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[RT] Re: Gen: FFT Phase Space



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Norman, Ron,

I have found this setup to be helpful as well.  From this chart you can see
how the NYSE might curently be limited or inhibited.

--  Gt  --

> Ronald McEwan wrote:
>
> > I ran an FFT analysis of the NYSE AD data. I took the resulting
> > recombined sine wave and created a "Phase Space" plot using an embedding
> > dimension of 1 and a delay of 30. I was quite surprised at the results.
> > >From the attached gif you can see that this is almost a text book
example
> > of a "Strange Attractor".  I am still learning about using Non Linear
> > Dynamics and interpreting the results. I can only speculate that if
there
> > is deterministic chaos in the NYSE AD line (which I now belive their
is),
> > that the "Strange Attractor" may be cyclical in its dynamic.
> >
> > Ron McEwan
>
> Ron,
>
>  That's reallly beautiful. Move over Picasso. I can see your masterpiece
hanging in
> the Guggenheim.
> Is there any practical application for this in the markets of which you
may want to
> apprise us?  Please understand that I am an avid fan of the arts. However,
I am
> hoping there is some insights we may gain from this that we may apply to
the
> markets? Did I miss something?  Please advise.
>
> Appreciatively,
>
> Norman


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