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1. Verfasser: Houweling, Thomas
Format: Preprint
Veröffentlicht: 2025
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Online-Zugang:https://arxiv.org/abs/2511.14408
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author Houweling, Thomas
author_facet Houweling, Thomas
contents Directional-change Intrinsic Time analysis has long revealed scaling laws in market microstructure, but the origin of their stability remains elusive. This article presents evidence that Intrinsic Time can be modeled as a memoryless exponential hazard process. Empirically, the proportion of directional changes to total events stabilizes near $1 - 1/e = 0.632$, matching the probability that a Poisson process completes one mean interval. This constant provides a natural heuristic to identify scaling regimes across thresholds and supports an interpretation of market activity as a renewal process in intrinsic time.
format Preprint
id arxiv_https___arxiv_org_abs_2511_14408
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The Hidden Constant of Market Rhythms: How $1-1/e$ Defines Scaling in Intrinsic Time
Houweling, Thomas
Statistical Finance
Directional-change Intrinsic Time analysis has long revealed scaling laws in market microstructure, but the origin of their stability remains elusive. This article presents evidence that Intrinsic Time can be modeled as a memoryless exponential hazard process. Empirically, the proportion of directional changes to total events stabilizes near $1 - 1/e = 0.632$, matching the probability that a Poisson process completes one mean interval. This constant provides a natural heuristic to identify scaling regimes across thresholds and supports an interpretation of market activity as a renewal process in intrinsic time.
title The Hidden Constant of Market Rhythms: How $1-1/e$ Defines Scaling in Intrinsic Time
topic Statistical Finance
url https://arxiv.org/abs/2511.14408