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Pastimes : Clown-Free Zone... sorry, no clowns allowed

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To: MythMan who wrote (351762)12/24/2007 12:25:40 AM
From: Real Man  Read Replies (1) of 436258
 
misc.mailarchive.ca
This pattern has now returned, but it was clearly broken
quite a few times this year, the first time since 2002-2003. We
crash once it breaks, cause there is no other buyer.
Old, but valid stuff. The average tick (also a recent Shrub
market anomaly) has moved down as well, and there were quite a few
negative -1000 readings lately. -g- In other words, market
statistics is clearly changing.

To put it in mathematical terms, expected rate of
return is beta - (sigma)^2/2, where sigma is volatility.
It's on da rise.
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