Re: OK
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Отправлено Quark, 18:45:44 22/10/2002
в ответ на: OK, отправлено Олег, 17:58:25 22/10/2002
 
) The stop-loss should be placed at the prices where our distribution is significantly less probable than Gaussian.
 
then the (detrended) distribution is already Gaussian  
 
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      Сравните два этих своих утверждения. Они взаимоисключают друг друга
 
 
There is no controversy. I said that the distribution is Gaussian for time interval T more than 3 month. For less time intervals it is usually NONGAUSSIAN. It means that statistically based trading MUST use less time frames from, say, 5 minutes to one month, depending on the instrument.
 
 
Regards


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