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Unformatted text preview: x % further before it moves down by x %; thus RW is not upheld by data. I Bias in the results; because of price jumps, purchase price > low + x % and sale price < high-x %. I After adjusting for dividends/commissions, prots are much lower. Largest prots under the lter rule are those of the broker....
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This note was uploaded on 10/16/2010 for the course STAT 244 taught by Professor Dr.velu during the Summer '10 term at Stanford.
- Summer '10