [1] "#"
## [1] "#"
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## ############## iterazione n. 296 ################
## Performance Fundamentalist: -0.696436
## Performance Trend Follower: -0.01865555
## Difference in Fractions: -0.8396556
## Value of probability for Fundamentalist: 0.0801722
## Value of probability for Trend Follower: 0.9198278
## REALIZED Deviation from Fundamental Price: 1.875156
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 297 ################
## Performance Fundamentalist: -0.6291177
## Performance Trend Follower: -0.02652797
## Difference in Fractions: -0.7949214
## Value of probability for Fundamentalist: 0.1025393
## Value of probability for Trend Follower: 0.8974607
## REALIZED Deviation from Fundamental Price: 1.835867
## [1] "#"
## [1] "#"
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## ############## iterazione n. 298 ################
## Performance Fundamentalist: -0.5321784
## Performance Trend Follower: -0.04077533
## Difference in Fractions: -0.7086793
## Value of probability for Fundamentalist: 0.1456604
## Value of probability for Trend Follower: 0.8543396
## REALIZED Deviation from Fundamental Price: 1.711041
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 299 ################
## Performance Fundamentalist: -0.3771739
## Performance Trend Follower: -0.07116095
## Difference in Fractions: -0.501137
## Value of probability for Fundamentalist: 0.2494315
## Value of probability for Trend Follower: 0.7505685
## REALIZED Deviation from Fundamental Price: 1.401004
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 300 ################
## Performance Fundamentalist: -0.0944223
## Performance Trend Follower: -0.1543962
## Difference in Fractions: 0.1075356
## Value of probability for Fundamentalist: 0.5537678
## Value of probability for Trend Follower: 0.4462322
## REALIZED Deviation from Fundamental Price: 0.6820069
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 301 ################
## Performance Fundamentalist: 0.3239583
## Performance Trend Follower: -0.4399824
## Difference in Fractions: 0.8798478
## Value of probability for Fundamentalist: 0.9399239
## Value of probability for Trend Follower: 0.06007612
## REALIZED Deviation from Fundamental Price: 0.04469709
## [1] "#"
## [1] "#"
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## ############## iterazione n. 302 ################
## Performance Fundamentalist: -0.4707207
## Performance Trend Follower: -0.6568281
## Difference in Fractions: 0.3230004
## Value of probability for Fundamentalist: 0.6615002
## Value of probability for Trend Follower: 0.3384998
## REALIZED Deviation from Fundamental Price: 0.01650541
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 303 ################
## Performance Fundamentalist: -0.9983941
## Performance Trend Follower: -0.0251245
## Difference in Fractions: -0.9415897
## Value of probability for Fundamentalist: 0.02920513
## Value of probability for Trend Follower: 0.9707949
## REALIZED Deviation from Fundamental Price: 0.01748003
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 304 ################
## Performance Fundamentalist: -0.9999877
## Performance Trend Follower: -2.39818e-05
## Difference in Fractions: -0.9467993
## Value of probability for Fundamentalist: 0.02660037
## Value of probability for Trend Follower: 0.9733996
## REALIZED Deviation from Fundamental Price: 0.01856188
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 305 ################
## Performance Fundamentalist: -0.9999872
## Performance Trend Follower: -3.853382e-07
## Difference in Fractions: -0.9468036
## Value of probability for Fundamentalist: 0.02659822
## Value of probability for Trend Follower: 0.9734018
## REALIZED Deviation from Fundamental Price: 0.01971073
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 306 ################
## Performance Fundamentalist: -0.9999856
## Performance Trend Follower: -3.94675e-07
## Difference in Fractions: -0.9468032
## Value of probability for Fundamentalist: 0.02659838
## Value of probability for Trend Follower: 0.9734016
## REALIZED Deviation from Fundamental Price: 0.02093068
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 307 ################
## Performance Fundamentalist: -0.9999837
## Performance Trend Follower: -4.450071e-07
## Difference in Fractions: -0.9468029
## Value of probability for Fundamentalist: 0.02659855
## Value of probability for Trend Follower: 0.9734014
## REALIZED Deviation from Fundamental Price: 0.02222613
## [1] "#"
## [1] "#"
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## ############## iterazione n. 308 ################
## Performance Fundamentalist: -0.9999816
## Performance Trend Follower: -5.018026e-07
## Difference in Fractions: -0.9468025
## Value of probability for Fundamentalist: 0.02659875
## Value of probability for Trend Follower: 0.9734012
## REALIZED Deviation from Fundamental Price: 0.02360175
## [1] "#"
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## [1] "#"
## ############## iterazione n. 309 ################
## Performance Fundamentalist: -0.9999793
## Performance Trend Follower: -5.658476e-07
## Difference in Fractions: -0.946802
## Value of probability for Fundamentalist: 0.02659898
## Value of probability for Trend Follower: 0.973401
## REALIZED Deviation from Fundamental Price: 0.02506252
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 310 ################
## Performance Fundamentalist: -0.9999766
## Performance Trend Follower: -6.380673e-07
## Difference in Fractions: -0.9468015
## Value of probability for Fundamentalist: 0.02659923
## Value of probability for Trend Follower: 0.9734008
## REALIZED Deviation from Fundamental Price: 0.02661368
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 311 ################
## Performance Fundamentalist: -0.9999737
## Performance Trend Follower: -7.195055e-07
## Difference in Fractions: -0.946801
## Value of probability for Fundamentalist: 0.02659951
## Value of probability for Trend Follower: 0.9734005
## REALIZED Deviation from Fundamental Price: 0.02826084
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 312 ################
## Performance Fundamentalist: -0.9999703
## Performance Trend Follower: -8.113391e-07
## Difference in Fractions: -0.9468003
## Value of probability for Fundamentalist: 0.02659984
## Value of probability for Trend Follower: 0.9734002
## REALIZED Deviation from Fundamental Price: 0.03000993
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 313 ################
## Performance Fundamentalist: -0.9999665
## Performance Trend Follower: -9.148954e-07
## Difference in Fractions: -0.9467996
## Value of probability for Fundamentalist: 0.0266002
## Value of probability for Trend Follower: 0.9733998
## REALIZED Deviation from Fundamental Price: 0.03186727
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 314 ################
## Performance Fundamentalist: -0.9999622
## Performance Trend Follower: -1.031671e-06
## Difference in Fractions: -0.9467988
## Value of probability for Fundamentalist: 0.02660061
## Value of probability for Trend Follower: 0.9733994
## REALIZED Deviation from Fundamental Price: 0.03383954
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 315 ################
## Performance Fundamentalist: -0.9999574
## Performance Trend Follower: -1.163355e-06
## Difference in Fractions: -0.9467979
## Value of probability for Fundamentalist: 0.02660107
## Value of probability for Trend Follower: 0.9733989
## REALIZED Deviation from Fundamental Price: 0.03593386
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 316 ################
## Performance Fundamentalist: -0.999952
## Performance Trend Follower: -1.311849e-06
## Difference in Fractions: -0.9467968
## Value of probability for Fundamentalist: 0.02660159
## Value of probability for Trend Follower: 0.9733984
## REALIZED Deviation from Fundamental Price: 0.03815778
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 317 ################
## Performance Fundamentalist: -0.9999459
## Performance Trend Follower: -1.479303e-06
## Difference in Fractions: -0.9467956
## Value of probability for Fundamentalist: 0.02660218
## Value of probability for Trend Follower: 0.9733978
## REALIZED Deviation from Fundamental Price: 0.04051931
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 318 ################
## Performance Fundamentalist: -0.999939
## Performance Trend Follower: -1.668136e-06
## Difference in Fractions: -0.9467943
## Value of probability for Fundamentalist: 0.02660284
## Value of probability for Trend Follower: 0.9733972
## REALIZED Deviation from Fundamental Price: 0.04302696
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 319 ################
## Performance Fundamentalist: -0.9999312
## Performance Trend Follower: -1.88108e-06
## Difference in Fractions: -0.9467928
## Value of probability for Fundamentalist: 0.02660358
## Value of probability for Trend Follower: 0.9733964
## REALIZED Deviation from Fundamental Price: 0.04568977
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 320 ################
## Performance Fundamentalist: -0.9999224
## Performance Trend Follower: -2.121217e-06
## Difference in Fractions: -0.9467911
## Value of probability for Fundamentalist: 0.02660443
## Value of probability for Trend Follower: 0.9733956
## REALIZED Deviation from Fundamental Price: 0.04851733
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 321 ################
## Performance Fundamentalist: -0.9999125
## Performance Trend Follower: -2.392019e-06
## Difference in Fractions: -0.9467892
## Value of probability for Fundamentalist: 0.02660538
## Value of probability for Trend Follower: 0.9733946
## REALIZED Deviation from Fundamental Price: 0.05151982
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 322 ################
## Performance Fundamentalist: -0.9999013
## Performance Trend Follower: -2.697406e-06
## Difference in Fractions: -0.9467871
## Value of probability for Fundamentalist: 0.02660644
## Value of probability for Trend Follower: 0.9733936
## REALIZED Deviation from Fundamental Price: 0.05470807
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 323 ################
## Performance Fundamentalist: -0.9998887
## Performance Trend Follower: -3.041799e-06
## Difference in Fractions: -0.9467847
## Value of probability for Fundamentalist: 0.02660765
## Value of probability for Trend Follower: 0.9733923
## REALIZED Deviation from Fundamental Price: 0.05809355
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 324 ################
## Performance Fundamentalist: -0.9998745
## Performance Trend Follower: -3.430185e-06
## Difference in Fractions: -0.946782
## Value of probability for Fundamentalist: 0.02660901
## Value of probability for Trend Follower: 0.973391
## REALIZED Deviation from Fundamental Price: 0.06168844
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 325 ################
## Performance Fundamentalist: -0.9998585
## Performance Trend Follower: -3.868189e-06
## Difference in Fractions: -0.9467789
## Value of probability for Fundamentalist: 0.02661055
## Value of probability for Trend Follower: 0.9733895
## REALIZED Deviation from Fundamental Price: 0.06550568
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 326 ################
## Performance Fundamentalist: -0.9998404
## Performance Trend Follower: -4.362157e-06
## Difference in Fractions: -0.9467754
## Value of probability for Fundamentalist: 0.02661228
## Value of probability for Trend Follower: 0.9733877
## REALIZED Deviation from Fundamental Price: 0.06955901
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 327 ################
## Performance Fundamentalist: -0.9998201
## Performance Trend Follower: -4.919251e-06
## Difference in Fractions: -0.9467715
## Value of probability for Fundamentalist: 0.02661423
## Value of probability for Trend Follower: 0.9733858
## REALIZED Deviation from Fundamental Price: 0.073863
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 328 ################
## Performance Fundamentalist: -0.9997971
## Performance Trend Follower: -5.547548e-06
## Difference in Fractions: -0.9467671
## Value of probability for Fundamentalist: 0.02661643
## Value of probability for Trend Follower: 0.9733836
## REALIZED Deviation from Fundamental Price: 0.07843312
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 329 ################
## Performance Fundamentalist: -0.9997712
## Performance Trend Follower: -6.256166e-06
## Difference in Fractions: -0.9467622
## Value of probability for Fundamentalist: 0.02661891
## Value of probability for Trend Follower: 0.9733811
## REALIZED Deviation from Fundamental Price: 0.0832858
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 330 ################
## Performance Fundamentalist: -0.999742
## Performance Trend Follower: -7.055392e-06
## Difference in Fractions: -0.9467566
## Value of probability for Fundamentalist: 0.02662171
## Value of probability for Trend Follower: 0.9733783
## REALIZED Deviation from Fundamental Price: 0.08843846
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 331 ################
## Performance Fundamentalist: -0.999709
## Performance Trend Follower: -7.956837e-06
## Difference in Fractions: -0.9467503
## Value of probability for Fundamentalist: 0.02662487
## Value of probability for Trend Follower: 0.9733751
## REALIZED Deviation from Fundamental Price: 0.0939096
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 332 ################
## Performance Fundamentalist: -0.9996719
## Performance Trend Follower: -8.973606e-06
## Difference in Fractions: -0.9467431
## Value of probability for Fundamentalist: 0.02662843
## Value of probability for Trend Follower: 0.9733716
## REALIZED Deviation from Fundamental Price: 0.09971884
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 333 ################
## Performance Fundamentalist: -0.99963
## Performance Trend Follower: -1.01205e-05
## Difference in Fractions: -0.9467351
## Value of probability for Fundamentalist: 0.02663244
## Value of probability for Trend Follower: 0.9733676
## REALIZED Deviation from Fundamental Price: 0.105887
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 334 ################
## Performance Fundamentalist: -0.9995828
## Performance Trend Follower: -1.141421e-05
## Difference in Fractions: -0.9467261
## Value of probability for Fundamentalist: 0.02663697
## Value of probability for Trend Follower: 0.973363
## REALIZED Deviation from Fundamental Price: 0.1124362
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 335 ################
## Performance Fundamentalist: -0.9995295
## Performance Trend Follower: -1.28736e-05
## Difference in Fractions: -0.9467158
## Value of probability for Fundamentalist: 0.02664208
## Value of probability for Trend Follower: 0.9733579
## REALIZED Deviation from Fundamental Price: 0.1193898
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 336 ################
## Performance Fundamentalist: -0.9994694
## Performance Trend Follower: -1.451999e-05
## Difference in Fractions: -0.9467043
## Value of probability for Fundamentalist: 0.02664785
## Value of probability for Trend Follower: 0.9733522
## REALIZED Deviation from Fundamental Price: 0.1267727
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 337 ################
## Performance Fundamentalist: -0.9994017
## Performance Trend Follower: -1.637743e-05
## Difference in Fractions: -0.9466913
## Value of probability for Fundamentalist: 0.02665435
## Value of probability for Trend Follower: 0.9733457
## REALIZED Deviation from Fundamental Price: 0.1346113
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 338 ################
## Performance Fundamentalist: -0.9993252
## Performance Trend Follower: -1.847311e-05
## Difference in Fractions: -0.9466766
## Value of probability for Fundamentalist: 0.02666168
## Value of probability for Trend Follower: 0.9733383
## REALIZED Deviation from Fundamental Price: 0.1429334
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 339 ################
## Performance Fundamentalist: -0.9992391
## Performance Trend Follower: -2.083777e-05
## Difference in Fractions: -0.9466601
## Value of probability for Fundamentalist: 0.02666995
## Value of probability for Trend Follower: 0.97333
## REALIZED Deviation from Fundamental Price: 0.1517688
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 340 ################
## Performance Fundamentalist: -0.9991419
## Performance Trend Follower: -2.350614e-05
## Difference in Fractions: -0.9466414
## Value of probability for Fundamentalist: 0.02667929
## Value of probability for Trend Follower: 0.9733207
## REALIZED Deviation from Fundamental Price: 0.1611488
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 341 ################
## Performance Fundamentalist: -0.9990322
## Performance Trend Follower: -2.651752e-05
## Difference in Fractions: -0.9466204
## Value of probability for Fundamentalist: 0.02668982
## Value of probability for Trend Follower: 0.9733102
## REALIZED Deviation from Fundamental Price: 0.1711066
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 342 ################
## Performance Fundamentalist: -0.9989086
## Performance Trend Follower: -2.991636e-05
## Difference in Fractions: -0.9465966
## Value of probability for Fundamentalist: 0.0267017
## Value of probability for Trend Follower: 0.9732983
## REALIZED Deviation from Fundamental Price: 0.1816776
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 343 ################
## Performance Fundamentalist: -0.9987691
## Performance Trend Follower: -3.375296e-05
## Difference in Fractions: -0.9465698
## Value of probability for Fundamentalist: 0.02671512
## Value of probability for Trend Follower: 0.9732849
## REALIZED Deviation from Fundamental Price: 0.192899
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 344 ################
## Performance Fundamentalist: -0.9986118
## Performance Trend Follower: -3.808428e-05
## Difference in Fractions: -0.9465395
## Value of probability for Fundamentalist: 0.02673025
## Value of probability for Trend Follower: 0.9732697
## REALIZED Deviation from Fundamental Price: 0.2048102
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 345 ################
## Performance Fundamentalist: -0.9984343
## Performance Trend Follower: -4.297485e-05
## Difference in Fractions: -0.9465053
## Value of probability for Fundamentalist: 0.02674733
## Value of probability for Trend Follower: 0.9732527
## REALIZED Deviation from Fundamental Price: 0.2174532
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 346 ################
## Performance Fundamentalist: -0.9982342
## Performance Trend Follower: -4.849782e-05
## Difference in Fractions: -0.9464668
## Value of probability for Fundamentalist: 0.02676662
## Value of probability for Trend Follower: 0.9732334
## REALIZED Deviation from Fundamental Price: 0.2308721
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 347 ################
## Performance Fundamentalist: -0.9980083
## Performance Trend Follower: -5.473616e-05
## Difference in Fractions: -0.9464232
## Value of probability for Fundamentalist: 0.02678839
## Value of probability for Trend Follower: 0.9732116
## REALIZED Deviation from Fundamental Price: 0.2451135
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 348 ################
## Performance Fundamentalist: -0.9977535
## Performance Trend Follower: -6.178405e-05
## Difference in Fractions: -0.946374
## Value of probability for Fundamentalist: 0.02681298
## Value of probability for Trend Follower: 0.973187
## REALIZED Deviation from Fundamental Price: 0.2602268
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 349 ################
## Performance Fundamentalist: -0.9974661
## Performance Trend Follower: -6.974849e-05
## Difference in Fractions: -0.9463185
## Value of probability for Fundamentalist: 0.02684074
## Value of probability for Trend Follower: 0.9731593
## REALIZED Deviation from Fundamental Price: 0.2762642
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 350 ################
## Performance Fundamentalist: -0.9971417
## Performance Trend Follower: -7.875114e-05
## Difference in Fractions: -0.9462558
## Value of probability for Fundamentalist: 0.02687211
## Value of probability for Trend Follower: 0.9731279
## REALIZED Deviation from Fundamental Price: 0.2932804
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 351 ################
## Performance Fundamentalist: -0.9967757
## Performance Trend Follower: -8.893052e-05
## Difference in Fractions: -0.9461849
## Value of probability for Fundamentalist: 0.02690755
## Value of probability for Trend Follower: 0.9730925
## REALIZED Deviation from Fundamental Price: 0.3113334
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 352 ################
## Performance Fundamentalist: -0.9963626
## Performance Trend Follower: -0.0001004445
## Difference in Fractions: -0.9461048
## Value of probability for Fundamentalist: 0.0269476
## Value of probability for Trend Follower: 0.9730524
## REALIZED Deviation from Fundamental Price: 0.3304841
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 353 ################
## Performance Fundamentalist: -0.9958963
## Performance Trend Follower: -0.0001134731
## Difference in Fractions: -0.9460142
## Value of probability for Fundamentalist: 0.02699288
## Value of probability for Trend Follower: 0.9730071
## REALIZED Deviation from Fundamental Price: 0.3507964
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 354 ################
## Performance Fundamentalist: -0.99537
## Performance Trend Follower: -0.0001282222
## Difference in Fractions: -0.9459118
## Value of probability for Fundamentalist: 0.02704408
## Value of probability for Trend Follower: 0.9729559
## REALIZED Deviation from Fundamental Price: 0.3723375
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 355 ################
## Performance Fundamentalist: -0.9947758
## Performance Trend Follower: -0.0001449275
## Difference in Fractions: -0.945796
## Value of probability for Fundamentalist: 0.02710201
## Value of probability for Trend Follower: 0.972898
## REALIZED Deviation from Fundamental Price: 0.3951779
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 356 ################
## Performance Fundamentalist: -0.9941049
## Performance Trend Follower: -0.0001638591
## Difference in Fractions: -0.9456649
## Value of probability for Fundamentalist: 0.02716757
## Value of probability for Trend Follower: 0.9728324
## REALIZED Deviation from Fundamental Price: 0.4193912
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 357 ################
## Performance Fundamentalist: -0.9933472
## Performance Trend Follower: -0.0001853277
## Difference in Fractions: -0.9455164
## Value of probability for Fundamentalist: 0.02724181
## Value of probability for Trend Follower: 0.9727582
## REALIZED Deviation from Fundamental Price: 0.445054
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 358 ################
## Performance Fundamentalist: -0.9924913
## Performance Trend Follower: -0.0002096907
## Difference in Fractions: -0.9453482
## Value of probability for Fundamentalist: 0.02732591
## Value of probability for Trend Follower: 0.9726741
## REALIZED Deviation from Fundamental Price: 0.4722464
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 359 ################
## Performance Fundamentalist: -0.9915242
## Performance Trend Follower: -0.0002373613
## Difference in Fractions: -0.9451575
## Value of probability for Fundamentalist: 0.02742125
## Value of probability for Trend Follower: 0.9725787
## REALIZED Deviation from Fundamental Price: 0.5010511
## [1] "#"
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## [1] "#"
## ############## iterazione n. 360 ################
## Performance Fundamentalist: -0.9904314
## Performance Trend Follower: -0.0002688175
## Difference in Fractions: -0.9449412
## Value of probability for Fundamentalist: 0.0275294
## Value of probability for Trend Follower: 0.9724706
## REALIZED Deviation from Fundamental Price: 0.5315535
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 361 ################
## Performance Fundamentalist: -0.9891959
## Performance Trend Follower: -0.0003046149
## Difference in Fractions: -0.9446956
## Value of probability for Fundamentalist: 0.02765219
## Value of probability for Trend Follower: 0.9723478
## REALIZED Deviation from Fundamental Price: 0.5638417
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 362 ################
## Performance Fundamentalist: -0.9877988
## Performance Trend Follower: -0.0003454009
## Difference in Fractions: -0.9444166
## Value of probability for Fundamentalist: 0.02779171
## Value of probability for Trend Follower: 0.9722083
## REALIZED Deviation from Fundamental Price: 0.5980054
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 363 ################
## Performance Fundamentalist: -0.9862183
## Performance Trend Follower: -0.0003919332
## Difference in Fractions: -0.9440992
## Value of probability for Fundamentalist: 0.02795041
## Value of probability for Trend Follower: 0.9720496
## REALIZED Deviation from Fundamental Price: 0.6341355
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 364 ################
## Performance Fundamentalist: -0.9844295
## Performance Trend Follower: -0.000445102
## Difference in Fractions: -0.9437377
## Value of probability for Fundamentalist: 0.02813114
## Value of probability for Trend Follower: 0.9718689
## REALIZED Deviation from Fundamental Price: 0.6723235
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 365 ################
## Performance Fundamentalist: -0.9824039
## Performance Trend Follower: -0.0005059589
## Difference in Fractions: -0.9433256
## Value of probability for Fundamentalist: 0.02833722
## Value of probability for Trend Follower: 0.9716628
## REALIZED Deviation from Fundamental Price: 0.7126601
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 366 ################
## Performance Fundamentalist: -0.9801091
## Performance Trend Follower: -0.0005757514
## Difference in Fractions: -0.9428549
## Value of probability for Fundamentalist: 0.02857256
## Value of probability for Trend Follower: 0.9714274
## REALIZED Deviation from Fundamental Price: 0.7552337
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 367 ################
## Performance Fundamentalist: -0.9775073
## Performance Trend Follower: -0.0006559692
## Difference in Fractions: -0.9423165
## Value of probability for Fundamentalist: 0.02884177
## Value of probability for Trend Follower: 0.9711582
## REALIZED Deviation from Fundamental Price: 0.8001288
## [1] "#"
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## [1] "#"
## ############## iterazione n. 368 ################
## Performance Fundamentalist: -0.9745554
## Performance Trend Follower: -0.0007484019
## Difference in Fractions: -0.9416993
## Value of probability for Fundamentalist: 0.02915034
## Value of probability for Trend Follower: 0.9708497
## REALIZED Deviation from Fundamental Price: 0.8474234
## [1] "#"
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## ############## iterazione n. 369 ################
## Performance Fundamentalist: -0.9712033
## Performance Trend Follower: -0.0008552146
## Difference in Fractions: -0.9409904
## Value of probability for Fundamentalist: 0.02950481
## Value of probability for Trend Follower: 0.9704952
## REALIZED Deviation from Fundamental Price: 0.8971858
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 370 ################
## Performance Fundamentalist: -0.9673929
## Performance Trend Follower: -0.0009790473
## Difference in Fractions: -0.9401738
## Value of probability for Fundamentalist: 0.02991308
## Value of probability for Trend Follower: 0.9700869
## REALIZED Deviation from Fundamental Price: 0.9494708
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 371 ################
## Performance Fundamentalist: -0.9630566
## Performance Trend Follower: -0.001123146
## Difference in Fractions: -0.9392306
## Value of probability for Fundamentalist: 0.03038469
## Value of probability for Trend Follower: 0.9696153
## REALIZED Deviation from Fundamental Price: 1.004314
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 372 ################
## Performance Fundamentalist: -0.9581151
## Performance Trend Follower: -0.001291541
## Difference in Fractions: -0.9381373
## Value of probability for Fundamentalist: 0.03093136
## Value of probability for Trend Follower: 0.9690686
## REALIZED Deviation from Fundamental Price: 1.061727
## [1] "#"
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## [1] "#"
## ############## iterazione n. 373 ################
## Performance Fundamentalist: -0.9524749
## Performance Trend Follower: -0.001489286
## Difference in Fractions: -0.9368649
## Value of probability for Fundamentalist: 0.03156757
## Value of probability for Trend Follower: 0.9684324
## REALIZED Deviation from Fundamental Price: 1.121684
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 374 ################
## Performance Fundamentalist: -0.9460254
## Performance Trend Follower: -0.001722797
## Difference in Fractions: -0.9353771
## Value of probability for Fundamentalist: 0.03231143
## Value of probability for Trend Follower: 0.9676886
## REALIZED Deviation from Fundamental Price: 1.184118
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 375 ################
## Performance Fundamentalist: -0.9386341
## Performance Trend Follower: -0.002000318
## Difference in Fractions: -0.9336282
## Value of probability for Fundamentalist: 0.03318588
## Value of probability for Trend Follower: 0.9668141
## REALIZED Deviation from Fundamental Price: 1.248896
## [1] "#"
## [1] "#"
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## ############## iterazione n. 376 ################
## Performance Fundamentalist: -0.9301414
## Performance Trend Follower: -0.002332601
## Difference in Fractions: -0.9315591
## Value of probability for Fundamentalist: 0.03422047
## Value of probability for Trend Follower: 0.9657795
## REALIZED Deviation from Fundamental Price: 1.315809
## [1] "#"
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## [1] "#"
## ############## iterazione n. 377 ################
## Performance Fundamentalist: -0.9203525
## Performance Trend Follower: -0.002733901
## Difference in Fractions: -0.9290924
## Value of probability for Fundamentalist: 0.03545382
## Value of probability for Trend Follower: 0.9645462
## REALIZED Deviation from Fundamental Price: 1.384537
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 378 ################
## Performance Fundamentalist: -0.9090267
## Performance Trend Follower: -0.003223455
## Difference in Fractions: -0.9261251
## Value of probability for Fundamentalist: 0.03693747
## Value of probability for Trend Follower: 0.9630625
## REALIZED Deviation from Fundamental Price: 1.454613
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 379 ################
## Performance Fundamentalist: -0.8958622
## Performance Trend Follower: -0.003827792
## Difference in Fractions: -0.9225164
## Value of probability for Fundamentalist: 0.0387418
## Value of probability for Trend Follower: 0.9612582
## REALIZED Deviation from Fundamental Price: 1.525373
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 380 ################
## Performance Fundamentalist: -0.8804725
## Performance Trend Follower: -0.00458438
## Difference in Fractions: -0.918069
## Value of probability for Fundamentalist: 0.04096549
## Value of probability for Trend Follower: 0.9590345
## REALIZED Deviation from Fundamental Price: 1.595875
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 381 ################
## Performance Fundamentalist: -0.8623519
## Performance Trend Follower: -0.00554766
## Difference in Fractions: -0.9124973
## Value of probability for Fundamentalist: 0.04375135
## Value of probability for Trend Follower: 0.9562486
## REALIZED Deviation from Fundamental Price: 1.664786
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 382 ################
## Performance Fundamentalist: -0.8408197
## Performance Trend Follower: -0.006799439
## Difference in Fractions: -0.9053715
## Value of probability for Fundamentalist: 0.04731427
## Value of probability for Trend Follower: 0.9526857
## REALIZED Deviation from Fundamental Price: 1.730201
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 383 ################
## Performance Fundamentalist: -0.8149264
## Performance Trend Follower: -0.008467692
## Difference in Fractions: -0.8960139
## Value of probability for Fundamentalist: 0.05199307
## Value of probability for Trend Follower: 0.9480069
## REALIZED Deviation from Fundamental Price: 1.789356
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 384 ################
## Performance Fundamentalist: -0.7832886
## Performance Trend Follower: -0.01076278
## Difference in Fractions: -0.8832911
## Value of probability for Fundamentalist: 0.05835447
## Value of probability for Trend Follower: 0.9416455
## REALIZED Deviation from Fundamental Price: 1.838115
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 385 ################
## Performance Fundamentalist: -0.7437753
## Performance Trend Follower: -0.01405254
## Difference in Fractions: -0.8651586
## Value of probability for Fundamentalist: 0.06742071
## Value of probability for Trend Follower: 0.9325793
## REALIZED Deviation from Fundamental Price: 1.870023
## [1] "#"
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## [1] "#"
## ############## iterazione n. 386 ################
## Performance Fundamentalist: -0.6928629
## Performance Trend Follower: -0.01903352
## Difference in Fractions: -0.8375451
## Value of probability for Fundamentalist: 0.08122743
## Value of probability for Trend Follower: 0.9187726
## REALIZED Deviation from Fundamental Price: 1.874319
## [1] "#"
## [1] "#"
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## ############## iterazione n. 387 ################
## Performance Fundamentalist: -0.6241687
## Performance Trend Follower: -0.02717068
## Difference in Fractions: -0.7911866
## Value of probability for Fundamentalist: 0.1044067
## Value of probability for Trend Follower: 0.8955933
## REALIZED Deviation from Fundamental Price: 1.83123
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 388 ################
## Performance Fundamentalist: -0.5247234
## Performance Trend Follower: -0.04201856
## Difference in Fractions: -0.7007989
## Value of probability for Fundamentalist: 0.1496006
## Value of probability for Trend Follower: 0.8503994
## REALIZED Deviation from Fundamental Price: 1.698848
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 389 ################
## Performance Fundamentalist: -0.3644605
## Performance Trend Follower: -0.07409007
## Difference in Fractions: -0.4797556
## Value of probability for Fundamentalist: 0.2601222
## Value of probability for Trend Follower: 0.7398778
## REALIZED Deviation from Fundamental Price: 1.371207
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 390 ################
## Performance Fundamentalist: -0.07025777
## Performance Trend Follower: -0.1635584
## Difference in Fractions: 0.1663799
## Value of probability for Fundamentalist: 0.5831899
## Value of probability for Trend Follower: 0.4168101
## REALIZED Deviation from Fundamental Price: 0.6234905
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 391 ################
## Performance Fundamentalist: 0.3346248
## Performance Trend Follower: -0.4692201
## Difference in Fractions: 0.8950823
## Value of probability for Fundamentalist: 0.9475412
## Value of probability for Trend Follower: 0.05245884
## REALIZED Deviation from Fundamental Price: 0.035681
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 392 ################
## Performance Fundamentalist: -0.5540956
## Performance Trend Follower: -0.623898
## Difference in Fractions: 0.1249873
## Value of probability for Fundamentalist: 0.5624936
## Value of probability for Trend Follower: 0.4375064
## REALIZED Deviation from Fundamental Price: 0.01702982
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 393 ################
## Performance Fundamentalist: -0.9991279
## Performance Trend Follower: -0.01575213
## Difference in Fractions: -0.9436178
## Value of probability for Fundamentalist: 0.0281911
## Value of probability for Trend Follower: 0.9718089
## REALIZED Deviation from Fundamental Price: 0.01805425
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 394 ################
## Performance Fundamentalist: -0.9999873
## Performance Trend Follower: -1.634248e-05
## Difference in Fractions: -0.9468006
## Value of probability for Fundamentalist: 0.0265997
## Value of probability for Trend Follower: 0.9734003
## REALIZED Deviation from Fundamental Price: 0.01917165
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 395 ################
## Performance Fundamentalist: -0.9999863
## Performance Trend Follower: -3.963762e-07
## Difference in Fractions: -0.9468034
## Value of probability for Fundamentalist: 0.0265983
## Value of probability for Trend Follower: 0.9734017
## REALIZED Deviation from Fundamental Price: 0.02035824
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 396 ################
## Performance Fundamentalist: -0.9999846
## Performance Trend Follower: -4.210217e-07
## Difference in Fractions: -0.9468031
## Value of probability for Fundamentalist: 0.02659847
## Value of probability for Trend Follower: 0.9734015
## REALIZED Deviation from Fundamental Price: 0.02161826
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 397 ################
## Performance Fundamentalist: -0.9999826
## Performance Trend Follower: -4.747275e-07
## Difference in Fractions: -0.9468027
## Value of probability for Fundamentalist: 0.02659866
## Value of probability for Trend Follower: 0.9734013
## REALIZED Deviation from Fundamental Price: 0.02295626
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 398 ################
## Performance Fundamentalist: -0.9999804
## Performance Trend Follower: -5.353165e-07
## Difference in Fractions: -0.9468023
## Value of probability for Fundamentalist: 0.02659887
## Value of probability for Trend Follower: 0.9734011
## REALIZED Deviation from Fundamental Price: 0.02437708
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 399 ################
## Performance Fundamentalist: -0.9999779
## Performance Trend Follower: -6.036392e-07
## Difference in Fractions: -0.9468018
## Value of probability for Fundamentalist: 0.02659911
## Value of probability for Trend Follower: 0.9734009
## REALIZED Deviation from Fundamental Price: 0.02588582
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 400 ################
## Performance Fundamentalist: -0.9999751
## Performance Trend Follower: -6.806828e-07
## Difference in Fractions: -0.9468012
## Value of probability for Fundamentalist: 0.02659938
## Value of probability for Trend Follower: 0.9734006
## REALIZED Deviation from Fundamental Price: 0.02748794
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 401 ################
## Performance Fundamentalist: -0.9999719
## Performance Trend Follower: -7.675608e-07
## Difference in Fractions: -0.9468006
## Value of probability for Fundamentalist: 0.02659968
## Value of probability for Trend Follower: 0.9734003
## REALIZED Deviation from Fundamental Price: 0.0291892
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 402 ################
## Performance Fundamentalist: -0.9999683
## Performance Trend Follower: -8.655286e-07
## Difference in Fractions: -0.9467999
## Value of probability for Fundamentalist: 0.02660003
## Value of probability for Trend Follower: 0.9734
## REALIZED Deviation from Fundamental Price: 0.03099574
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 403 ################
## Performance Fundamentalist: -0.9999643
## Performance Trend Follower: -9.760024e-07
## Difference in Fractions: -0.9467992
## Value of probability for Fundamentalist: 0.02660041
## Value of probability for Trend Follower: 0.9733996
## REALIZED Deviation from Fundamental Price: 0.03291408
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 404 ################
## Performance Fundamentalist: -0.9999597
## Performance Trend Follower: -1.100579e-06
## Difference in Fractions: -0.9467983
## Value of probability for Fundamentalist: 0.02660085
## Value of probability for Trend Follower: 0.9733991
## REALIZED Deviation from Fundamental Price: 0.03495114
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 405 ################
## Performance Fundamentalist: -0.9999546
## Performance Trend Follower: -1.24106e-06
## Difference in Fractions: -0.9467973
## Value of probability for Fundamentalist: 0.02660134
## Value of probability for Trend Follower: 0.9733987
## REALIZED Deviation from Fundamental Price: 0.03711424
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 406 ################
## Performance Fundamentalist: -0.9999488
## Performance Trend Follower: -1.399475e-06
## Difference in Fractions: -0.9467962
## Value of probability for Fundamentalist: 0.0266019
## Value of probability for Trend Follower: 0.9733981
## REALIZED Deviation from Fundamental Price: 0.0394112
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 407 ################
## Performance Fundamentalist: -0.9999423
## Performance Trend Follower: -1.578116e-06
## Difference in Fractions: -0.946795
## Value of probability for Fundamentalist: 0.02660252
## Value of probability for Trend Follower: 0.9733975
## REALIZED Deviation from Fundamental Price: 0.04185029
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 408 ################
## Performance Fundamentalist: -0.9999349
## Performance Trend Follower: -1.779566e-06
## Difference in Fractions: -0.9467935
## Value of probability for Fundamentalist: 0.02660323
## Value of probability for Trend Follower: 0.9733968
## REALIZED Deviation from Fundamental Price: 0.04444029
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 409 ################
## Performance Fundamentalist: -0.9999266
## Performance Trend Follower: -2.006739e-06
## Difference in Fractions: -0.9467919
## Value of probability for Fundamentalist: 0.02660403
## Value of probability for Trend Follower: 0.973396
## REALIZED Deviation from Fundamental Price: 0.04719055
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 410 ################
## Performance Fundamentalist: -0.9999172
## Performance Trend Follower: -2.262922e-06
## Difference in Fractions: -0.9467902
## Value of probability for Fundamentalist: 0.02660492
## Value of probability for Trend Follower: 0.9733951
## REALIZED Deviation from Fundamental Price: 0.05011096
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 411 ################
## Performance Fundamentalist: -0.9999066
## Performance Trend Follower: -2.551821e-06
## Difference in Fractions: -0.9467881
## Value of probability for Fundamentalist: 0.02660593
## Value of probability for Trend Follower: 0.9733941
## REALIZED Deviation from Fundamental Price: 0.05321205
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 412 ################
## Performance Fundamentalist: -0.9998947
## Performance Trend Follower: -2.877619e-06
## Difference in Fractions: -0.9467858
## Value of probability for Fundamentalist: 0.02660708
## Value of probability for Trend Follower: 0.9733929
## REALIZED Deviation from Fundamental Price: 0.05650498
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 413 ################
## Performance Fundamentalist: -0.9998813
## Performance Trend Follower: -3.245032e-06
## Difference in Fractions: -0.9467833
## Value of probability for Fundamentalist: 0.02660836
## Value of probability for Trend Follower: 0.9733916
## REALIZED Deviation from Fundamental Price: 0.06000161
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 414 ################
## Performance Fundamentalist: -0.9998661
## Performance Trend Follower: -3.659381e-06
## Difference in Fractions: -0.9467804
## Value of probability for Fundamentalist: 0.02660982
## Value of probability for Trend Follower: 0.9733902
## REALIZED Deviation from Fundamental Price: 0.06371452
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 415 ################
## Performance Fundamentalist: -0.999849
## Performance Trend Follower: -4.126669e-06
## Difference in Fractions: -0.9467771
## Value of probability for Fundamentalist: 0.02661145
## Value of probability for Trend Follower: 0.9733885
## REALIZED Deviation from Fundamental Price: 0.06765707
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 416 ################
## Performance Fundamentalist: -0.9998298
## Performance Trend Follower: -4.653667e-06
## Difference in Fractions: -0.9467734
## Value of probability for Fundamentalist: 0.0266133
## Value of probability for Trend Follower: 0.9733867
## REALIZED Deviation from Fundamental Price: 0.07184345
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 417 ################
## Performance Fundamentalist: -0.999808
## Performance Trend Follower: -5.248018e-06
## Difference in Fractions: -0.9467692
## Value of probability for Fundamentalist: 0.02661538
## Value of probability for Trend Follower: 0.9733846
## REALIZED Deviation from Fundamental Price: 0.0762887
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 418 ################
## Performance Fundamentalist: -0.9997835
## Performance Trend Follower: -5.918342e-06
## Difference in Fractions: -0.9467645
## Value of probability for Fundamentalist: 0.02661773
## Value of probability for Trend Follower: 0.9733823
## REALIZED Deviation from Fundamental Price: 0.0810088
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 419 ################
## Performance Fundamentalist: -0.9997559
## Performance Trend Follower: -6.674369e-06
## Difference in Fractions: -0.9467592
## Value of probability for Fundamentalist: 0.02662038
## Value of probability for Trend Follower: 0.9733796
## REALIZED Deviation from Fundamental Price: 0.08602071
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 420 ################
## Performance Fundamentalist: -0.9997247
## Performance Trend Follower: -7.527079e-06
## Difference in Fractions: -0.9467533
## Value of probability for Fundamentalist: 0.02662336
## Value of probability for Trend Follower: 0.9733766
## REALIZED Deviation from Fundamental Price: 0.09134241
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 421 ################
## Performance Fundamentalist: -0.9996896
## Performance Trend Follower: -8.488864e-06
## Difference in Fractions: -0.9467465
## Value of probability for Fundamentalist: 0.02662673
## Value of probability for Trend Follower: 0.9733733
## REALIZED Deviation from Fundamental Price: 0.09699302
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 422 ################
## Performance Fundamentalist: -0.99965
## Performance Trend Follower: -9.573714e-06
## Difference in Fractions: -0.9467389
## Value of probability for Fundamentalist: 0.02663053
## Value of probability for Trend Follower: 0.9733695
## REALIZED Deviation from Fundamental Price: 0.1029928
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 423 ################
## Performance Fundamentalist: -0.9996053
## Performance Trend Follower: -1.079742e-05
## Difference in Fractions: -0.9467304
## Value of probability for Fundamentalist: 0.02663481
## Value of probability for Trend Follower: 0.9733652
## REALIZED Deviation from Fundamental Price: 0.1093632
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 424 ################
## Performance Fundamentalist: -0.9995549
## Performance Trend Follower: -1.217782e-05
## Difference in Fractions: -0.9467207
## Value of probability for Fundamentalist: 0.02663965
## Value of probability for Trend Follower: 0.9733604
## REALIZED Deviation from Fundamental Price: 0.116127
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 425 ################
## Performance Fundamentalist: -0.9994981
## Performance Trend Follower: -1.373504e-05
## Difference in Fractions: -0.9467098
## Value of probability for Fundamentalist: 0.0266451
## Value of probability for Trend Follower: 0.9733549
## REALIZED Deviation from Fundamental Price: 0.1233085
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 426 ################
## Performance Fundamentalist: -0.999434
## Performance Trend Follower: -1.549184e-05
## Difference in Fractions: -0.9466975
## Value of probability for Fundamentalist: 0.02665125
## Value of probability for Trend Follower: 0.9733488
## REALIZED Deviation from Fundamental Price: 0.1309333
## [1] "#"
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## [1] "#"
## ############## iterazione n. 427 ################
## Performance Fundamentalist: -0.9993617
## Performance Trend Follower: -1.747392e-05
## Difference in Fractions: -0.9466836
## Value of probability for Fundamentalist: 0.02665818
## Value of probability for Trend Follower: 0.9733418
## REALIZED Deviation from Fundamental Price: 0.1390286
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 428 ################
## Performance Fundamentalist: -0.9992801
## Performance Trend Follower: -1.971031e-05
## Difference in Fractions: -0.946668
## Value of probability for Fundamentalist: 0.02666601
## Value of probability for Trend Follower: 0.973334
## REALIZED Deviation from Fundamental Price: 0.1476232
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 429 ################
## Performance Fundamentalist: -0.9991882
## Performance Trend Follower: -2.223384e-05
## Difference in Fractions: -0.9466503
## Value of probability for Fundamentalist: 0.02667484
## Value of probability for Trend Follower: 0.9733252
## REALIZED Deviation from Fundamental Price: 0.1567477
## [1] "#"
## [1] "#"
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## ############## iterazione n. 430 ################
## Performance Fundamentalist: -0.9990845
## Performance Trend Follower: -2.508164e-05
## Difference in Fractions: -0.9466304
## Value of probability for Fundamentalist: 0.0266848
## Value of probability for Trend Follower: 0.9733152
## REALIZED Deviation from Fundamental Price: 0.1664344
## [1] "#"
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## [1] "#"
## ############## iterazione n. 431 ################
## Performance Fundamentalist: -0.9989675
## Performance Trend Follower: -2.829568e-05
## Difference in Fractions: -0.9466079
## Value of probability for Fundamentalist: 0.02669604
## Value of probability for Trend Follower: 0.973304
## REALIZED Deviation from Fundamental Price: 0.1767177
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 432 ################
## Performance Fundamentalist: -0.9988356
## Performance Trend Follower: -3.192348e-05
## Difference in Fractions: -0.9465826
## Value of probability for Fundamentalist: 0.02670872
## Value of probability for Trend Follower: 0.9732913
## REALIZED Deviation from Fundamental Price: 0.187634
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 433 ################
## Performance Fundamentalist: -0.9986868
## Performance Trend Follower: -3.601882e-05
## Difference in Fractions: -0.9465539
## Value of probability for Fundamentalist: 0.02672303
## Value of probability for Trend Follower: 0.973277
## REALIZED Deviation from Fundamental Price: 0.1992217
## [1] "#"
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## [1] "#"
## ############## iterazione n. 434 ################
## Performance Fundamentalist: -0.9985189
## Performance Trend Follower: -4.064261e-05
## Difference in Fractions: -0.9465216
## Value of probability for Fundamentalist: 0.02673919
## Value of probability for Trend Follower: 0.9732608
## REALIZED Deviation from Fundamental Price: 0.2115214
## [1] "#"
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## [1] "#"
## ############## iterazione n. 435 ################
## Performance Fundamentalist: -0.9983296
## Performance Trend Follower: -4.586387e-05
## Difference in Fractions: -0.9464852
## Value of probability for Fundamentalist: 0.02675742
## Value of probability for Trend Follower: 0.9732426
## REALIZED Deviation from Fundamental Price: 0.2245764
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 436 ################
## Performance Fundamentalist: -0.998116
## Performance Trend Follower: -5.176088e-05
## Difference in Fractions: -0.946444
## Value of probability for Fundamentalist: 0.02677801
## Value of probability for Trend Follower: 0.973222
## REALIZED Deviation from Fundamental Price: 0.238432
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 437 ################
## Performance Fundamentalist: -0.997875
## Performance Trend Follower: -5.842247e-05
## Difference in Fractions: -0.9463975
## Value of probability for Fundamentalist: 0.02680125
## Value of probability for Trend Follower: 0.9731987
## REALIZED Deviation from Fundamental Price: 0.2531364
## [1] "#"
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## [1] "#"
## ############## iterazione n. 438 ################
## Performance Fundamentalist: -0.9976031
## Performance Trend Follower: -6.594949e-05
## Difference in Fractions: -0.946345
## Value of probability for Fundamentalist: 0.0268275
## Value of probability for Trend Follower: 0.9731725
## REALIZED Deviation from Fundamental Price: 0.2687404
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 439 ################
## Performance Fundamentalist: -0.9972964
## Performance Trend Follower: -7.44566e-05
## Difference in Fractions: -0.9462857
## Value of probability for Fundamentalist: 0.02685715
## Value of probability for Trend Follower: 0.9731429
## REALIZED Deviation from Fundamental Price: 0.2852976
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 440 ################
## Performance Fundamentalist: -0.9969502
## Performance Trend Follower: -8.407422e-05
## Difference in Fractions: -0.9462187
## Value of probability for Fundamentalist: 0.02689064
## Value of probability for Trend Follower: 0.9731094
## REALIZED Deviation from Fundamental Price: 0.3028645
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 441 ################
## Performance Fundamentalist: -0.9965595
## Performance Trend Follower: -9.495094e-05
## Difference in Fractions: -0.946143
## Value of probability for Fundamentalist: 0.0269285
## Value of probability for Trend Follower: 0.9730715
## REALIZED Deviation from Fundamental Price: 0.3215005
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 442 ################
## Performance Fundamentalist: -0.9961187
## Performance Trend Follower: -0.0001072562
## Difference in Fractions: -0.9460574
## Value of probability for Fundamentalist: 0.02697128
## Value of probability for Trend Follower: 0.9730287
## REALIZED Deviation from Fundamental Price: 0.3412683
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 443 ################
## Performance Fundamentalist: -0.995621
## Performance Trend Follower: -0.0001211835
## Difference in Fractions: -0.9459607
## Value of probability for Fundamentalist: 0.02701966
## Value of probability for Trend Follower: 0.9729803
## REALIZED Deviation from Fundamental Price: 0.3622334
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 444 ################
## Performance Fundamentalist: -0.9950592
## Performance Trend Follower: -0.0001369541
## Difference in Fractions: -0.9458513
## Value of probability for Fundamentalist: 0.02707437
## Value of probability for Trend Follower: 0.9729256
## REALIZED Deviation from Fundamental Price: 0.3844649
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 445 ################
## Performance Fundamentalist: -0.9944249
## Performance Trend Follower: -0.0001548217
## Difference in Fractions: -0.9457274
## Value of probability for Fundamentalist: 0.02713629
## Value of probability for Trend Follower: 0.9728637
## REALIZED Deviation from Fundamental Price: 0.4080349
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 446 ################
## Performance Fundamentalist: -0.9937085
## Performance Trend Follower: -0.0001750774
## Difference in Fractions: -0.9455872
## Value of probability for Fundamentalist: 0.02720638
## Value of probability for Trend Follower: 0.9727936
## REALIZED Deviation from Fundamental Price: 0.4330186
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 447 ################
## Performance Fundamentalist: -0.9928995
## Performance Trend Follower: -0.0001980561
## Difference in Fractions: -0.9454285
## Value of probability for Fundamentalist: 0.02728577
## Value of probability for Trend Follower: 0.9727142
## REALIZED Deviation from Fundamental Price: 0.4594946
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 448 ################
## Performance Fundamentalist: -0.9919855
## Performance Trend Follower: -0.0002241441
## Difference in Fractions: -0.9452485
## Value of probability for Fundamentalist: 0.02737573
## Value of probability for Trend Follower: 0.9726243
## REALIZED Deviation from Fundamental Price: 0.4875443
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 449 ################
## Performance Fundamentalist: -0.9909527
## Performance Trend Follower: -0.0002537882
## Difference in Fractions: -0.9450445
## Value of probability for Fundamentalist: 0.02747776
## Value of probability for Trend Follower: 0.9725222
## REALIZED Deviation from Fundamental Price: 0.517252
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 450 ################
## Performance Fundamentalist: -0.9897853
## Performance Trend Follower: -0.0002875065
## Difference in Fractions: -0.9448129
## Value of probability for Fundamentalist: 0.02759355
## Value of probability for Trend Follower: 0.9724065
## REALIZED Deviation from Fundamental Price: 0.5487045
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 451 ################
## Performance Fundamentalist: -0.9884653
## Performance Trend Follower: -0.0003259019
## Difference in Fractions: -0.9445499
## Value of probability for Fundamentalist: 0.02772506
## Value of probability for Trend Follower: 0.9722749
## REALIZED Deviation from Fundamental Price: 0.5819909
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 452 ################
## Performance Fundamentalist: -0.9869724
## Performance Trend Follower: -0.0003696787
## Difference in Fractions: -0.9442508
## Value of probability for Fundamentalist: 0.02787458
## Value of probability for Trend Follower: 0.9721254
## REALIZED Deviation from Fundamental Price: 0.6172016
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 453 ################
## Performance Fundamentalist: -0.9852831
## Performance Trend Follower: -0.0004196628
## Difference in Fractions: -0.9439105
## Value of probability for Fundamentalist: 0.02804475
## Value of probability for Trend Follower: 0.9719552
## REALIZED Deviation from Fundamental Price: 0.654428
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 454 ################
## Performance Fundamentalist: -0.9833707
## Performance Trend Follower: -0.0004768274
## Difference in Fractions: -0.9435227
## Value of probability for Fundamentalist: 0.02823867
## Value of probability for Trend Follower: 0.9717613
## REALIZED Deviation from Fundamental Price: 0.6937613
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 455 ################
## Performance Fundamentalist: -0.9812045
## Performance Trend Follower: -0.0005423244
## Difference in Fractions: -0.9430801
## Value of probability for Fundamentalist: 0.02845997
## Value of probability for Trend Follower: 0.97154
## REALIZED Deviation from Fundamental Price: 0.7352911
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 456 ################
## Performance Fundamentalist: -0.9787494
## Performance Trend Follower: -0.0006175255
## Difference in Fractions: -0.9425742
## Value of probability for Fundamentalist: 0.02871292
## Value of probability for Trend Follower: 0.9712871
## REALIZED Deviation from Fundamental Price: 0.7791041
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 457 ################
## Performance Fundamentalist: -0.975965
## Performance Trend Follower: -0.0007040735
## Difference in Fractions: -0.9419949
## Value of probability for Fundamentalist: 0.02900257
## Value of probability for Trend Follower: 0.9709974
## REALIZED Deviation from Fundamental Price: 0.8252816
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 458 ################
## Performance Fundamentalist: -0.9728044
## Performance Trend Follower: -0.0008039493
## Difference in Fractions: -0.9413301
## Value of probability for Fundamentalist: 0.02933496
## Value of probability for Trend Follower: 0.970665
## REALIZED Deviation from Fundamental Price: 0.8738967
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 459 ################
## Performance Fundamentalist: -0.9692134
## Performance Trend Follower: -0.0009195596
## Difference in Fractions: -0.9405654
## Value of probability for Fundamentalist: 0.02971731
## Value of probability for Trend Follower: 0.9702827
## REALIZED Deviation from Fundamental Price: 0.9250111
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 460 ################
## Performance Fundamentalist: -0.9651291
## Performance Trend Follower: -0.001053852
## Difference in Fractions: -0.9396833
## Value of probability for Fundamentalist: 0.03015835
## Value of probability for Trend Follower: 0.9698416
## REALIZED Deviation from Fundamental Price: 0.9786701
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 461 ################
## Performance Fundamentalist: -0.9604777
## Performance Trend Follower: -0.001210468
## Difference in Fractions: -0.9386625
## Value of probability for Fundamentalist: 0.03066875
## Value of probability for Trend Follower: 0.9693312
## REALIZED Deviation from Fundamental Price: 1.034897
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 462 ################
## Performance Fundamentalist: -0.9551728
## Performance Trend Follower: -0.001393954
## Difference in Fractions: -0.9374768
## Value of probability for Fundamentalist: 0.03126161
## Value of probability for Trend Follower: 0.9687384
## REALIZED Deviation from Fundamental Price: 1.093685
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 463 ################
## Performance Fundamentalist: -0.949112
## Performance Trend Follower: -0.001610049
## Difference in Fractions: -0.9360935
## Value of probability for Fundamentalist: 0.03195323
## Value of probability for Trend Follower: 0.9680468
## REALIZED Deviation from Fundamental Price: 1.154987
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 464 ################
## Performance Fundamentalist: -0.9421736
## Performance Trend Follower: -0.001866082
## Difference in Fractions: -0.9344717
## Value of probability for Fundamentalist: 0.03276416
## Value of probability for Trend Follower: 0.9672358
## REALIZED Deviation from Fundamental Price: 1.218703
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 465 ################
## Performance Fundamentalist: -0.9342114
## Performance Trend Follower: -0.002171547
## Difference in Fractions: -0.9325588
## Value of probability for Fundamentalist: 0.03372062
## Value of probability for Trend Follower: 0.9662794
## REALIZED Deviation from Fundamental Price: 1.284663
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 466 ################
## Performance Fundamentalist: -0.9250478
## Performance Trend Follower: -0.00253893
## Difference in Fractions: -0.9302867
## Value of probability for Fundamentalist: 0.03485667
## Value of probability for Trend Follower: 0.9651433
## REALIZED Deviation from Fundamental Price: 1.352601
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 467 ################
## Performance Fundamentalist: -0.9144652
## Performance Trend Follower: -0.002984942
## Difference in Fractions: -0.9275654
## Value of probability for Fundamentalist: 0.03621731
## Value of probability for Trend Follower: 0.9637827
## REALIZED Deviation from Fundamental Price: 1.422124
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 468 ################
## Performance Fundamentalist: -0.902192
## Performance Trend Follower: -0.00353239
## Difference in Fractions: -0.9242734
## Value of probability for Fundamentalist: 0.03786329
## Value of probability for Trend Follower: 0.9621367
## REALIZED Deviation from Fundamental Price: 1.492666
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 469 ################
## Performance Fundamentalist: -0.8878844
## Performance Trend Follower: -0.004213114
## Difference in Fractions: -0.9202425
## Value of probability for Fundamentalist: 0.03987873
## Value of probability for Trend Follower: 0.9601213
## REALIZED Deviation from Fundamental Price: 1.563426
## [1] "#"
## [1] "#"
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## ############## iterazione n. 470 ################
## Performance Fundamentalist: -0.8710972
## Performance Trend Follower: -0.005072756
## Difference in Fractions: -0.915233
## Value of probability for Fundamentalist: 0.04238351
## Value of probability for Trend Follower: 0.9576165
## REALIZED Deviation from Fundamental Price: 1.633268
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 471 ################
## Performance Fundamentalist: -0.8512393
## Performance Trend Follower: -0.00617879
## Difference in Fractions: -0.9088907
## Value of probability for Fundamentalist: 0.04555464
## Value of probability for Trend Follower: 0.9544454
## REALIZED Deviation from Fundamental Price: 1.70058
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## ############## iterazione n. 472 ################
## Performance Fundamentalist: -0.8275004
## Performance Trend Follower: -0.007634726
## Difference in Fractions: -0.9006702
## Value of probability for Fundamentalist: 0.04966489
## Value of probability for Trend Follower: 0.9503351
## REALIZED Deviation from Fundamental Price: 1.763041
## [1] "#"
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## ############## iterazione n. 473 ################
## Performance Fundamentalist: -0.7987248
## Performance Trend Follower: -0.009606647
## Difference in Fractions: -0.889685
## Value of probability for Fundamentalist: 0.05515751
## Value of probability for Trend Follower: 0.9448425
## REALIZED Deviation from Fundamental Price: 1.817232
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 474 ################
## Performance Fundamentalist: -0.7631806
## Performance Trend Follower: -0.01237628
## Difference in Fractions: -0.8743946
## Value of probability for Fundamentalist: 0.06280272
## Value of probability for Trend Follower: 0.9371973
## REALIZED Deviation from Fundamental Price: 1.857933
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 475 ################
## Performance Fundamentalist: -0.718102
## Performance Trend Follower: -0.01645649
## Difference in Fractions: -0.8518786
## Value of probability for Fundamentalist: 0.07406068
## Value of probability for Trend Follower: 0.9259393
## REALIZED Deviation from Fundamental Price: 1.876727
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 476 ################
## Performance Fundamentalist: -0.6586994
## Performance Trend Follower: -0.02287096
## Difference in Fractions: -0.8159209
## Value of probability for Fundamentalist: 0.09203954
## Value of probability for Trend Follower: 0.9079605
## REALIZED Deviation from Fundamental Price: 1.858903
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## ############## iterazione n. 477 ################
## Performance Fundamentalist: -0.5757715
## Performance Trend Follower: -0.03393165
## Difference in Fractions: -0.7510292
## Value of probability for Fundamentalist: 0.1244854
## Value of probability for Trend Follower: 0.8755146
## REALIZED Deviation from Fundamental Price: 1.775451
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## [1] "#"
## [1] "#"
## ############## iterazione n. 478 ################
## Performance Fundamentalist: -0.4492508
## Performance Trend Follower: -0.0558292
## Difference in Fractions: -0.609521
## Value of probability for Fundamentalist: 0.1952395
## Value of probability for Trend Follower: 0.8047605
## REALIZED Deviation from Fundamental Price: 1.558705
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## ############## iterazione n. 479 ################
## Performance Fundamentalist: -0.2299512
## Performance Trend Follower: -0.1094897
## Difference in Fractions: -0.2134953
## Value of probability for Fundamentalist: 0.3932523
## Value of probability for Trend Follower: 0.6067477
## REALIZED Deviation from Fundamental Price: 1.031717
## [1] "#"
## [1] "#"
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## ############## iterazione n. 480 ################
## Performance Fundamentalist: 0.1708117
## Performance Trend Follower: -0.2840456
## Difference in Fractions: 0.6743852
## Value of probability for Fundamentalist: 0.8371926
## Value of probability for Trend Follower: 0.1628074
## REALIZED Deviation from Fundamental Price: 0.1832412
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## ############## iterazione n. 481 ################
## Performance Fundamentalist: 0.08001335
## Performance Trend Follower: -0.6999908
## Difference in Fractions: 0.8862148
## Value of probability for Fundamentalist: 0.9431074
## Value of probability for Trend Follower: 0.0568926
## REALIZED Deviation from Fundamental Price: 0.0113728
## [1] "#"
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## ############## iterazione n. 482 ################
## Performance Fundamentalist: -0.9616638
## Performance Trend Follower: -0.1971336
## Difference in Fractions: -0.8800872
## Value of probability for Fundamentalist: 0.05995639
## Value of probability for Trend Follower: 0.9400436
## REALIZED Deviation from Fundamental Price: 0.01166283
## [1] "#"
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## ############## iterazione n. 483 ################
## Performance Fundamentalist: -0.9999894
## Performance Trend Follower: -0.0001757021
## Difference in Fractions: -0.9467713
## Value of probability for Fundamentalist: 0.02661436
## Value of probability for Trend Follower: 0.9733856
## REALIZED Deviation from Fundamental Price: 0.01238447
## [1] "#"
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## [1] "#"
## ############## iterazione n. 484 ################
## Performance Fundamentalist: -0.9999943
## Performance Trend Follower: -3.638275e-07
## Difference in Fractions: -0.9468049
## Value of probability for Fundamentalist: 0.02659756
## Value of probability for Trend Follower: 0.9734024
## REALIZED Deviation from Fundamental Price: 0.01315099
## [1] "#"
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## [1] "#"
## ############## iterazione n. 485 ################
## Performance Fundamentalist: -0.9999936
## Performance Trend Follower: -1.757832e-07
## Difference in Fractions: -0.9468048
## Value of probability for Fundamentalist: 0.02659761
## Value of probability for Trend Follower: 0.9734024
## REALIZED Deviation from Fundamental Price: 0.01396496
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 486 ################
## Performance Fundamentalist: -0.9999928
## Performance Trend Follower: -1.98088e-07
## Difference in Fractions: -0.9468046
## Value of probability for Fundamentalist: 0.02659769
## Value of probability for Trend Follower: 0.9734023
## REALIZED Deviation from Fundamental Price: 0.01482929
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 487 ################
## Performance Fundamentalist: -0.9999918
## Performance Trend Follower: -2.233684e-07
## Difference in Fractions: -0.9468044
## Value of probability for Fundamentalist: 0.02659778
## Value of probability for Trend Follower: 0.9734022
## REALIZED Deviation from Fundamental Price: 0.01574713
## [1] "#"
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## ############## iterazione n. 488 ################
## Performance Fundamentalist: -0.9999908
## Performance Trend Follower: -2.518756e-07
## Difference in Fractions: -0.9468042
## Value of probability for Fundamentalist: 0.02659788
## Value of probability for Trend Follower: 0.9734021
## REALIZED Deviation from Fundamental Price: 0.01672177
## [1] "#"
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## ############## iterazione n. 489 ################
## Performance Fundamentalist: -0.9999896
## Performance Trend Follower: -2.840211e-07
## Difference in Fractions: -0.946804
## Value of probability for Fundamentalist: 0.02659799
## Value of probability for Trend Follower: 0.973402
## REALIZED Deviation from Fundamental Price: 0.01775673
## [1] "#"
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## ############## iterazione n. 490 ################
## Performance Fundamentalist: -0.9999883
## Performance Trend Follower: -3.202694e-07
## Difference in Fractions: -0.9468038
## Value of probability for Fundamentalist: 0.02659812
## Value of probability for Trend Follower: 0.9734019
## REALIZED Deviation from Fundamental Price: 0.01885575
## [1] "#"
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## ############## iterazione n. 491 ################
## Performance Fundamentalist: -0.9999868
## Performance Trend Follower: -3.611441e-07
## Difference in Fractions: -0.9468035
## Value of probability for Fundamentalist: 0.02659826
## Value of probability for Trend Follower: 0.9734017
## REALIZED Deviation from Fundamental Price: 0.02002278
## [1] "#"
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## ############## iterazione n. 492 ################
## Performance Fundamentalist: -0.9999851
## Performance Trend Follower: -4.072357e-07
## Difference in Fractions: -0.9468032
## Value of probability for Fundamentalist: 0.02659842
## Value of probability for Trend Follower: 0.9734016
## REALIZED Deviation from Fundamental Price: 0.02126205
## [1] "#"
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## ############## iterazione n. 493 ################
## Performance Fundamentalist: -0.9999832
## Performance Trend Follower: -4.592103e-07
## Difference in Fractions: -0.9468028
## Value of probability for Fundamentalist: 0.0265986
## Value of probability for Trend Follower: 0.9734014
## REALIZED Deviation from Fundamental Price: 0.02257801
## [1] "#"
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## ############## iterazione n. 494 ################
## Performance Fundamentalist: -0.999981
## Performance Trend Follower: -5.178188e-07
## Difference in Fractions: -0.9468024
## Value of probability for Fundamentalist: 0.02659881
## Value of probability for Trend Follower: 0.9734012
## REALIZED Deviation from Fundamental Price: 0.02397541
## [1] "#"
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## [1] "#"
## ############## iterazione n. 495 ################
## Performance Fundamentalist: -0.9999786
## Performance Trend Follower: -5.839081e-07
## Difference in Fractions: -0.9468019
## Value of probability for Fundamentalist: 0.02659904
## Value of probability for Trend Follower: 0.973401
## REALIZED Deviation from Fundamental Price: 0.02545929
## [1] "#"
## [1] "#"
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## ############## iterazione n. 496 ################
## Performance Fundamentalist: -0.9999759
## Performance Trend Follower: -6.584331e-07
## Difference in Fractions: -0.9468014
## Value of probability for Fundamentalist: 0.0265993
## Value of probability for Trend Follower: 0.9734007
## REALIZED Deviation from Fundamental Price: 0.02703501
## [1] "#"
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## [1] "#"
## ############## iterazione n. 497 ################
## Performance Fundamentalist: -0.9999728
## Performance Trend Follower: -7.42471e-07
## Difference in Fractions: -0.9468008
## Value of probability for Fundamentalist: 0.0265996
## Value of probability for Trend Follower: 0.9734004
## REALIZED Deviation from Fundamental Price: 0.02870825
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 498 ################
## Performance Fundamentalist: -0.9999694
## Performance Trend Follower: -8.372361e-07
## Difference in Fractions: -0.9468001
## Value of probability for Fundamentalist: 0.02659993
## Value of probability for Trend Follower: 0.9734001
## REALIZED Deviation from Fundamental Price: 0.03048503
## [1] "#"
## [1] "#"
## [1] "#"
## ############## iterazione n. 499 ################
## Performance Fundamentalist: -0.9999655
## Performance Trend Follower: -9.440982e-07
## Difference in Fractions: -0.9467994
## Value of probability for Fundamentalist: 0.0266003
## Value of probability for Trend Follower: 0.9733997
## REALIZED Deviation from Fundamental Price: 0.03237176
## [1] "#"
## [1] "#"
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## ############## iterazione n. 500 ################
## Performance Fundamentalist: -0.999961
## Performance Trend Follower: -1.064602e-06
## Difference in Fractions: -0.9467986
## Value of probability for Fundamentalist: 0.02660072
## Value of probability for Trend Follower: 0.9733993
## REALIZED Deviation from Fundamental Price: 0.03437526
## [1] "#"
## [1] "#"
## [1] "#"
#### graphs ####
par(mfrow=c(2,1))
plot(1:time,x, type = 'l')
#plot(1:time,m, type = 'l')
plot(1:time, historical_prob, type='l')
#plot(1:time, 1-historical_prob, type='l', col="red")
par(mfrow=c(1,1))
plot(x,historical_prob, type='l')