Fractal Dimension

[mimo_100]

Hello all,

I developed a tracking index from reading various sources on fractals.
The index runs between -2 to 70 for most issues. When the index gets to the top
then turns around, the stock price starts to trend in one direction or the other.

When the index bottoms out then starts climbing back up, the stock prices tend to
just move around range bound for 30 or 40 trading days until another peak is reached.

Has anyone looked into fractals as they relate to stock prices?

[mooddude]

I don't know about stocks but there's a site on fractal ferns http://www.home.aone.net.au/byzantiu...s/fractal.html

[diogenes]

I have studied fractal geometry/non-linearity as a subject in its own right, but the couple of books I have scanned on supposedly applying fractals to the stock market have not appeared to be too convincing.
Any recommendations?

[mimo_100]

I don't know about stocks but there's a site on fractal ferns http://www.home.aone.net.au/byzantiu...s/fractal.html

Great. I am a gardener, so I appreciate the link. If you hear anything about
a reference to stocks, though, I would appreciate anything you could offer.

[mimo_100]

I have studied fractal geometry/non-linearity as a subject in its own right, but the couple of books I have scanned on supposedly applying fractals to the stock market have not appeared to be too convincing.
Any recommendations?

Sorry, no recommendations, which is why I posted the question. But I can share some data on KBH, MrMarket’s latest purchase on July 22.

For example, the fractal for KBH was at .394 up from a -3.142. In the past the fractal for KBH went to around 60 before reversing. This indicator says that KBH is range bound right now.



I also compute my own version of the McClellan price oscillator. For KBH, the 10% trend has been falling, even though the overall oscillator value is rising. It sat at -3.7151
on July 22.



Two other things I use are a velocity indicator and good old MACD. The velocity value on July 22 was 13.225 and falling. MACD was .208 and falling.

[mimo_100]

For Karel: That is wierd. Why would the edit message just appear out of nowhere? One of those untested logic paths I assume.