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?

  • 2
    $\begingroup$ Is this what you want? $\endgroup$ Sep 1 '11 at 0:04
  • $\begingroup$ Yes, that's it. $\endgroup$
    – asmaier
    Sep 16 '11 at 20:46
  • 1
    $\begingroup$ Yes, that's it. Yet another super duper trading strategy spam. $\endgroup$
    – MarianP
    Aug 18 '12 at 22:14
  • $\begingroup$ @asmaier: You can accept one of the answers if you are satisfied by it :-) $\endgroup$
    – vonjd
    Jan 28 '13 at 16:17

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

  • 1
    $\begingroup$ His most cited paper seems to be "Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series", see scholar.google.de/… $\endgroup$
    – asmaier
    Jan 28 '13 at 17:20

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