Drafts on Quant at Riskhttps://quantatrisk.github.io/drafts/Recent content in Drafts on Quant at RiskQuant at Riskhttps://quantatrisk.github.io/images/favicon.svghttps://quantatrisk.github.io/images/favicon.svgHugo -- 0.154.0en-us<link>https://quantatrisk.github.io/drafts/path-functionals-of-prices-and-order-flow/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://quantatrisk.github.io/drafts/path-functionals-of-prices-and-order-flow/</guid><description><h1 id="path-functional-statistics-and-statistical-physics-response-theory-for-indian-index-options">Path-Functional Statistics and Statistical-Physics Response Theory for Indian Index Options</h1> <h2 id="a-research-memorandum-for-the-market-ecology--maya-programme">A research memorandum for the Market Ecology / Maya programme</h2> <p><em>Scope: (I) the statistics of signed increments, running extrema, and level crossings as instruments for strategy development and risk analytics; (II) linear and nonlinear response theory transplanted from statistical physics to market analysis; (III) the design of novel response functions specific to the Indian index options ecosystem (NIFTY, SENSEX and related complexes), with explicit hooks into the ICSE Ecology Monitor, the Options Ecology Platform&rsquo;s Master Objects (Edge, Crowding, Fragility, Capacity), and Maya&rsquo;s risk-concept ontology.</em></p></description></item></channel></rss>