Mandelbrot first introduced the Joseph and Noah effects to describe volatile markets and long term dependency, or memory. In this podcast I show how I use this modeling technique to uncover this market memory.

Mandelbrot's Book https://read.amazon.com/kp/embed?asin=B004PYDBEO&preview=newtab&linkCode=kpe&ref_=cm_sw_r_kb_dp_JQX2K2X3H2DVCN7PTVM1

Studies https://www.sciencedirect.com/science/article/abs/pii/S1566014113000721

https://www.mdpi.com/1099-4300/19/9/437