Lyapunov Exp

["Walter Lake" <wlake@xxxxxxxxx>]

Sorry that I didn't get back to you about the Lyapunov stuff.

Go here ... bottom 1/3 of web page. Let it load. This is a long but good
description as to what it is and why it is important.

http://www.aci.net/kalliste/chaos1.htm

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This site describes the "Nonlinear Dynamics Toolbox" program with screen
shots which is what some of the traders are using. Amazing program.

http://www.physics.gatech.edu/chaos/research/NDTOnline/aboutndt/ndt.htm

Attached is what the DJIA looks like in 3d with an embedding dim of 2 and a
delay of 1750 using the NDT program.

Best regards

Walter