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29 March 2024
 
  » arxiv » cond-mat/0305004

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The US 2000-2003 Market Descent: Clarifications
D. Sornette ; W.-X. Zhou ;
Date 30 Apr 2003
Journal Quantitative Finance 3 (3), C39-C41 (2003)
Subject Statistical Mechanics | cond-mat.stat-mech
AffiliationCNRS-Univ. Nice and UCLA), W.-X. Zhou (UCLA
AbstractIn a recent comment (Johansen A 2003 An alternative view, Quant. Finance 3: C6-C7, cond-mat/0302141), Anders Johansen has criticized our methodology and has questioned several of our results published in [Sornette D and Zhou W-X 2002 The US 2000-2002 market descent: how much longer and deeper? Quant. Finance 2: 468-81, cond-mat/0209065] and in our two consequent preprints [cond-mat/0212010, physics/0301023]. In the present reply, we clarify the issues on (i) the analogy between rupture and crash, (ii) the Landau expansion, ``double cosine’’ and Weierstrass-type solutions, (iii) the symmetry between bubbles and anti-bubbles and universality, (iv) the condition of criticality, (v) the meaning of ``bullish anti-bubbles’’, (vi) the absolute value of t_c-t, (vii) the fractal log-periodic power law patterns, (viii) the similarity between the Nikkei index in 1990-2000 and the S&P500 in 2000-2002 and (ix) the present status of our prediction.
Source arXiv, cond-mat/0305004
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