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 Fractal Correlations: Corn Flakes, FX Rates, & Postage Prices

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Batman

Batman


Posts : 786
Join date : 2009-08-06
Age : 35
Location : NYC

Fractal Correlations: Corn Flakes, FX Rates, & Postage Prices Empty
PostSubject: Fractal Correlations: Corn Flakes, FX Rates, & Postage Prices   Fractal Correlations: Corn Flakes, FX Rates, & Postage Prices Icon_minitimeWed May 11, 2011 2:27 pm

http://thenatgastrader.blogspot.com/2011/05/fractal-correlations-corn-flakes-fx.html

Previously: http://thenatgastrader.blogspot.com/2011/05/survival-of-least-fit.html
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Sauros

Sauros


Posts : 516
Join date : 2009-05-14
Age : 49
Location : London

Fractal Correlations: Corn Flakes, FX Rates, & Postage Prices Empty
PostSubject: Re: Fractal Correlations: Corn Flakes, FX Rates, & Postage Prices   Fractal Correlations: Corn Flakes, FX Rates, & Postage Prices Icon_minitimeWed May 18, 2011 4:35 pm

Very nice post, Batman and very interesting study. I quite like the idea. For these types of studies may I recommend you "Practical Speculation", by Niederhoffer: the basics of correlation analysis are described there.
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