03769nam 2200637Ia 450 991078228250332120230617002044.01-281-94789-X9786611947897981-279-687-8(CKB)1000000000537917(EBL)1681761(OCoLC)815754150(SSID)ssj0000242187(PQKBManifestationID)11176673(PQKBTitleCode)TC0000242187(PQKBWorkID)10301478(PQKB)10753023(MiAaPQ)EBC1681761(WSP)00005178(Au-PeEL)EBL1681761(CaPaEBR)ebr10255842(CaONFJC)MIL194789(EXLCZ)99100000000053791720030630d2003 uy 0engurcn|||||||||txtccrThe science of financial market trading[electronic resource] /Don K. MakSingapore ;River Edge, NJ World Scientificc20031 online resource (261 p.)Description based upon print version of record.981-238-252-6 Includes bibliographical references (p. 235-239) and index.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 Model3.4 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 Divergences6.4.1 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 Time frames; 8.1 Under-sampling; 8.2 Frequency Characteristics of an Indicator9. 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 AnalysisA1.1 Autoregressive Moving Average ModelIn this book, 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 market can be forecasted at all. The book reviews the scientific literatures on the financial market and describes mathematical procedures which demonstrate that some markets are non-random. How the markets are modeled - phenomenologically and from first principle - is explained. It discusses indicatInvestmentsMathematicsCapital marketForecastingInvestmentsMathematics.Capital marketForecasting.332.640151Mak Don K614168MiAaPQMiAaPQMiAaPQBOOK9910782282503321Science of financial market trading1543196UNINA