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Behavioral!

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article mentions a very interesting behavioral fact: The “reserve” that allows “false positives” with regularity is evident in the unusual hump at the -1.5 Standard Deviation point

So when market returns are down significantly (1.5sigma here), everyone let's the "reality" catch up to their prior sins of smoothing! Could this line of thought apply to the "fat tails" spoken of by Nassim Taleb, interpreted here at 1.5sigma? In other words, some justification for existence of fat tails is the prevalence of widespread fraud? This leads us to: markets, reflecting human sins, are thus inherently unstable! Lots to chew on.

Kalm33 (talk) 13:56, 17 March 2009 (UTC)[reply]

Primary sources (or lack thereof)

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I read all the references, and it's not clear to me whence the technical description of bias ratio was gleaned. None of the cited sources (at least the freely available ones) provide any technical detail. —Preceding unsigned comment added by Kstarsinic (talkcontribs) 13:21, 16 February 2010 (UTC)[reply]

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Explanation section

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In paragraph 5 of the Explanation section, there are references to histograms which are not included on the Wikipedia page. — Preceding unsigned comment added by Eoliveri13 (talkcontribs) 17:52, 16 March 2018 (UTC)[reply]