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  • Tracking Mean Reversion After Bad Months [View article]
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    Jul 02 15:06 pm |Rating: 0 0 |Link to Comment
  • Tracking Mean Reversion After Bad Months [View article]
    Thanks Smart ETF - your comments are some of the few that are worthwhile and intelligent.

    I agree with you for the most part, and I examined a similar vol clustering in an old post on World Beta. Shoot me an email when you get the chance.
    Jul 02 14:21 pm |Rating: 0 0 |Link to Comment
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