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Notices
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Ana Carol (not verified)
12th April 2023 | 7:36pm

Great post on the S&P 500 and sigma events! It's interesting to see how the normal distribution holds for daily returns for the S&P 500, and how the overwhelming majority of daily returns fall within one standard deviation from the mean return. The graphs and breakdowns of sigma events by decade and expected daily occurrence are informative and well-presented. Congratulations on a well-researched and well-written article!