News for hackers. Stuff that matters.
Re:Nassim Taleb: We should retire the notion of standard dev... by baking on Wednesday January 15, 2014 @08:00PM (#7067367)
The usual way to do this is to take the natural log, so an up 1% day followed by a down 1% day (or vice versa) will always net out to a 0% change.

There are no comments on this comment yet.