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> I am trying to find a post I saw several months ago that contained
> the measurements of the standard deviation of the S&P percentage
> changes for various time intervals and showed that they did not
> follow the square root law.
I posted that -- it was written by my friend Dave Chamness. I didn't
keep a copy, but fortunately Michael Stewart did, and he recently
reposted it. (Thanks Michael!)
I also recently reposted an ELA that calculates the square-root /
stddev properties of a market, as in Dave's example.
Since I reposted Dave's note and the ELA so recently I won't post it
again. Instead I've made it available on my FTP site, at
ftp://ftp.frii.com/pub/fritz, files trendstddev, trend.ela, and
trend.txt. Email privately if you have trouble getting to the FTP
site.
Gary
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