NASDAQ Returns

financial · 36 views
financial

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 Cayley:spectral_gap (+3.8z) — beyond what the standard bank predicts for it.

What standard analysis sees
tail heaviness0.91
asymmetry0.12
occupancy0.30
short-range corr0.37
long-range memory0.46
spectral colour0.65
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
Cayley:spectral_gap+3.8zbank-miss 1.0σ
Boltzmann:coupling_temporal_variance+2.7zbank-miss 1.3σ
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 Returns2.90
BTC Returns3.11
S&P 500 Returns3.45

Open in Atlas →

Which Geometries Light Up

BoltzmannBoltzmann:coupling_temporal_variancerank 3/2981.7509
CayleyCayley:growth_exponentrank 1/2982.1044
CayleyCayley:spectral_gaprank 1/2980.0377
CayleyCayley:saturation_radiusrank 297/2980.0080
Fractal (Mandelbrot)Fractal (Mandelbrot):interior_fractionrank 3/2980.9797
Hyperbolic (Poincaré)Hyperbolic (Poincaré):mean_hyperbolic_radiusrank 295/2980.1847
NonstationarityNonstationarity:ac1_trendrank 297/298-0.4470
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):parabolic_fractionrank 5/2980.5613
Zipf–Mandelbrot (8-bit)Zipf–Mandelbrot (8-bit):zipf_r_squaredrank 5/2980.9938
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