I “discovered” this idea of variance clock time back when I was 20 and found that returns/volatility ≈ normally distributed. Trend following applied on a variance clock, not a wall clock, was the first model I really built. I wrote a bit more here: https://blog.thinknewfound.com/2019/03/time-dilation/ …https://twitter.com/AgustinLebron3/status/1358793444412428288 …
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