ARTICLE SYNOPSIS...Previously, we looked at how scaling laws can be used to predict the behavior of forex (FX) data. In this follow-up article, we look at how scaling laws can be extended into two dimensions: volatility and price change thresholds. Now, using two-dimension
ARTICLE SYNOPSIS...Can the fractal properties of financial time data be used to develop effective trading models? Here's a look at using scaling laws, which describe fractal behavior, for the development of trading models for forex