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Strategies & Market Trends : A.I.M Users Group Bulletin Board

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To: Julius Wong who wrote (5384)8/19/1998 1:27:00 AM
From: Bob Jagow  Read Replies (1) of 18928
 
Your algorithm approximates the Box Count, Julius.
I did it with smaller boxes [and actually counted which ones the price touched], but your implementation should give similar results -- will compare the two next chance I get.

I checked five of the best-scoring stocks and found that they gave good log(N) vs -log(1/s) plots -- their FD slopes were about 1.2.

Bob
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