Hi Conrad: Your reaction to Tim's "means-reverting log-normal variant simulated signal" is about the same as mine to your previous post!
I like math and I am pretty good at it but when I got to Calculus in college I thought my head would explode! I can handle anything up thru trig.
I suppose improvements can be found to standard AIM either to preserve cash in a sinking market or to preserve shares in a rising market but what you are proposing is something that I (and many others) would not be able to replicate on our own.
Maybe with a lot of head scratching you will be able to simplify it so it will be as understanable as E=MC(squared)
I am sure a lot of unenteligible calculations took place before Einstein hit upon that formula!
The main thing to watch out for is anything that requires you to make a decission to modify the formula along the way because emotion will then come in to the picture. The beauty of using AIM is that it removes emotion from investing once you decide what to invest in.
Toofuzzy
Take the road less traveled. It will make all the difference.
Take the road less traveled. It will make all the difference.