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Strange attractor in financial market

hobby/Research

by nemoram 2006. 1. 9. 21:25

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I think that so many kinds of patterns exist in financial market.
So nowadays I began my research of this field.
Specially I made phase space of Samsung electoronics, because Samsung is the biggest company in Korea and they have somewhat long historys in stock market.

The phase space of Samsung is made by stock price and trading volume.
X-axiss are stock price and trading volume per day and Y-axiss are delta stock price and delta trading volume per day.

Above phase space, we can find out several vortexs. Many chaos researchers call it 'Strange attractor'. Surely all the features are chaotic but we can find out some kinds of order.
Each point looks like moving around strange attrator but the attractor of stock chart is moving so some body tell me that has no meaning.
But I don't think so. This phase space is like finger print of some stock.
Although I didn't study about it, I'd like to declare this phase spaces depend on their stock's nature.
Certainly I need more study about it. Through this study, I disclose the secret of chaotic stock market's variations.

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