Very natural also in money/investing applications. Passing to log scale asset prices follow random walks in several finance applications and behave much better in this scale. Options price formulas by rote memory are a bit of a mess because one does a log-calculate-exp kind of thing that distorts the streamlined rationale of the inner simpler calculations. Geometric means (used in CAGR, compound aggregate growth rates, for yearly returns) become just means (=arithmetic means) in log scale.
Agreed. Any stock app that doesn't plot stock prices in log scale is considered by me to be an amateur app. My favorite litmus test for stock apps is to view the ten-year price history for UVXY. If it doesn't look roughly like a straight line the app is for amateurs. The iOS built in stock app fails this test. The Schwab app passes this test.
I've heard of people who have basically converted all their financial or investment spreadsheets to use log scale, but I've never seen an example or a demo.
