Monitoring and prognosing(forecasting) for financial markets

Demo

Multithreaded illustration of MAXMIN principle of forecasting
scaling processes of fractal type on Forex market

We suggest the single- scale illustration of the principle of determinated motion in price processes We are sure, that any member of community, which somehow comes into contact with financial markets, tried to prognose their behaviour even though on the nearest time.

There are time rows of different scales - minute, hour, day, week, month. It is necessary to determine the best time for entering and going out of the market in interesting for us time trade interval (day trading, the work during some days, long-term investments).

Causal market movement on selected scale, which we identify with trend, appear on the hyperbolaic behaviour of spectrum of time of investigated financial instrument on the given scale. For increasing the stability of financial activity on making the decision of entering the market we demand maximum possible causality - minimum uncertainty of scaling imagination of instrument in which we are interested in (stocks, currencies, futures, options, etc).

At this moment we work on the hypothesis that minimum of uncertainty is achieved with hyperbolaic behaviour of spectrum on different time scales of financial instrument in one direction. We characterize the strategy by principle max(X) min(Y) F, by getting maximum profit on chosen working scale with minimum of uncertainity in market movement and its maximal definition. Where: F- the functional of purpose, X- scale of trading interval we are interested in, Y- uncertainty of the market behaviour.