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Todd Moses
Todd Moses

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Published in DataDrivenInvestor

·Pinned

Option Pricing with Mandelbrot’s MMAR

Benoit Mandelbrot, the French Mathematician famous for fractals, developed a financial model. This Multifractal Model of Asset Returns (MMAR) is notably more accurate than the traditional option pricing models of Black-Shoals, Binominal, and Monte Carlo Simulation. …

Options

10 min read

Option Pricing with Mandelbrot’s MMAR
Option Pricing with Mandelbrot’s MMAR
Options

10 min read


Published in DataDrivenInvestor

·Sep 16, 2021

Our Dystopian World of Engineered Markets

“In what appears to be a massively successful pump and dump scheme, cryptocurrency litecoin surged around 25% early Monday after a falsified news release said Walmart would begin accepting the payment for online purchases,” explains CNN Business. …

Economics

6 min read

Our Dystopian World of Engineered Markets
Our Dystopian World of Engineered Markets
Economics

6 min read


Published in Geek Culture

·Sep 12, 2021

The Thermodynamics of Real Estate Markets

There may be a scientific explanation for the concepts of a hot or cold market. French mathematician Benoit Mandelbrot draws a connection between time and market volatility during the 1960s. In 2021, Spanish physicist Marcus Huber revealed that a clock is a thermal machine. …

Real Estate

7 min read

The Thermodynamics of Real Estate Markets
The Thermodynamics of Real Estate Markets
Real Estate

7 min read


Published in DataDrivenInvestor

·Sep 3, 2021

The Physics of Markets

“One cannot help but marvel that the movement of security prices, the motion of molecules, and the diffusion of heat could all be of the same mathematical species,” boasts French mathematician Benoit Mandelbrot. According to American physicist Mark Buchanan, it most likely is. …

Econophysics

10 min read

The Physics of Markets
The Physics of Markets
Econophysics

10 min read


Published in DataDrivenInvestor

·Sep 1, 2021

The Architecture of Markets: Fear, Greed, and Seasons

The wind and waves of a storm are closely related to the turbulence of financial markets. Each being a combination of the initial conditions coupled with people’s fears and greed. A phenomenon described as the “abrupt change” and “almost-trends” by French Mathematician Benoit Mandelbrot. Meteorologist Edward Lorenz, the father of…

Economics

11 min read

The Architecture of Markets: Fear, Greed, and Seasons
The Architecture of Markets: Fear, Greed, and Seasons
Economics

11 min read


Published in DataDrivenInvestor

·Aug 24, 2021

Market Data is Social Data: Fractals to Topological Data Analysis

A financial time series includes a collective memory of the past with the current sentiment about the future. The data is cyclic and self-similar with degrees of recognizable patterns. It represents measurements of human social interaction. “[M]arkets are a result of the interaction between participants with a diverse set of…

Topological Data Analysis

7 min read

Market Data is Social Data: Fractals to Topological Data Analysis
Market Data is Social Data: Fractals to Topological Data Analysis
Topological Data Analysis

7 min read


Published in DataDrivenInvestor

·Aug 11, 2021

Predicting Market Crashes with Topological Data Analysis

Swiss researchers at the Ecole Polytechnique fédérale de Lausanne (EPFL) predicted market crashes using topological data analysis (TDA). Post Doc Guillaume Tauzin with fellow researchers introduced giotto-tda, a Python library that integrates topological data analysis with machine learning. …

Economics

6 min read

Predicting Market Crashes with Topological Data Analysis
Predicting Market Crashes with Topological Data Analysis
Economics

6 min read


Published in DataDrivenInvestor

·Aug 6, 2021

Mandelbrot’s Multifractal Model of Asset Returns Explained

Mathematician Benoit Mandelbrot, disappointed by the inaccuracies of current financial models, created a new one. A model based on the findings that “Price movements do not follow the well-mannered bell curve assumed by modern finance.” Instead, they can and do fluctuate wildly with evidence of both long and short-term memory…

Mandelbrot

17 min read

Mandelbrot’s Multifractal Model of Asset Returns Explained
Mandelbrot’s Multifractal Model of Asset Returns Explained
Mandelbrot

17 min read


Jul 23, 2021

The Decentralized Michael Milken

Everyone living in the 1980s knows the story of Michael Milken’s rise to become the “king of junk bonds” and his guilty plea and subsequent time in prison. However, what most do not realize is the real story behind the fall. …

Economics

8 min read

The Decentralized Michael Milken
The Decentralized Michael Milken
Economics

8 min read


Published in DataDrivenInvestor

·Jul 21, 2021

The Sound of Markets

“Price is a function of trading time, which in turn is a function of clock time,” explains French Mathematician Benoit Mandelbrot. This trading time is similar to the time signature in music. According to Ph.D. candidate Michele Aichele, “music is sound organized through time.” …

Economics

5 min read

The Sound of Markets
The Sound of Markets
Economics

5 min read

Todd Moses

Todd Moses

750 Followers

The Uncertainty Architect

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