Nikkei Returns
financial · 37 views
financialstochastic
What It Is
Nikkei 225 daily close-to-close log returns (FRED NIKKEI225, 1949+). Japan-market analog of the S&P series; similar heavy-tailed structure.
Interpretation
Standard analysis sees: heavy-tailed; left-skewed; aperiodic / broadband; high-complexity (noise-like); time-irreversible (sharp rises, slow decay). The atlas finds no named structure, but the source is distinctively extreme on Nonstationarity:ac1_trend (-3.3z) — beyond what the standard bank predicts for it.
What standard analysis sees
tail heaviness0.89
asymmetry0.10
occupancy0.31
short-range corr0.25
long-range memory0.45
spectral colour0.82
periodicity0.02
complexity0.86
time-irreversibility0.92
volatility clustering0.47
multifractality0.47
dimensionality0.61
nonstationarity0.79
What the atlas adds
Atlas-extreme metrics the standard bank can’t predict for this source
Nonstationarity:ac1_trend | -3.3z | bank-miss 1.4σ |
Boltzmann:coupling_temporal_variance | +3.1z | bank-miss 1.2σ |
Composition
dtypefloat64
range[-0.1614, 0.1323]
unique values16297 / 16384
mean ± std0.000252 ± 0.0124
Render Gallery
Native > phase_plotraw
Native > timeseriesraw
Native > triple_latticeraw
Boltzmann > lag_map
Boltzmann > spin_grid
Cayley > default
Chladni > free_plate_nodal
Chladni > plate_bottom
Chladni > plate_top
_(centered)/signed_log_z/Nikkei_Returns.png)
Heisenberg (Nil) (centered) > signed_log_z
_(centered)/xy_path/Nikkei_Returns.png)
Heisenberg (Nil) (centered) > xy_path
Hodge–Laplacian > default
/barcode/Nikkei_Returns.png)
Inflation (Substitution) > barcode
/d_curve/Nikkei_Returns.png)
Inflation (Substitution) > d_curve
Information Theory > default
Julia Set > escape_histogram
Klein Bottle > default
Laplacian > default
Logarithmic Spiral > default
Möbius-S³ > mobius_cylinder
Möbius-S³ > s2_base_map
Ordinal Partition > default
/phi_spectrum/Nikkei_Returns.png)
Penrose (Quasicrystal) > phi_spectrum
Persistent Homology > barcode
Persistent Homology > h1_diagram
Predictability > default
Recurrence Quantification > default
Spectral Analysis > default
Spectral Graph > default
Spirograph > mode_spectrum
Spirograph > phasor_trajectory
Symplectic > flux_grid
Symplectic > phase_space
/default/Nikkei_Returns.png)
Ulam Spiral (Sacks) > default
/default/Nikkei_Returns.png)
Ulam Spiral (Square) > default
Visibility Graph > default
Wavelet Cascade > default
Atlas Position
| Nearest neighbor | Distance | |
|---|---|---|
| S&P 500 Returns | 2.88 | |
| BTC Returns | 2.93 | |
| Student-t Noise | 3.23 | cross-origin |
Which Geometries Light Up
Boltzmann › Boltzmann:coupling_temporal_variance | rank 2/306 | 1.9823 |
Catch24 › Catch24:DN_OutlierInclude_n_001_mdrmd | rank 1/306 | 0.3841 |
Catch24 › Catch24:DN_OutlierInclude_p_001_mdrmd | rank 5/306 | 0.3631 |
Catch24 › Catch24:DN_HistogramMode_5 | rank 305/306 | -1.2091 |
Cayley › Cayley:growth_exponent | rank 2/306 | 2.0607 |
Cayley › Cayley:spectral_gap | rank 2/306 | 0.0352 |
Cayley › Cayley:saturation_radius | rank 304/306 | 0.0082 |
Inflation (Substitution) › Inflation (Substitution):entropy_rate | rank 1/306 | 1.0000 |
Inflation (Substitution) › Inflation (Substitution):complexity_subexponential | rank 305/306 | 0.6382 |
Nonstationarity › Nonstationarity:ac1_trend | rank 305/306 | -0.2371 |
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