Stocks & Commodities V. 38:07 (24–28, 45): Using Scaling Laws For FX Trading Models: A Two-Dimensional Extension by Richard Poster, PhD
Using Scaling Laws For FX Trading Models: A Two-Dimensional Extension by Richard Poster, PhD
Previously, we looked at how scaling laws can be used to predict the behavior of forex (FX) data. In this follow-up article, we look at how scaling laws can be extended into two dimensions: volatility and price change thresholds. Now, using two-dimensional scaling laws, an even more accurate prediction of expected returns can be made. Find out how.
The jagged coastline of Norway, an old oak tree, and the EURUSD time series have at least one thing in common—they all have fractal geometries. This means they have the same form or structure when viewed at different scales ...
FOR THOSE ORDERING ARTICLES SEPARATELY:
*Note: $2.95-$5.95 Articles are in PDF format only. No hard copy of the article(s) will be delivered. During checkout, click the "Download Now" button to immediately receive your article(s) purchase. STOCKS & COMMODITIES magazine is delivered via mail. After paying for your subscription at store.traders.com users can view the S&C Digital Edition in the subscriber's section on Traders.com.
|Take Control of Your Trading.|
|Professional Traders' Starter Kit|
|All these items shown below only $299.99!|
|5-year subscription to Technical Analysis of STOCKS & COMMODITIES, The Traders' magazine. (Shipping outside the US is extra. Washington state addresses require sales tax based on your locale.) 5 year access to S&C Archive 5 year access to S&C Digital Edition5-year subscription to Traders.com Advantage. 5-year subscription to Working Money. Free book selection. |
|Click Here to Order|