The scale of market quakes — mentioned by iSpiderman

Sun, 25 Nov 2018 16:37:35 GMT

That's very nice. About ten years ago I developed the 'Scale of Market Quakes' for FX data and wrote a paper [1] about it (it's terribly written!), which was then released as a web service (www.olsenscale.com, not available anymore) and journalists etc could sign up for. The idea was to measure the turbulences released in the market by e.g. quantitative easing by the FED. Was a great project and I learnt a lot. [1] https://arxiv.org/pdf/0909.1690v1.pdf

Paper and discussion history. A mention is not an endorsement.

The scale of market quakes · HackerPapers discussions

The scale of market quakes — mentioned by iSpiderman