A new article we have been working for some time with Dr. Plamen Ivanov was recently published in PLoS ONE. In the article we analyse times between consecutive transactions for a diverse group of stocks registered on the NYSE and NASDAQ markets, and we relate the dynamical properties of the intertrade times with those of the corresponding price fluctuations. We report that market structure strongly impacts the scale-invariant temporal organisation in the transaction timing of stocks, which we have observed to have long-range power-law correlations.
As I make my way through an ocean of stimuli and experiences I observe the subtle changes in my mood and try to explain where they come from and what is causing them. My mind is hardwired to look for causes in a linear way. Big emotions are caused by dramatic life events while minor mood changes can have less significant origins, such as something I ate yesterday or an approaching project deadline. This hunt for external causes keeps my mind busy and the conversations with friends going, but is it always meaningful?