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weak form

   Also found in: Wikipedia 0.04 sec.
weak form
A component in the theory of efficient markets that holds that successive changes in security prices are independent of one another. If security markets are efficient to the extent of the weak form, existing prices reflect all the information contained in historical market data. Therefore, the charting of security prices and volume is not useful in projecting future price movements. The weak form of efficient markets supports the random-walk hypothesis. Compare strong form.


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