Fractal Market Hypothesis Predicts Stock Market Chaos and Rallies!
The Fractal Market Hypothesis suggests that markets are stabilized by matching investors' investment horizons, unlike the Efficient Market Hypothesis which assumes market equilibrium. The Hurst exponent determines market behavior, with larger changes in fractal dimension leading to bigger price index rallies. Breaches in market behavior occur during trending times, indicating a relationship between fractal dimension changes and market movements.