
This repository contains the FMTS application, an advanced market simulation software that explores fractal mathematics in trading systems. The application features sophisticated pattern recognition, predictive analytics, and real-time market behavior analysis. Available for both Mac and Windows platforms.
FMTS (Fractal Mathematics in Trading Systems) is an intelligent market simulation application built with Unity, designed to:
- Identify self-similar market fractal patterns using advanced mathematical algorithms
- Model complex market behaviors with fractal dimension calculations and box-counting methods
- Generate predictive insights through ensemble machine learning approaches
- Analyze market trends using multi-scale volatility clustering and pattern matching
- Export comprehensive data for further research and analysis
-
mac-version/: Contains the Mac version of the application
FMTS (Mac).app/
: The extracted Mac application bundleFMTS (Mac).app.zip
: The original compressed Mac application (39.3 MB)
-
windows-version/: Contains the Windows version of the application
FMTS (Windows)/
: The extracted Windows application filesFMTS (Windows).zip
: The original compressed Windows application (27.5 MB)
- Platform: Cross-platform (Mac & Windows)
- Engine: Unity (based on file structure and dependencies)
- Runtime: Uses MonoBleedingEdge for managed code execution
- Graphics: DirectX 12 support (Windows version)
- Architecture: 64-bit (x86_64)
- Self-Similarity Detection: Identifies recurring patterns at multiple time scales using fractal dimension analysis
- Box-Counting Algorithm: Calculates fractal dimensions with precision for pattern complexity measurement
- Dynamic Time Warping: Compares pattern similarities across different time horizons
- Pattern Confidence Scoring: Evaluates pattern reliability based on occurrence frequency and mathematical properties
- Multi-Scale Moving Averages: Short, medium, and long-term trend analysis
- Volatility Clustering Detection: Identifies periods of high/low market volatility
- Trend Persistence Calculation: Measures market momentum and direction stability
- Reversal Frequency Analysis: Tracks market turning points and cycles
- Ensemble Prediction Methods: Combines 5 different prediction algorithms for robust forecasting
- Neural Network Integration: Simple feed-forward network for pattern-based predictions
- Volume-Weighted Analysis: Incorporates trading volume for enhanced prediction accuracy
- Confidence-Based Filtering: Only presents predictions above configurable confidence thresholds
- Fractal Market Generation: Creates realistic market data using geometric Brownian motion with fractal noise
- Volatility Clustering: Simulates real market volatility patterns
- Volume Spike Modeling: Generates realistic volume patterns during market events
- Configurable Parameters: Adjustable volatility, trend strength, and simulation speed
- CSV Data Export: Exports session data, patterns, predictions, and market metrics
- Real-time Logging: Continuous data capture during simulation sessions
- Pattern Point Export: Detailed fractal pattern coordinates for external analysis
- Behavioral Metrics Export: Trend analysis and market behavior statistics
- Cross-platform compatibility (Mac & Windows)
- Real-time visualization of market data and patterns
- Interactive UI for system monitoring and control
- Performance-optimized with Burst compilation
- Comprehensive .NET framework integration
- Extract or download the
FMTS (Mac).app
from the mac-version directory - Run the application bundle
- The system will automatically start market simulation and pattern analysis
- Data exports will be saved to the application's persistent data directory
- Extract or download the contents from
FMTS (Windows)
directory - Run
Market Simulation.exe
- The system will automatically start market simulation and pattern analysis
- Data exports will be saved to the application's persistent data directory
- Auto-simulation: Runs continuously, generating realistic market data
- Real-time Analysis: Patterns are identified and predictions generated automatically
- Data Export: Session data is exported automatically on application exit
- Session Management: Start new sessions to reset analysis and begin fresh data collection
The application includes all necessary runtime dependencies:
- Unity Player/Engine
- Mono runtime (.NET implementation)
- Platform-specific graphics libraries
- Burst-compiled optimized code
- FractalPatternRecognition.cs: Core pattern detection using fractal dimension analysis
- MarketBehaviorAnalyzer.cs: Market trend and volatility analysis system
- PredictiveInsightEngine.cs: Multi-method prediction system with neural network integration
- SessionDataExporter.cs: Comprehensive data logging and CSV export functionality
- FMTSController.cs: Main system coordinator and market data generator
- Fractal Dimension Calculation: Box-counting method for pattern complexity analysis
- Self-Similarity Detection: Multi-scale pattern comparison using Dynamic Time Warping
- Geometric Brownian Motion: Realistic market price simulation with fractal noise components
- Volatility Clustering: Fractal-based volatility modeling for realistic market behavior
- Ensemble Learning: Combines multiple prediction methods for robust forecasting
Exported CSV files include:
session_summary.csv
: Overall session metrics and performancemarket_data.csv
: Tick-by-tick price, volume, and direction datafractal_patterns.csv
: Discovered patterns with similarity indicespattern_points.csv
: Detailed normalized pattern coordinatespredictions.csv
: All predictions with confidence scores and reasoningbehavior_metrics.csv
: Market behavior analysis resultsmarket_trends.csv
: Identified trends with strength and persistence metrics
- Fractal market hypothesis testing with real-time pattern identification
- Market efficiency studies using self-similarity analysis
- Volatility clustering research with fractal dimension measurements
- Pattern recognition validation for financial time series
- Algorithm development for pattern-based trading strategies
- Risk assessment modeling using fractal complexity measures
- Market regime identification through behavioral pattern analysis
- Backtesting framework for fractal-based prediction models
- Fractal mathematics visualization in financial contexts
- Market simulation training with realistic price generation
- Pattern recognition learning with immediate feedback
- Data analysis skills development using exported CSV datasets
- Mac Version: ~39.3 MB (compressed)
- Windows Version: ~27.5 MB (compressed)
FMTS delivers a comprehensive fractal mathematics trading analysis platform featuring:
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Real-time pattern recognition using advanced fractal dimension calculations
โ
Self-similarity detection across multiple market time scales
โ
Ensemble prediction engine combining 5 different forecasting methods
โ
Comprehensive data export with detailed CSV analytics
โ
Live market simulation using fractal-enhanced Brownian motion
โ
Behavioral trend analysis with persistence and reversal tracking
โ
Neural network integration for pattern-based market predictions
โ
Cross-platform deployment on Mac and Windows systems
This repository contains the complete FMTS (Fractal Mathematics in Trading Systems) application - a sophisticated research platform that combines advanced mathematical analysis with real-time market simulation. The system identifies self-similar market patterns, models complex behaviors, and explores predictive insights through fractal mathematics, providing researchers and analysts with powerful tools for understanding market dynamics.
๐ฌ Research Features: Pattern recognition โข Fractal analysis โข Predictive modeling
๐ Data Analytics: Real-time CSV export โข Behavioral metrics โข Trend analysis
โก Performance: Unity-optimized โข Real-time processing โข Configurable simulation
๐ Applications: Academic research โข Algorithm development โข Educational training