An AR(1) process has an infinite memory. Currency evolutions can often be predicted, and high theta options markets are also known to be very volatile. Risk-averse investors would much prefer to eliminate the risk of the left fat tail (bear market) while accepting a smaller right fat tail (bull market). The first and last are the most favorable.
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Past performance is no guarantee of future results, and we make no representation that any options stop order will or is likely to achieve similar results. Prices may be different from exchange prices and may not be accurate to real time exchange trading prices. All criteria for hedge accounting have. The default value is False.