Engineering Alpha

Engineering Alpha

The Fractal Dimension Index in Trading

Coding the Fractal Dimension Index

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jun 22, 2022
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Markets are fractal in nature meaning they possess certain properties such as self-similarity that allows them to be modelled using tools from this field. Of course, this is easier said than done. In this article, we will develop the fractal dimension index in order to analyze the fractality of the market.

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