  In the present work we demonstrate the application of different physical
methods to high-frequency or tick-by-tick financial time series data. In
particular, we calculate the Hurst exponent and inverse statistics for the
price time series taken from a range of futures indices. Additionally, we show
that in a limit order book the relaxation times of an imbalanced book state
with more demand or supply can be described by stretched exponential laws
analogous to those seen in many physical systems.
