Ошибка №1 начинающих на бирже

Igr, сам проверить не могу, говорю о том, что читал)

http://www.ntuzov.com/Nik_Site/Niks_files/Research/papers/stat_arb/Thorp_Part2.pdf

By luck, almost immediately after we began the indicators project at the end of 1979, one of our researchers stumbled on the germinal idea for statistical arbitrage – a single indicator that ranked stocks from best to worst and offered a short-term forecast of their performance compared to the others. The idea was to rank stocks by their percentage change in price, corrected for splits and dividends, over a recent past period such as the last two weeks. We found that the stocks that were most up tended to fall relative to the market over the next few weeks and the stocks which were the most down tended to rise relative to the market. Using this forecast our computer simulations showed approximately a 20 per cent annualized return from buying the “best” decile of stocks, and selling short the “worst” decile.

Юлия Князева, можно и сказать)  

я вот почти лох в программировании, но я учусь не быть таким)