Darío Alatorre, Carlos Gershenson, José L. Mateos
Antifragility was recently defined as a property of complex systems that benefit from disorder. However, its original formal definition is difficult to apply. Our approach has been to define and test a much simpler measure of antifragility for complex systems. In this work we use our antifragility measure to analyze real data from the stock market and cryptocurrency prices. Results vary between different antifragility interpretations and for each system. Our results suggest that the stock market favors robustness rather than antifragility, as in most cases the highest and lowest antifragility values are reached either by young agents or constant ones. There are no clear correlations between antifragility and different good-performance measures, while the best performers seem to fall within a robust threshold. In the case of cryptocurrencies, there is an apparent correlation between high price and high antifragility.