Survey on Log-Normally Distributed Market-Technical Trend Data
AbstractIn this survey, a short introduction of the recent discovery of log-normally-distributed market-technical trend data will be given. The results of the statistical evaluation of typical market-technical trend variables will be presented. It will be shown that the log-normal assumption fits better to empirical trend data than to daily returns of stock prices. This enables one to mathematically evaluate trading systems depending on such variables. In this manner, a basic approach to an anti-cyclic trading system will be given as an example. View Full-Text
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Brenner, R.; Maier-Paape, S. Survey on Log-Normally Distributed Market-Technical Trend Data. Risks 2016, 4, 20.
Brenner R, Maier-Paape S. Survey on Log-Normally Distributed Market-Technical Trend Data. Risks. 2016; 4(3):20.Chicago/Turabian Style
Brenner, René; Maier-Paape, Stanislaus. 2016. "Survey on Log-Normally Distributed Market-Technical Trend Data." Risks 4, no. 3: 20.
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