I want to build trading systems based on two things:
I have read the book : The Misbehavior of Markets: A Fractal View of Financial Turbulence By Mandelbrot but he didn’t show how to find fractal in time series. Moreover I don’t have time to go through all books with this topic, because I have work afterhours. So my question to you is:
-Do you know best measures for fractal theory or harmonics patterns in Time Series of Stock?
-Do you know some helpful publications/books connected with this topic – how to look for patterns/measures?
-Do you have any suggestions about construction of such trading systems?