Waiting for the big Kahuna Message Board

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Strategies & Market Trends : Waiting for the big Kahuna

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To: Moominoid who wrote (56761)	2/18/2002 6:12:33 AM
From: Real Man	Read Replies (1) of 94695

I know. The fact that stocks have fractal geometry is well known. More useful is the fact that the "tails" are distributed according to Levy distribution, which is also well known. Yes, I was the guy. Get that book (Bouchaud and Potters, Theory of Financial Risk), there is more in it than just the Hurst exponent. All the recent knowledge about the "tails". Which, of course, means that methods based on this knowledge no longer work -ggg- I'm getting Hull's book, so soon I'll know all this like a pro, and better -ggg-

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