CARR FUTURES SEPTEMBER 4, 2003

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Date: 2004-08-07 12:37:09 Financial ratios Volatility Sharpe ratio Log-normal distribution Skewness Standard deviation Fat-tailed distribution Normal distribution Statistics Mathematical finance Drawdown		CARR FUTURES SEPTEMBER 4, 2003 Add to Reading List Source URL: www.intelligenthedgefundinvesting.com Download Document from Source Website File Size: 487,31 KB Share Document on Facebook

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