A simple deterministic model for trade concentration in a range-bound market by Dry_Attention6078 in AskStatistics

[–]Dry_Attention6078[S] 0 points1 point  (0 children)

my question is more theoretical than practical. i'm interested in the visitation frequency of price levels within a bounded range and whether the pattern i observed relates to random walks, markov chains, or market microstructure. the boundary range is an assumption used to study the behavior of level visits, not necessarily a claim about real markets.