  Definition of frustration is expressed by transitivity of binary entanglement
relation in considered complex system. Extending this definition into n-ary
relation a hierarchy of frustrations is derived. As a complex system the U.S.
Intermarket is chosen where the correlation coefficient of intermarket sectors
plays the role of entanglement measure. In each hierarchy level the frustration
and the transitivity are interpreted as values of an order of measure for
corresponding subsystem. The derived theory is applied to 1983-2012 data of the
U.S. Intermarket.
