We investigated distributions of short term price trends for high frequency stock market data. A number of trends as a function of their lengths were measured. We found that such a distribution does not fit to the results following from an uncorrelated stochastic process. We proposed a simple...

In this paper we analyzed dependencies in commodity markets, investigating correlations of future contracts for commodities over the period 1998.09.01–2007.12.14. We constructed a minimal spanning tree based on the correlation matrix. The tree provides evidence for sector clusterization of...

We study the scaling behavior of quotation activities for various currency pairs in the foreign exchange market. The components’ centrality is estimated from multiple time series and visualized as a currency pair network. The power-law relationship between a mean of quotation activity and its...