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Strategies & Market Trends : John Pitera's Market Laboratory

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To: John Pitera who wrote (5732)2/26/2002 7:28:32 PM
From: Moominoid  Read Replies (1) of 33421
 
Your Hurst Random walk (Hurst = 0.5) thoughts regarding trends and fractals seems very interesting, could you tel us more?

Ask me questions :)

One thing is that there are likely no deterministic cycles in stocks above about say 10 days. But there are stochastic cycles that turn up at avrying poiints. 9 months and 4 years often show up, but they aren't deterministic - they can show up +/- one either side of that or more.

David
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