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Strategies & Market Trends : A.I.M Users Group Bulletin Board -- Ignore unavailable to you. Want to Upgrade?


To: rgammon who wrote (11247)5/25/2000 2:38:00 PM
From: rgammon  Read Replies (2) | Respond to of 18929
 
Inverse Correlation pt 2

Sighh, I hadn't looked at the data for an idealized 'perfect' inverse correlation. With a price pattern similar to Lichello's model, normal and inverse, with a shared cash pool, the cash pool DOES rise. This conclusion may not hold in practice since stocks/funds do have long term price trends.

This still leaves open the question, at least for me.

Mystified in Texas

Robert - Mr AIM Aggressive