1.5.09

H1N1


Bloomberg is tracking the swine flu. The index follows the number of cases reported by the WHO.

I wonder if some quant will figure out a way to trade different flu viruses. There could be spread markets where you short the H2N5 flu and go long the H1N1 flu. I wonder if flus are mean reverting, have jumps, follow geometric Brownian motion, obey a power law or increase exponentially. I guess it depends on how you define the index.

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