Re: Variance is Fractal
I think that variance could be a fractal according to the definition of a fractal where a subset would be exhibit the same pattern of the larger set. So you could see small trends exhibit the same patterns as larger trends. That's possible.
But like someone above stated - what does this information, noting the cyclical/wave type of pattern in variance over both small and large sets, do for you? How can we apply this to be useful?
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