The Hidden Order of Markets

A model iteratively maps price trajectories, estimating the probability distribution of returns using a single realization-demonstrated with Netflix stock (NFLX) data from July 2022 to July 2023-to reveal the evolution of price and its corresponding probability density function [latex] \hat{\rho}\left(r^{\left(k\right)}\right) [/latex].

New research reveals how financial factors aren’t pre-defined, but emerge dynamically from the interconnectedness of assets.