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Stocks & Commodities V. 38:02 (1017): Using Scaling Laws For The Development Of FX Trading Models by Richard Poster
Stocks & Commodities V. 38:02 (1017): Using Scaling Laws For The Development Of FX Trading Models by Richard Poster
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Using Scaling Laws For The Development Of FX Trading Models by Richard Poster
Can the fractal properties of financial time data be used to develop effective trading models? Heres a look at using scaling laws, which describe fractal behavior, for the development of trading models for forex.
Scaling laws arise from systems that have a fractal geometry. Fractals are self-similar systems. What is a self-similar system? If a scale is the level of detail as we look at an object, then a self-similar object still looks like itself at different scales ...
Can the fractal properties of financial time data be used to develop effective trading models? Heres a look at using scaling laws, which describe fractal behavior, for the development of trading models for forex.
Scaling laws arise from systems that have a fractal geometry. Fractals are self-similar systems. What is a self-similar system? If a scale is the level of detail as we look at an object, then a self-similar object still looks like itself at different scales ...
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