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Re: Complexity analysis of financial time series



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Nicholas,

On Tue, 1 Feb 2000 13:59:45 -0700, you wrote:

>Are you thinking of using factor analysis or discriminate analysis? 

Unfortunately I'm not sure, because these buzz words do not show up in
my (german) literature. 
What I did up to now is: To search for attractors in an 2 to 10
dimensional space, where the coordinates contain derivatives of the
time series under consideration, taken with increasing step size.

> If so,
>would you be factoring raw price data, or TA indicators derived from that
>data?

Up to now, I have applied this procedure for weekly eod data for the
german main index dax. 

Why should I look for attractors behind any TA indicators? What could
I expect from appropriate results?

mfg rudolf stricker
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