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That is rather intriguing Ron. Can you feed the McClellan Oscillator into
your Phase Space plot? From Edgar Peters' Glossary in "Chaos and Order in
the Capital Markets" Strange Attractor is defined as "An attractor in phase
space, where the points never repeat themselves and orbits never interset,
but both stay within the same region of phase space. Unlike limit cycles or
point attractors, strange attractors are nonperiodic and generally have a
fractal dimension. They are a configuration of a nonlinear chaotic system."
Not sure that helped me much, I admittedly failed this "inkblot" test, in
jest, but curious and serious about what you are up to.
BR
----- Original Message -----
From: Ronald McEwan <rmac@xxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Saturday, July 01, 2000 9:29 PM
Subject: [RT] Gen: FFT Phase Space
> 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
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