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Journal of Randomics » Volume 10 (2011) Preprint Server
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Johan G. van der Galien 'Recent Bull Periods and the X-INDEX Effect' (Submitted February 2011) PREPRINT, DO NOT CITE, CALL FOR PEER REVIEWERS:

This article is about the question whether ranking on entropy, from measurements of securities stock quote distributions over historic bull periods, can help to compose profitability optimal portfolios for future bull periods. This feature will work if entropy has some kind of memory for profitable portfolios in the past, present and future (the X-INDEX effect). In this article I think I have provided some evidence for the existence of this memory effect. But I need an experts peer review and opinion. Thats why the article is still on the preprint server and not final.
  

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Johan G. van der Galien:

Male 51 years M.Sc.

He is working as a Silverlight and ASP.NET web developer in The Netherlands. He studied Chemistry at the State University of Groningen (RuG). After working as a chemist for several multinational companies he switched to the computer business. But science remained his passion as you can see from the several papers from his hand, or in collaboration with other authors, in the SATOCONOR Journals. As a matter of fact he is the Chief-editor and Webmaster of this site.