Random Fractals and the Stock Market

Surrogates of the Stock Market - Trading Time Example 1

Price and Trading Time Generator

To measure price in trading time, we use the original price increments for the vertical coordinates, and the trading time increments for the horizontal coordinates.
That is, the generator has turing points (dT1, dY1) and (dT1 + dT2, dY1 + dY2).

Return to Example 1.