All Outputs (3)

Mathematical modelling, technical analysis and econophysics (2014)
Journal Article
Fry, J. (2014). Mathematical modelling, technical analysis and econophysics. Market technician : the journal of the Society of Technical Analysts, 77, 5-8

Multivariate bubbles and antibubbles (2014)
Journal Article
Fry, J. (2014). Multivariate bubbles and antibubbles. European Physical Journal B : Condensed Matter and Complex Systems, 87, Article 174. https://doi.org/10.1140/epjb/e2014-50324-9

In this paper we develop models for multivariate financial bubbles and antibubbles based on statistical physics. In particular, we extend a rich set of univariate models to higher dimensions. Changes in market regime can be explicitly shown to repres... Read More about Multivariate bubbles and antibubbles.

Bubbles, shocks and elementary technical trading strategies (2014)
Journal Article
Fry, J. (2014). Bubbles, shocks and elementary technical trading strategies. European Physical Journal B : Condensed Matter and Complex Systems, 87, Article 1. https://doi.org/10.1140/epjb/e2013-40587-y

In this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, shocks and elementary technical trading strategies in financial markets. Markets operate by balancing intrinsic levels of risk and return. This seeming... Read More about Bubbles, shocks and elementary technical trading strategies.