Volatility Clustering is a phenomenon in time series of asset prices. In contrast to the often-assumed log-normal distribution of asset price returns, ...
Clustering Illusion - Seeing Non-Random Sequences in a String of Random Data
February 23, 2011 at 2:00 PM ...
Clustering
Locating the presence of groups of vectors that are similar in some fashion.
CME
The Chicago Mercantile Exchange.
A clustering of days with critically low A/D ratios within a relatively short time span points to an extremely oversold market. This indicates a good probability that the market is primed for a strong upswing.
V. K.
Most traders have heard of using single Fibonacci price relationships to help define potential support and resistance points in a market. Many traders, however, are less familiar with the concept of "clustering" these price relationships to ...
You can see the clustering of times from previous short term tops and bottoms. Even inside the wedge that I have shown had 5,8,13,21 days between the minor swings. One should also be aware of Fibonnaci times in degrees (explained previous section).
Financial models with long-tailed distributions and volatility clustering
Finite difference methods for option pricing
Fisher equation
Flows to equity
Forward measure
Forward volatility
Frictionless market
Fundamental theorem of asset pricing ...
The representativeness heuristic is also cited behind the related phenomenon of the clustering illusion, ...
Closely related to this is the idea of luck in trading, which can be defined as the clustering of large number of profitable trades in narrow periods of time.
On topic links from industry hubs are given significantly more weighting in clustering or community based algorithms such as Teoma's topic distillation and Google's Hilltop.
 See also: Market, Analysis, Future, Capital, Low
  
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