Symmetry and Financial Markets

27 Pages Posted: 18 Aug 2020

See all articles by Jorgen Vitting Andersen

Jorgen Vitting Andersen

CES, Université Paris 1 Panthéon-Sorbonne

Andrzej Nowak

University of Warsaw - Institute for Social Studies

Date Written: July 16, 2020


It is hard to overstate the importance that the concept of symmetry has had in every field of physics, a fact alluded to by the Nobel Prize winner P.W. Anderson, who once wrote that “physics is the study of symmetry”. Whereas the idea of symmetry is widely used in science in general, very few (if not almost no) applications has found its way into the field of finance. Still, the phenomenon appears relevant in terms of for example the symmetry of strategies that can happen in the decision making to buy or sell financial shares. Game theory is therefore one obvious avenue where to look for symmetry, but as will be shown, also technical analysis and long term economic growth could be phenomena which show the hallmark of a symmetry.

Keywords: Agent-based modelling, Game theory, Ginzburg-Landau theory, financial symmetry

JEL Classification: G14, C73

Suggested Citation

Vitting Andersen, Jorgen and Nowak, Andrzej, Symmetry and Financial Markets (July 16, 2020). Available at SSRN: or

Jorgen Vitting Andersen (Contact Author)

CES, Université Paris 1 Panthéon-Sorbonne ( email )

Maison des Sciences Economiques
106-112 Boulevard de l'Hôpital 75647 Paris Cedex
Paris, 75647

Andrzej Nowak

University of Warsaw - Institute for Social Studies ( email )

Stawki 5/7
Warsaw, 00 183

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