Fractals are embedded within market patterns from "summary" of Why Stock Markets Crash by Didier Sornette
Fractals are embedded within market patterns, revealing a fascinating interplay between the seemingly chaotic behavior of financial markets and the underlying structures governing these fluctuations. These intricate fractal patterns can be observed at various scales within market data, from minute-to-minute fluctuations to long-term trends.
One key aspect of fractals in market patterns is self-similarity, where smaller components of the market exhibit similar patterns to larger structures. This self-replicating quality underscores the interconnectedness of market dynamics, as small fluctuations can have ripple effects throughout the system.
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