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points by lifeisloving 1 day ago | 0 comments
It doesn't fit any normal distribution actually.
[–] ViscountPenguin 1 day ago
Normal as in "typical", not as in "Central Limit Theorem".

Wiener processes aren't a completely terrible model for markets though.

[–] paulpauper 1 day ago
I think it's a fat tail or jump diffusion process. There is a ton of literature about this over the past 30 years.