Betting the recession rules and conjecturing on primes

Here we have a plot of good coincident recession indicators. We want to bet these two. Start by betting just one, build a runtime probability, balanced graph of the numbers, in sequence with a window set by user.  Then map that tree into tanh'', and that gives you the pay off when the next number comes in above precision. Once you have a balanced graph, then it can map into a constrained flow model, dual queueing models.


This is TOE at its best, take any logistic graph, balance it with delivery rates, map it to tanh'' and generate the yield curve, the inventory borrowing rates.  This is like, nirvana to an economist, this is the calculus of double entry accounting, the holy grail.

So make the probability graph of the prime numbers. Out to some finite prime. Balance it as best as possible. Then hyperbolics tells you the relative queue sizes for each prime, the number of dance partners needed to multiply with this prime.  It is really log entropy of that prime. No???

Where is Matilde Marcolli when you need her. I hope she ran away and joined a banker bot start up.