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Strategies & Market Trends : Classic TA Workplace

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To: the-phoenix who wrote (130606)3/12/2006 11:04:56 AM
From: Win-Lose-Draw  Read Replies (1) of 209892
 
The most famous "standard deviation" traders on the planet were, of course, LTCM. Three SDs "contains" in rangebound markets, but trading on that premise is a sure way to blow up, in both bull and bear directions, over the long haul.

Market returns don't follow a normal (or log-normal or etc etc etc) distribution.
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