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Comment by jopil on How do you identify complex systems? · 2017-01-01T01:58:33.713Z · LW · GW

Hi Guy. Before that, you would enjoy very much studying -not reading- the "The Physics of Wall Street: A Brief History of Predicting the Unpredictable" for some $ from any bookstore, and also some core info related to High Frequency Trading. Start here: http://www.politico.com/agenda/story/2016/09/algorithmic-high-frequency-stock-market-trading-000208 and http://www.businessinsider.com/the-real-problem-with-high-frequency-trading-2016-1 and also google the: High Frequency Trading MIT report and read some of the first links.

Comment by jopil on How do you identify complex systems? · 2016-12-29T12:59:37.734Z · LW · GW

Hi. If you have access to the actual data, try to transfer the time domain diagram to frequency domain. Identify frequencies patterns. Search for possible IF components. They are there (Use TRIZ, or intuition. Your name suggests that you may have hear about TRIZ already). Demodulate by the aid of the 1st and 2nd possible harmonics. Extract the modulator-pattern. Look for phase-shifts of it. If there, that's a complex system.