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Generalized Dollar Cost Averaging
- mmmrk 6y agoHaving recently finished N. N. Taleb's "The Black Swan", I am now wary when I see Gaussian distribution concepts applied to the stock market. The numerical study code seems to use `std`, as in standard deviation, unless I'm misunderstanding something? That assumption would make the code (and entire idea?) useless, because markets do not appear to be Gaussian?