I recently heard the term Sugihara Trading System. I guess it might be some trading strategy or a special model to predict trends in market data, but I couldn't find out anything about it. Does anyone know what's behind this term?
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I don't think that it is a real applicable trading system but it is more general work concerning the connection between chaos and financial markets. A good starting point is this (relatively recent) article: You can find his publications here: http://sio.ucsd.edu/Profile/gsugihara#pubs |
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