Algorithmic Trading Gets Smarter After Quant Upset

normally they do under normal conditions,,,it's that blue moon of storms that wreck havoc and the insurance companies pay up..



Quote from makloda:

The sad thing is they hide behind BS statistics and "25 sigma events" when they know exactly that financial markets do not follow normal distributions.
 
Quote from makloda:

The sad thing is they hide behind BS statistics and "25 sigma events" when they know exactly that financial markets do not follow normal distributions.
maybe their definition of normal is n=30
 
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