2010-11-01blogspot.com

This piece is very good (found it cited from the Automatic Earth). It mirrors the conclusions I have come to over the last few years. My sources are different (my own mathematics education, Mandelbrot, Andrew Lo, etc), but I think the truths are incontrovertible. The market has a natural fractal structure which has been disrupted in recent years, and is increasingly so, to our peril.



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