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PureBytes Links
Trading Reference Links
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Ramin Zahraie wrote:
> I believe he was using cotton prices to test his ideas, wasn't he?
Yes. BTW, www.olsen.ch demonstrated the same effect in the currency
markets:
Statistical Study of Foreign Exchange Rates, Empirical Evidence of a Price
Change Scaling Law, and Intraday Analysis by U. A. Müller, M. M. Dacorogna,
R. B. Olsen, O. V. Pictet, M. Schwarz, and C. Morgenegg, 1990, in Journal of
Banking and Finance, Vol. 14, p. 1189-1208.
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