Any interesting real, abstract or metaphysical documents out there on this topic would be appreciated...

QuoteOriginally posted by: StocMannAny interesting real, abstract or metaphysical documents out there on this topic would be appreciated...here you go....Bachelier L (1900), Théorie de la spéculation, Gauthier-Villars, 70 pp.

I don't know what the square root of time is, but I think I know the square root of a point in spacetime.

Hey, if time goes backward, do we get Hawking's imaginary time??????StocMann,I don't know what you mean exactly, but if you are referring to Brownian motion, consult any intro text on the subject. I assume that you are talking to volitility following a sqrt(t) process if there is no correlations between time periods. As far as "whooly" philosophy on the suject, I dunno. Why should there be? It is an observation, not a "Fock space" or a "zeta function". You can't philosophize about is any more than you can about kurtosis.The latter reminds me of something, I am going to the book forum.

ask to Pythagore

Though the discussion is a bit fuzzy let me add my piece here. Mandelbrot (multifractals) claims that sqrt is not sqrt but 1/alpha ( ... His fractal pictures are very beatiful .

Nonius – appreciate your ref. although I do not have a copy of the work (i.e. can’t page to p 70) I know Bachelier noticed that prices seem to change in relation to segments (categories) of the square root of time. Why it does this is what intrigues me. Will come back to that at the end. Chiral3-Read some elementary texts on physics and math (*so bear with me). As I understand it Fock space is used for the study of particles. One of the categories in Fock space may be time in a vector spaces. The vector space formulates a category of symmetric algebras. Such models although made from weaker properties is closer in practice to the physics structures. It is a way to arrive at a nonlinear solution via Fock space not merely continuous but analytic. As such the process is another approach to find a density function i.e. distribution most likely path for the particle. Re: the Riemann zeta function it has a singularity when n = 1 and it reduces to the divergent harmonic series. It is this harmonic series that diverges which I find of particular interest. In relation to the square root of time question it would be the inverse of the Riemann zeta function as an asymptotic density of pth-powerfree numbers that would be of interest to us. Pth-powerfree because some of these are squarefree numbers.Coming back to why there is a relationship between time (sqrt) and price - Does the square root imply a two dimensional space? If a number (time in this case) is squarefree how would that impact on a volatility study – does it mean that the sqrt of t does not always hold?

The square root of time law was discovered already in 1863 by J. Regnault(Calcul des chances et philosophie de la Bourse).There's an excerpt of the relevant portions in the end of:Bachelier and his Times - A Conversation with Bernard Bru

QuoteOriginally posted by: StocMannNonius – appreciate your ref. although I do not have a copy of the work (i.e. can’t page to p 70) I know Bachelier noticed that prices seem to change in relation to segments (categories) of the square root of time. Why it does this is what intrigues me. Will come back to that at the end. Chiral3-Read some elementary texts on physics and math (*so bear with me). As I understand it Fock space is used for the study of particles. One of the categories in Fock space may be time in a vector spaces. The vector space formulates a category of symmetric algebras. Such models although made from weaker properties is closer in practice to the physics structures. It is a way to arrive at a nonlinear solution via Fock space not merely continuous but analytic. As such the process is another approach to find a density function i.e. distribution most likely path for the particle. Re: the Riemann zeta function it has a singularity when n = 1 and it reduces to the divergent harmonic series. It is this harmonic series that diverges which I find of particular interest. In relation to the square root of time question it would be the inverse of the Riemann zeta function as an asymptotic density of pth-powerfree numbers that would be of interest to us. Pth-powerfree because some of these are squarefree numbers.Coming back to why there is a relationship between time (sqrt) and price - Does the square root imply a two dimensional space? If a number (time in this case) is squarefree how would that impact on a volatility study – does it mean that the sqrt of t does not always hold?There was a well known philisophical book on Fock spaces in the eighties. In was just kidding. All I meant was that I didn't think there was any metaphysics out there on the sujbect. It was a joke, like it wasn't as deep as Fock spaces, which this guy wrote this philosophy book on.

sqrt(t) <-> sqrt(n) in Law of Large Numbersthat's all

Nicke-The link helped a great deal. I happen to share the view of Regnault; both literally and spiritually.Thanks everyone for your assistance.