Nonlinear regression analysis solves the problem you are describing. What sort of tools that fall under the category of "chaos theory" have you used with market data?
I have not used it. I may not need it. My current trading systems are profitable. I made a reference to chaos theory to explain why we depend on probability distributions and draw a trend line as well as trend channel line.
Is your current strategy quantitative or do you use something like TOS or TWS and trade while looking at charts?
I studied it during my master's course in Mathematics. That was 25 years ago. I do keep a track of the progress in the field. Although scientists did develop models for stock markets and there have been research papers on the same, I do not think any tradeable models/tools have evolved out of them so far. That is why, in my earlier post, I was referring to progress in Artificial Intelligence. Chaos computing with AI may provide answers in the future.
That's an interesting analogy How do you relate logging to trading? It's what I did before I traded and I'm having trouble seeing any similarities.
Referring to https://en.m.wikipedia.org/wiki/Feller's_coin-tossing_constants In the example given, If we toss a fair coin ten times then the exact probability that no pair of heads come up in succession (i.e. n = 10 and k = 2) is p(10,2) = 0.1406263... Does this mean in 10 tosses, the probability of a pair of heads or tails coming out in succession= 1-0.14 ? What is this probability formula for X tosses in general?