Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts
We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. We study the detailed order f...
| Main Authors: | , , , |
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| Format: | Online |
| Language: | English |
| Published: |
Public Library of Science
2011
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| Online Access: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3173398/ |