Chaos-based Day Trading on NIKKEI 225 Index Futures

摘要

In the beginning of 1990's, many reports about chaotic analysis on financial time series such as stock price and foreign exchange rate were mainly appeared in US and Canada. However, this kind of reports decreased. This reason says that because of big profit or big loss. From the standpoint that financial time series have chaotic behavior, we established pilot fund and applied chaos theory to predict financial time series, then traded actually. This paper reports about day trading on NIKKEI 225 index futures.