5-19-2013 Comments

[adam ali]

Hi Mike,

Have you tried applying a Log-Periodic Power Law curve to the Nikkei?

[Mike]

Hi Mike,

Have you tried applying a Log-Periodic Power Law curve to the Nikkei?

I have not done this. Didier Sornette in his book Why Markets Crash however did apply it to the Nikkei relating to the market top two decades ago. I don't have an efficient tool to do this kind of work. I work in excel and it takes a lot of manipulation to produce a single fit of the model to an index.