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Re: S&P



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Did you try this with some random data?

adleone wrote:

I don't know if this is an interest to anyone but the attached GIF files
shows applying Ruelle-Takens' method on the S&P 500 in Mathcad shows it has
a single singularity, a sink. IE, it collapses on itself...

The only conclusion I can draw from this is that the S&P is not a trending
market and you should counter trend trade it. If there's an extreme price
movement, it's best to fade it. Either it will go sideways as a worst case
scenario or reverse itself...


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  • References:
    • S&P
      • From: adleone