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visits member for 2 years
seen Apr 14 at 14:27

Feb
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awarded  Nice Question
Oct
1
awarded  Enthusiast
Aug
9
awarded  Yearling
Aug
8
awarded  Disciplined
Jul
16
answered Innovative ways of visualizing financial data
Jul
16
comment Innovative ways of visualizing financial data
@vonjd -- Victor Neiderhoffer, developed a means of "playing" audio of market moves for his trading desk. I have a colleague, that creates audio files of fractal market structures. He can play an entire day's tick by tick volatility. It just provides a different way to experience the data. Such things, like the things this great question has evoked from the community, may can shift the way we think about things (notice a theme in my various comments across the sight?) and keep us fresh.
Jul
16
comment Tools/R code for predicting Dragon-Kings
Sornette has a book Why Stock Markets Crash: Critical Events in Complex Financial Systems. I've largely stood with Taleb's thinking on this for sometime, but looking at things like multi-fractals has begun to make me reconsider whether we may develop the ability to do this. (Taleb claims to have collaborated a with Mandelbrot in his last years to try to do some of this). Sornette seems like a sincere guy, just not convinced he's nailed it yet.
Jul
15
comment Multi Fractals Models
+1 - I have a similar side interest in these. I look at and compare different multi-fractal time-frames (if time-frame makes sense in this contact). They seem to capture something of the experience of market-time, an idea difficult to define, but anyone who has watched prices ticking long enough has a sense of it. I haven't quantified this yet, but I often see extreme volatility in fine (intraday) time-frames seem jump, like an electron jumps valences, to longer time-frames one or two weeks later. Just an observation now, but it has my curiosity.
Jul
15
awarded  Commentator
Jul
14
answered How useful is the genetic algorithm for financial market forecasting?
Jul
14
comment So many volatility models. Any comparisons of them?
+1 -- I wish I had seen this sooner. Clear and thoughtful
Jul
13
comment Is there an API to perform request about stocks and financial derivatives?
Mathematica has lots of this built into their FinancialData[] function.
Jul
12
comment Meta-view of different time-series similarity measures?
Almost a year later and I find I keep coming back to your answer. Thanks again. I wish I could vote it up more.
Jul
12
accepted SP500 sector weights - how do they change?
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13
awarded  Self-Learner
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12
awarded  Teacher
Sep
12
answered SP500 sector weights - how do they change?
Sep
12
asked SP500 sector weights - how do they change?
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20
awarded  Scholar
Aug
20
accepted Meta-view of different time-series similarity measures?