The science of financial market trading / Don K. Mak.

In this title, Dr Mak views the financial market from a scientific perspective. The book attempts to provide a realistic description of what the market is, and how future research should be developed. The market is a complex phenomenon, and can be forecasted only with errors - if that particular mar...

Full description

Saved in:
Bibliographic Details
Main Author: Mak, Don K.
Format: eBook
Language:English
Published: Singapore ; River Edge, NJ : World Scientific, ©2003.
Subjects:
Online Access:Click for online access
Table of Contents:
  • Preface ; 1. Introduction ; 1.1 Fundamental Analysis ; 1.2 Technical Analysis ; 1.2.1 Pattern Recognition ; 1.2.2 Indicators ; 1.3 Hybrids ; 2. Is the Market Random? ; 3. Models of the Financial Markets ; 3.1 Chaos ; 3.2 Complexity ; 3.3 Wave Model
  • 3.4 Time Series Analysis 3.5 Neural Network ; 3.6 Fractal Geometry ; 3.7 Fuzzy Logic ; 3.8 Wavelet Analysis ; 4. Signals and Indicators ; 4.1 Stochastic Indicator ; 4.2 Momentum Indicator ; 5. Trending Indicators ; 5.1 Simple Moving Average (SMA)
  • 5.2 Exponential Moving Average (EMA) 5.3 Adaptive Moving Average (AMA) ; 5.4 Trading Rules using Moving Averages ; 6. Oscillator Indicators ; 6.1 Parabolic Velocity Indicator ; 6.2 Parabolic Acceleration Indicator ; 6.3 Cubic Velocity and Acceleration Indicators ; 6.4 Divergences
  • 6.4.1 Class A Divergence 6.4.2 Class B Divergence ; 6.4.3 Class C Divergence ; 6.5 Head and Shoulders ; 7. Vertex Indicators ; 7.1 Parabolic Vertex Indicator ; 7.2 Cubic Vertex Indicator ; 8. Various Timeframes ; 8.1 Under-sampling ; 8.2 Frequency Characteristics of an Indicator
  • 9. Wavelet Analysis 9.1 High Wavelet Indicator ; 9.2 Middle Wavelet Indicator ; 9.3 Low Wavelet Indicator ; 10. Other New Techniques ; 10.1 Skipped Convolution ; 10.2 Forecasts ; 11. Trading Systems ; 12. Financial Markets are Complex ; Appendix 1 Time Series Analysis