fractalfinance.blogspot.com
Fractals, Technical Analysis and other things...: April 2011
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Fractals, Technical Analysis and other things. Monday, April 18, 2011. The possibility of cognition. I-READING A BOOK BEFORE IT IS WRITTEN. The best way to read a book before it is written is to write it, and that is, to some extent, what Elie Ayache is proposing us to do in The turning. 8220;The place of the contingent claim is nobody’s place in particular. It falls to no subject to assign a price to the contingent claim or to reflect it in his mind.”. The question which interests me, at the level of Te...
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Fractals, Technical Analysis and other things...: Guilt and Shame, and their necessities
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Fractals, Technical Analysis and other things. Thursday, February 17, 2011. Guilt and Shame, and their necessities. Shame and guilt are very well studied concepts, and it is very well known that they are making up (along other feelings) the very core of social psyche. It is also well-established that some societies are giving priority to one over the other in their structures. As such, Japan is widely believed to be the archetype of a shame society. I shall start by quickly considering the word “al...
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Fractals, Technical Analysis and other things...: May 2011
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Fractals, Technical Analysis and other things. Sunday, May 22, 2011. The Art of Speculation. In order to do that, I shall first consider some traditional features of art and build some analogies with speculation. That will hopefully open new perspectives to thinking and practicing speculation. Let me start by a quote from Baudelaire’s Salon of 1859. Which, in english, gives :. Such a remark was inspirational for Raymond Queneau and Francois Le Lyonnais when they founded the Oulipo. 8220;I would rather re...
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Fractals, Technical Analysis and other things...: Situation in Japan
http://fractalfinance.blogspot.com/2011/03/situation-in-japan.html
Fractals, Technical Analysis and other things. Wednesday, March 16, 2011. I usually reside in Japan, in Hino, which is located in the west of Tokyo. However, given the evolution of the situation in the Fukushima nuclear Plant, My wife and I have decided to fly out of Japan yesterday, and we are now in Singapore, in my wife's family. All our thoughts are with the Japanese people, and we do hope we will be back in Japan in a few days when the situation in the nuclear plants will be under control. I do hope...
fractalfinance.blogspot.com
Fractals, Technical Analysis and other things...: April 2012
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Fractals, Technical Analysis and other things. Monday, April 16, 2012. So is there any sense in which the market could be said to be fractal, given that the time serie does not seem to be satisfyingly modelised by a fractal? In “The Blank Swan”, Elie Ayache provides a very interesting element to answer this question at the page 295:. Links to this post. Subscribe to: Posts (Atom). Singapore, Singapore, Singapore. View my complete profile. 8593; Recent Comments Widget. Fractal Bands : Fractalised Bollinge...
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Fractals, Technical Analysis and other things...: September 2009
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Fractals, Technical Analysis and other things. Monday, September 28, 2009. Technically, the EUR/USD may have reached its top as the 61.8% fibonacci retracement of the range 1.6040/1.2329 at 1.4842 (even though the key resistance is 1.4867) and could now go for a dip back into the 1.2s (albeit some resistance on the way). On the fundamental side, the EUR is again now over-valued. Besides, in a recent report, the OECD wrote:. Links to this post. Subscribe to: Posts (Atom). Singapore, Singapore, Singapore.
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Fractals, Technical Analysis and other things...: February 2010
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Fractals, Technical Analysis and other things. Saturday, February 6, 2010. It may be time for a little summary of how I see the fundamentals situation right now. This past week has been a rich one in event on the EUR/USD front, we first saw the EUR rebounding from 1.385 to over 1.403, then back down to 1.365, all these moves being fed by news from the ECB supporting Greece, and worrying about Portugal, Italy and Spain. If something goes wrong with the USD, the US government is able to act upon it in a so...
fractalfinance.blogspot.com
Fractals, Technical Analysis and other things...: December 2011
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Fractals, Technical Analysis and other things. Sunday, December 18, 2011. For a follow-up of my discussion with Elie Ayache, about "The Blank Swan" and its consequences, those interested can look up this forum's thread. This is the focus of my current researches. Links to this post. Subscribe to: Posts (Atom). Singapore, Singapore, Singapore. View my complete profile. 8593; Recent Comments Widget. Hurst Difference: Variations of the Hurst Exponent. RS FRASMA: FRASMA from a Rescaled Range Analysis. Fracta...
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Fractals, Technical Analysis and other things...: July 2010
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Fractals, Technical Analysis and other things. Thursday, July 1, 2010. From Spot FX to FX Options (maybe). Sorry for having been a bit absent these last few weeks, I am considering moving towards FX options trading, and I have therefore been studying this very different area. This idea came to me quite accidentally. A few weeks ago, I bought "The blank swan" by Elie Ayache. I therefore did that and acquired Espen Gaarder Haug'"Derivatives: Models on Models". Links to this post. Subscribe to: Posts (Atom).
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Fractals, Technical Analysis and other things...: May 2010
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Fractals, Technical Analysis and other things. Monday, May 17, 2010. Variation of the Hurst Exponent. While playing around with various strategies, I came to consider that an interesting way to use the fractal dimension is to look at its variations rather than its absolute value. Furthermore such an approach makes sense at a mathematical point of view: from equation (1) in this post. Applying the functional power rule of derivation, we can see that:. Rearranging it, we get:. Type data (0,1,2,3,4,5 or 6).
