马丁系统是一种亏损加仓的投资系统，其中投资头寸在发生亏损后不断增加，或者头寸规模随着投资组合规模的减小而增加。 马丁系统由法国数学家Paul Pierre Levy于18世纪介绍给公众。

马丁系统是一种非常冒险的投资方法。 其主要思想是，从统计上讲，交易者不可能一直都在亏损，因此，您应该增加投资分配的数量（即使它们的价值正在下降），以期将来会有所增长。通常马丁系统应用于赌场中的博彩。当使用此方法的赌徒输了时，他们会加倍下注。从理论上讲，赌徒在输球时将赌注翻倍，最终最终将获胜。这是假设赌徒有足够甚至无限的资金来下注。

来看马丁系统的基本示例。假设您有一枚硬币，并以1美元的下注进行正面或反面的下注游戏。硬币落在正面或反面的可能性均等，并且每次翻转都是独立的（前一次翻转不会影响下一次翻转的结果）。只要您坚持为相同的正面或反面押注，最终，如果有无限量的钱，您一定会看到期望的硬币正面或反面落在地上，这时，你就可以弥补您的所有损失，并且还有盈利。该策略基于这样的前提，即只需要一笔交易就可以扭转命运。

The Martingale system is a system of investing in which the dollar value of investments continually increases after losses, or the position size increases with a lowering portfolio size. The Martingale system was introduced by French mathematician Paul Pierre Levy in the 18th century.

BREAKING DOWN Martingale System The Martingale system is a very risky method of investing. The main idea behind the Martingale system is that statistically, you cannot lose all the time, and therefore, you should increase the amount allocated in investments — even if they are declining in value — in anticipation of a future increase. The Martingale system is commonly compared to betting in a casino. When a gambler using this method loses, he or she doubles the bet. By repeatedly doubling the bet when he or she loses, the gambler, in theory, will eventually even out with a win. This assumes the gambler has an unlimited supply of money to bet with, or at least enough money to make it to the winning payoff.

Basic Example of the Martingale System To understand the basics behind the strategy, let's look at a basic example. Suppose you have a coin and engage in a betting game of either heads or tails with a starting wager of $1. There is an equal probability that the coin will land on heads or tails, and each flip is independent (the prior flip does not impact the outcome of the next flip). As long as you stick with the same call of either heads or tails, you would eventually, given an infinite amount of money, see the coin land on heads (or tails), if that's your call, and thus recoup all of your losses, plus $1. The strategy is based on the premise that only one trade is needed to turn your fortunes around.