Title: fractal and finance Post by: tilfani on May 24, 2016, 01:13:59 AM Hi all,
I'm student preparing a master degree, looking to apply fractals to market stock index, as first step to the most known index as CAC40, SP, DJ, DAX... i did a small program with VBA excel to prove the multi-fractality of those time series, we compute de q moments for price series or log prices? there is an application to work with fractal? Title: Re: fractal and finance Post by: Max Sinister on May 24, 2016, 11:23:10 PM Are you planning to make lots of money that way?
Title: Re: fractal and finance Post by: lkmitch on May 25, 2016, 04:33:10 PM Mandelbrot did a lot of work with the fractal nature of finance, as have many others. I believe the general sense is that the fractal nature of prices can lead to some gross understanding, but not so much practical predictions (like tomorrow's S&P index, for example).
Title: Re: fractal and finance Post by: Max Sinister on May 25, 2016, 11:13:08 PM I admire Mandelbrot and his scientific work, but I don't know whether he became a millionaire at the stock market. |