Hi,

I have been reading the discussion. I happened to have a paper by Mandelbrot "A Multifractal Walk down wall street" (attached) which could help to illuminate. Mandelbrot addresses the idea of simulating prices using multifractals. In the paper there is diagram of charts, page 4, "pick a fake", where we are asked to guess which of the charts 4 to 8 is from a real market data, and which is simulated by multifractals.
Have fun!