Views on Non-normal markets

Views on non-Normal markets [9]

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Bullet points include: There are various ways of visualising fat tails in a single return distribution. Easiest to see in format (c) below. By ‘fat tail’ we mean probability of extreme-sized outcomes (returns / movements / events) seems to be higher than if coming from a (log) Normal distribution

Bullet points include: There are various ways of visualising fat tails in a single return distribution. Easiest to see in format (c) below. By ‘fat tail’ we mean probability of extreme-sized outcomes (returns / movements / events) seems to be higher than if coming from a (log) Normal distribution

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