Entropy Test: Identifying the Dimension Where Deterministic Chaos is alive in Financial Markets

March 15, 2023
Sergey Okun This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • The approximate entropy test enables us to identify when deterministic chaotic patterns start in financial assets.
  • There are non-linear dependence patterns in the 3-day interval for the S&P500, precious metal ETFs, volatility ETFs, debt market ETFs, real-estate ETF, US dollar ETF, and cryptocurrencies.
  • We could not reject the hypothesis of linear dependence for the platinum ETF.
  • The I Know First AI algorithm allows for identifying non-linear dependencies in financial assets to find the most promising investment opportunities.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here
Algorithmic Articles

ETF Forecast Based on Machine Learning: Returns up to 14.0% in 1 Month

October 20, 2022

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 1 Month (9/19/22 - 10/19/22)
I Know First Average: 7.99%

Read The Full Forecast


ETF Forecast
ETF Forecast chart

ETF's Forecast

ETF Forecast Based on Pattern Recognition: Returns up to 12.44% in 14 Days

October 20, 2022

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 14 Days (10/5/22 - 10/19/22)
I Know First Average: 5.36%

Read The Full Forecast


ETF Forecast
ETF Forecast chart

ETF's Forecast

ETF Forecast Based on Genetic Algorithms: Returns up to 15.35% in 1 Month

October 18, 2022

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 1 Month (9/16/22 - 10/17/22)
I Know First Average: 8.76%

Read The Full Forecast


ETF Forecast
ETF Forecast chart

ETF's Forecast

ETF Forecast Based on Deep-Learning: Returns up to 8.11% in 7 Days

October 13, 2022

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 7 Days (10/5/22 - 10/12/22)
I Know First Average: 5.41%

Read The Full Forecast


ETF Forecast
ETF Forecast chart

ETF's Forecast

ETF Forecast Based on Predictive Analytics: Returns up to 8.03% in 7 Days

September 29, 2022

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 7 Days (9/21/22 - 9/28/22)
I Know First Average: 5.91%

Read The Full Forecast


ETF Forecast
ETF Forecast chart

ETF's Forecast

ETF Forecast Based on Deep Learning: Returns up to 10.37% in 3 Days

September 28, 2022

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 3 Days (9/23/22 - 9/27/22)
I Know First Average: 5.83%

Read The Full Forecast


ETF Forecast
ETF Forecast chart

ETF's Forecast
Pages:«123456»