Monthly Archives: November 2012

I’ve been doing a lot of thinking and a little bit of work on Ole Peters’ concept of “Time averaging”. This was flagged up in Mark Buchanan’s excellent blog (http://physicsoffinance.blogspot.co.uk/2012/11/ergodicity-biggest-mistake-in-economics.html). The non technical papers (e.g.¬†http://www.towerswatson.com/united-kingdom/research/8271) and TEDx video (http://www.youtube.com/watch?feature=player_embedded&v=LGqOH3sYmQA) are … Continue reading

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