Abstract: Financial market analysis has traditionally been built around price. Countless methods, indicators, and trading systems seek to answer one fundamental question: Where will the price move? The VISTmany Research Initiative was founded on a different scientific question: Can time itself contain measurable information about future market behavior? For more than ten years, we have been conducting independent research dedicated to understanding the role of time in financial markets. Throughout this period, our work has combined mathematical modeling, long-term observation, quantitative analysis, software development, and continuous experimental validation. The purpose of this journal is to document that scientific journey.
The full article can be read on our website in the "Research Journal" section.
The VISTmany project research framework is the iVISTscalp5 indicator
© VISTmany Research Journal
Video on the subject of the article: Time as an Independent Dimension of Financial Markets
