Batman
Posts : 786 Join date : 2009-08-06 Age : 35 Location : NYC
| Subject: Fractal Correlations: Corn Flakes, FX Rates, & Postage Prices Wed May 11, 2011 2:27 pm | |
| http://thenatgastrader.blogspot.com/2011/05/fractal-correlations-corn-flakes-fx.html
Previously: http://thenatgastrader.blogspot.com/2011/05/survival-of-least-fit.html
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Sauros
Posts : 516 Join date : 2009-05-14 Age : 49 Location : London
| Subject: Re: Fractal Correlations: Corn Flakes, FX Rates, & Postage Prices Wed May 18, 2011 4:35 pm | |
| Very nice post, Batman and very interesting study. I quite like the idea. For these types of studies may I recommend you "Practical Speculation", by Niederhoffer: the basics of correlation analysis are described there. | |
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