14
$\begingroup$

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?

$\endgroup$
4
  • 2
    $\begingroup$ Is this what you want? $\endgroup$ Sep 1, 2011 at 0:04
  • $\begingroup$ Yes, that's it. $\endgroup$
    – asmaier
    Sep 16, 2011 at 20:46
  • 1
    $\begingroup$ Yes, that's it. Yet another super duper trading strategy spam. $\endgroup$
    – MarianP
    Aug 18, 2012 at 22:14
  • $\begingroup$ @asmaier: You can accept one of the answers if you are satisfied by it :-) $\endgroup$
    – vonjd
    Jan 28, 2013 at 16:17

1 Answer 1

7
$\begingroup$

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:
http://deepeco.ucsd.edu/~george/publications/08_ecology_bankers.pdf

You can find his publications here: http://sio.ucsd.edu/Profile/gsugihara#pubs

$\endgroup$
1
  • 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, 2013 at 17:20

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.