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I totaly agree with you kut2k2 and thank you for your promt reply. In
fact what I was hoping is that someone may use fractal analysis in
terms of volatility and price dispersion. Are you familiar with the
notion of MultiFractal Market Hypothesis and MultiFractal Model of
Asset Returns ?
Again, thank you.
--- In equismetastock@xxxxxxxxxxxxxxx, kut2k2 <no_reply@xxxx> wrote:
> --- In equismetastock@xxxxxxxxxxxxxxx, "Alexander Atreides"
> <alexatreides@xxxx> wrote:
> > Greetings everyone.
> >
> > Is anyone practicing fractal analysis on equities ?
>
> I am. MS has two fractal indicators worth mentioning (there amy be
> others but I'm not up to a search right now).
>
> The so-called polarized fractal efficiency (PFE) is a ridiculous
> concoction that anyone who passed high-school geometry should
> recognize as fatally flawed. The vertical-horizontal filter (vhf) is
a
> good indicator but as I said here before, the built-in MS formula is
> wrong. So you'll have to input the correct version as a custom
> indicator yourself.
>
> kut2k2
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