交易常用probability distribution

Log-normal distribution

http://en.wikipedia.org/wiki/Log-normal_distribution

Geometric Brownian motion

http://en.wikipedia.org/wiki/Geometric_Brownian_motion

Cauchy distribution

http://en.wikipedia.org/wiki/Cauchy_distribution

Fat tail

http://en.wikipedia.org/wiki/Fat_tail

Power law

http://en.wikipedia.org/wiki/Power_law

Rescaled range

http://en.wikipedia.org/wiki/Rescaled_range

Hurst exponent

http://en.wikipedia.org/wiki/Hurst_exponent

Fractional Brownian motion

http://en.wikipedia.org/wiki/Fractional_Brownian_motion