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At 7:03 PM -0400 10/19/98, Timothy Morge wrote:
>Maybe it's time for me to go back to school? By the way, are the papers
>fairly readable?
Very heavy math in the rigorous proofs but they then state their
conclusions in pretty clear English. I found it worth reading.
I skimmed the proofs but most were beyond my math background. Much of the
book was involved in detailed modeling of various detailed phenomenon such
as the "noise" generated by the bid/ask spread, or by the fact that prices
reported on the close were the last trade that may have occurred hours
earlier. Interesting but not too relevant to the markets that interest me.
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