Beyond Equilibrium: A Fractal Approach to Financial Market Analysis
Plot of log(R/S) vs log(n) shows linear scaling with slope ~0.63, significantly above 0.5. For the random walk, slope ~0.50. fractal market analysis pdf
To understand why quantitative researchers turn to fractal structures, one must understand the failure points of traditional capital market theories. Traditional frameworks rely on two primary foundational assumptions: FRACTAL MARKET ANALYSIS Beyond Equilibrium: A Fractal Approach to Financial Market
Calculate the Hurst exponent for the last 100–200 bars of your chosen timeframe. fractal market analysis pdf