[[Econophysics]], [[Transaction Analysis]] # LPPL Price Action This refers to the log-periodic power law pattern that can be observed in extension tops and bottoms. This is the topic of the book [[Why Stock Markets Crash]] and also one of the key areas of research for [[Parallax Financial]]. I am using the quant database of all stocks going back to the mid 1970s to test this over a number of parameters. I am also using the [[Fractal Dimesion]] calculation in order to help filter good candidates. Of the things I am working on implementing is performing the funtion fitting procedure on a GPU because the calculations can be made in parallel. Right now I am using numba and a custom differential evolution function to implement the function fitting of the LPPL function.