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Strategies & Market Trends : John Pitera's Market Laboratory

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To: Moominoid who wrote (5728)2/26/2002 12:13:26 PM
From: John Pitera  Read Replies (1) of 33421
 
David, that would help to account for how some of my work calls stocks lower into April. I was watching with great interest your discussion with VI on the Big Kahuna thread a few days ago on Mandelbrot's finance book, Gaussian market descriptions.

Your Hurst Random walk (Hurst = 0.5) thoughts regarding trends and fractals seems very interesting, could you tel us more?

John
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