Market dynamic is studied by quantifying the dependence of the entropy S(\tau,n) of the clusters formed by the  series of the prices p_t and its moving average p_{t,n} on temporal horizon M.
<clarity> Market dynamic is studied by quantifying the dependence of the entropy S(\tau,n) of the clusters formed by the  series of the prices p_t and its moving average p_{t,n} on temporal horizon M.
Market dynamic is quantified in terms of the entropy S(\tau,n) of the clusters formed by the series of the prices p_t and its moving average p_{t,n} on temporal horizon M.