Entropy Test: Identifying the Dimension Where Deterministic Chaos is Alive in the Stock Market.

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.


  • The approximate entropy test enables us to identify when deterministic chaotic patterns start in financial assets.
  • The S&P500 index and its ETF SPDRs have non-linear dependence patterns from 3 days.
  • The I Know First AI algorithm allows for identifying non-linear dependencies in financial assets to find the most promising investment opportunities.

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