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Pastimes : Clown-Free Zone... sorry, no clowns allowed

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To: Earlie who wrote (163155)5/1/2002 7:36:07 AM
From: Giordano Bruno  Read Replies (1) of 436258
 
New, improved holistic trading...

When Markets Go Mad
PHYSICISTS TRY TO PREDICT WHEN STOCK PRICES WILL CRASH

The group's methods are now being tested against real financial data. Johnson says that in a test of the dollar-yen market, a correct prediction was made of "antipersistence," a tradable string of ups and downs that appeared in hourly market data and that persisted for six hours. A team at the Sony Computer Science Laboratories in Tokyo has since confirmed the prediction.

sciam.com
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