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Is the S&P 500 Mean Reverting? Rescaled Range Analysis Provides the Answer

by Jason Apollo Voss | 18 02 2013 | Blog

Editor’s note: Thanks to the diligence of Armin Grueneich this post has been amended to reflect an additional step in the calculation of the rescaled range which has affected the prior reported results. In a previous post, I used the S&P 500 as an example to...
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