There is a saying that every nice piece of work needs the right person in the right place at the right time. For much of my life, however, there was no place where the things I wanted to investigate were of interest to anyone. So I spent much of my life as an outsider, moving from field to field, and back again, according to circumstances. Now that I near 80, write my memoirs, and look back, I realize with wistful pleasure that on many occasions I was 10, 20, 40, even 50 years "ahead of my time.

My work is more varied than at any other point in my life. I am still carrying out research in pure mathematics. And I am working on an idea that I had several years ago on negative dimensions. … Negative dimensions are a way of measuring how empty something is. In mathematics, only one set is called empty. It contains nothing whatsoever. But I argued that some sets are emptier than others in a certain useful way. It is an idea that almost everyone greets with great suspicion, thinking I've gone soft in the brain in my old age. Then I explain it and people realise it is obvious. Now I'm developing the idea fully with a colleague. I have high hopes that once we write it down properly and give a few lectures about it at suitable places that negative dimensions will become standard in mathematics.

In a different era, I would have called myself a natural philosopher. All my life, I have enjoyed the reputation of being someone who disrupted prevailing ideas. Now that I'm in my 80th year, I can play on my age and provoke people even more.

There is a problem that is specific to financial markets. In most fields of research, when someone makes an important finding, they publish it. In the case of prices, they set up a firm and sell advice about their discovery. If they can make money from it, they will. So the research into market dynamics is a closed field.

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The most important thing I have done is to combine something esoteric with a practical issue that affects many people. In this spirit, the stock market is one of the most attractive things imaginable. Stock-market data is abundant so I can check everything. Financial markets are very influential and I want to be part of this field now that it is maturing.

The Mandelbrot set is the modern development of a theory developed independently in 1918 by Gaston Julia and Pierre Fatou. Julia wrote an enormous book — several hundred pages long — and was very hostile to his rival Fatou. That killed the subject for 60 years because nobody had a clue how to go beyond them. My uncle didn't know either, but he said it was the most beautiful problem imaginable and that it was a shame to neglect it. He insisted that it was important to learn Julia's work and he pushed me hard to understand how equations behave when you iterate them rather than solve them. At first, I couldn't find anything to say. But later, I decided a computer could take over where Julia had stopped 60 years previously.

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There is nothing more to this than a simple iterative formula. It is so simple that most children can program their home computers to produce the Mandelbrot set. … Its astounding complication was completely out of proportion with what I was expecting. Here is the curious thing: the first night I saw the set, it was just wild. The second night, I became used to it. After a few nights, I became familiar with it. It was as if somehow I had seen it before. Of course I hadn't. No one had seen it. No one had described it. The fact that a certain aspect of its mathematical nature remains mysterious, despite hundreds of brilliant people working on it, is the icing on the cake to me.