Market Crashes and Time-Translation Invariance

The general framework for quantitative technical analysis of market prices is revisited and extended. concept a global time-translation invariance its spontaneous violation restoration introduced discussed. We find that different temporal patterns leading to some famous crashes (e.g., bubbles, hockey sticks, etc.) exhibit analogous probabilistic distributions found only in the time series stock indices. A number examples are presented. stress our goal here study crash as particular phenomenon created by symmetry breaking/restoration. ask “how calculate interpret pattern which we encounter day preceding crash, how typical reactions shock?”.