Topic: mmar Goto Github
Some thing interesting about mmar
Some thing interesting about mmar
mmar,I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoรฎt Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project โ so sorry if the code sucks! I did what I could :)
User: deckstar
mmar,We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.
User: hyperstripe50
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