SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Biotech / Medical : Duramed (DRMD) Synthetic Estrogen Product
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: OpusX who wrote (1230)5/20/1999 6:49:00 PM
From: Thure Meyer  Read Replies (1) of 1837
 
Found it.

Its a paper called "The Ecology of an Order-Driven Market System"
Robert A. Schwartz, et.al.

I can FAX it to you if you send me a private message with your FAX number. The key concept is a statistical process called "mean reversion", which is associated with short term volatility (Section 2).

The paper is too long to quote here.

What we are looking for in this stock are information events, like a recommendation, sales estimates, market share, .. that kind of thing. Although institutional accumulation is information is a sense (i.e., in the confidence sense), just the fact that large blocks are traded in the short term does not affect the underyling dynamics (IHO).

Thure
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News