See Also: Fractal Market Hypothesis(finance)
Fractal Market Hypothesis(money)
Stable Paretian, or Fractal Hypothesis(finance)
Stable Paretian, or Fractal Hypothesis(money)
Coherent Market Hypothesis(money)
Efficient Market Hypothesis(finance)
money market(encyclopedia)
Money Market(money)
Money market(finance)
money market(dictionary)

Fractal Market Hypothesis (money)


Definition: [crh] The fractal market hypothesis states that (1) a market consists of many investors with differDefinition: ent investment horizons, and (2) the information set that is important to each investment horizon is different. As long as the market maintains this fDefinition: ractal structure, with no characteristic time scale, the market remains stable. When the market's investment horizon becomes uniform, the marDefinition: ket becomes unstable because everyone is trading based upon the same information set. Theory due to Ed Peters.