NASDAQ Returns

financial · 37 views
financialstochastic

What It Is

NASDAQ Composite daily close-to-close log returns (^IXIC, 1971+). Tech-tilted U.S. index; higher volatility regime than the S&P. Block-bootstrap padded to DATA_SIZE since native history is ~14k bars.

Interpretation

Standard analysis sees: heavy-tailed; left-skewed; aperiodic / broadband; time-irreversible (sharp rises, slow decay); nonstationary / drifting. The atlas finds no named structure, but the source is distinctively extreme on Nonstationarity:ac1_trend (-6.2z) — beyond what the standard bank predicts for it. It sits beside S&P 500 Returns in the atlas (standard-bank rank 25) — a neighbor conventional features miss.

What standard analysis sees
tail heaviness0.91
asymmetry0.12
occupancy0.30
short-range corr0.36
long-range memory0.46
spectral colour0.66
periodicity0.11
complexity0.85
time-irreversibility0.88
volatility clustering0.48
multifractality0.48
dimensionality0.56
nonstationarity0.92
What the atlas adds
Atlas-extreme metrics the standard bank can’t predict for this source
Nonstationarity:ac1_trend-6.2zbank-miss 1.3σ
Cayley:spectral_gap+3.8zbank-miss 1.9σ
Boltzmann:coupling_temporal_variance+2.7zbank-miss 1.2σ
Fractal (Mandelbrot):interior_fraction+2.4zbank-miss 1.3σ

Composition

dtypefloat64
range[-0.1315, 0.1325]
unique values13887 / 16384
mean ± std0.000405 ± 0.013

Render Gallery

Atlas Position

Nearest neighborDistance
Nikkei Returns2.62
Student-t Noise2.99cross-origin
BTC Returns3.09

Open in Atlas →

Which Geometries Light Up

BoltzmannBoltzmann:coupling_temporal_variancerank 3/3071.7509
CayleyCayley:growth_exponentrank 1/3072.1044
CayleyCayley:spectral_gaprank 1/3070.0377
CayleyCayley:saturation_radiusrank 307/3070.0080
Fractal (Mandelbrot)Fractal (Mandelbrot):interior_fractionrank 4/3070.9797
NonstationarityNonstationarity:ac1_trendrank 306/307-0.4470
Zipf–Mandelbrot (8-bit)Zipf–Mandelbrot (8-bit):zipf_r_squaredrank 5/3070.9938
in self-organized-criticality
alphabetical
← / → within domain · ⇧← / ⇧→ alphabetical · ⇧← / ⇧→ inside an open render = same view across sources