Abstract
By assuming the price fluctuations can be studied into the context of stochastic dynamical systems and by considering the relevance of high frequency volatility modeling, here we present the study of the correlation among different financial instruments, considered at the same time in terms of P-adic analysis. In addition, for the most interesting financial instruments coming from P-adic analysis, we perform a study of dynamical properties in terms of high frequency volatility and volatility variation to determine the common properties of reverse points or continuation points of trends. Then, we consider a case study, represented directly into the interface of Denver algorithm, which was implemented to show the power of the methods described into the work.
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