摘要：The last k days of trading together tell the financial market trends. It may be inconceivable if we are told to ignore the 3rd, 6th, and 8th day, a priori. We introduce a novel approach to show exactly that - it pays to ignore some fixed days among the recent k days, fixed a priori,in order to minimize risk and maximize profit simultaneously. The theory developed here has direct implications to our common senses on how we should look at the financial market trends.
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