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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2$\begingroup$ Is this what you want? $\endgroup$chrisaycock– chrisaycock2011-09-01 00:04:05 +00:00Commented Sep 1, 2011 at 0:04
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$\begingroup$ Yes, that's it. $\endgroup$asmaier– asmaier2011-09-16 20:46:59 +00:00Commented Sep 16, 2011 at 20:46
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1$\begingroup$ Yes, that's it. Yet another super duper trading strategy spam. $\endgroup$MarianP– MarianP2012-08-18 22:14:16 +00:00Commented Aug 18, 2012 at 22:14
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$\begingroup$ @asmaier: You can accept one of the answers if you are satisfied by it :-) $\endgroup$vonjd– vonjd2013-01-28 16:17:04 +00:00Commented Jan 28, 2013 at 16:17
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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:
http://deepeco.ucsd.edu/~george/publications/08_ecology_bankers.pdf
You can find his publications here: http://sio.ucsd.edu/Profile/gsugihara#pubs
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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– asmaier2013-01-28 17:20:38 +00:00Commented Jan 28, 2013 at 17:20