LEADER 04615nam 22006254a 450 001 9910451302403321 005 20200520144314.0 010 $a1-281-37910-7 010 $a9786611379100 010 $a981-277-406-8 035 $a(CKB)1000000000414713 035 $a(DLC)2006040528 035 $a(StDuBDS)AH24684489 035 $a(SSID)ssj0000199192 035 $a(PQKBManifestationID)11188038 035 $a(PQKBTitleCode)TC0000199192 035 $a(PQKBWorkID)10184774 035 $a(PQKB)10664410 035 $a(MiAaPQ)EBC1681632 035 $a(WSP)00006055 035 $a(PPN)170221032 035 $a(Au-PeEL)EBL1681632 035 $a(CaPaEBR)ebr10201399 035 $a(CaONFJC)MIL137910 035 $a(OCoLC)879025457 035 $a(EXLCZ)991000000000414713 100 $a20060113d2006 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMathematical techniques in financial market trading$b[electronic resource] /$fDon K. Mak 210 $aHackensack, N.J. $cWorld Scientific$dc2006 215 $a1 online resource (xvi, 304 p. ) $cill 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a981-256-699-6 320 $aIncludes bibliographical references (p. 297-300) and index. 327 $a1. Introduction -- 2. Scientific review of the financial market. 2.1. Econophysics. 2.2. Non-randomness of the market. 2.3. Financial market crash -- 3. Causal low pass filters. 3.1. Ideal causal trending indicators. 3.2. Exponential moving average. 3.3. Butterworth filters. 3.4. Sine function, n=2. 3.5. Sine function, n=4. 3.6. Adaptive exponential moving average -- 4. Reduced lag filters. 4.1. "Zero-lag" EMA (ZEMA). 4.2. Modified EMA (MEMA) -- 5. Causal wavelet filters. 5.1. Mexican hat wavelet. 5.2. Dilated Mexican hat wavelet. 5.3. Causal Mexican hat wavelet. 5.4. Discrete fourier transform. 5.5. Calculation of zero phase frequencies. 5.6. Examples of filtered signals. 5.7. High, middle and low Mexican hat wavelet filters. 5.8. Limitations of Mexican hat wavelet filters -- 6. Instantaneous frequency. 6.1. Calculation of frequency (4 data points). 6.2. Wave velocity. 6.3. Wave acceleration. 6.4. Examples using 4 data points. 6.5. Alternate calculation of frequency (5 data points). 6.6. Example with a frequency chirp. 6.7. Example with real financial data. 6.8. Example with real financial data (more stringent condition) -- 7. Phase. 7.1. Relation between the real and imaginary parts of the Fourier transform of a causal system. 7.2. Calculation of the frequency response function, H([symbol]). 7.3. Computer program for calculating H([symbol]) and h(n) of a causal system. 7.4. Derivation of H[symbol] in terms of H[symbol] for a causal system -- 8. Causal high pass filters. 8.1. Ideal filters. 8.2. Momentum. 8.3. Cubic indicators. 8.4. Quartic indicators. 8.5. Quintic indicators. 8.6. Sextic indicators. 8.7. Velocity and acceleration indicator responses on smoothed data -- 9. Skipped convolution. 9.1. Frequency response. 9.2. Skipped exponential moving average. 9.3. Skipped convolution and downsampled signal -- 10. Trading tactics. 10.1. Velocity divergence. 10.2. Moving Average Convergence-Divergence (MACD). 10.3. MACD-Histogram. 10.4. Exponential moving average of an exponential moving average -- 11. Trading system. 11.1. Multiple timeframes. 11.2. Multiple screen trading system. 11.3. Test of a trading system -- 12. Money management-time independent case. 12.1. Probability distribution of price variation. 12.2. Money management-time independent case. 12.1. Probability distribution of price variation. 12.2. Probability of being stopped out in trade. 12.3. Expected value of a trade -- 13. Money management-time dependent case. 13.1. Basic probability theory. 13.2. Trailing stop-loss. 13.3. Fixed stop-loss -- 14. The reality of trading. 14.1. Mind. 14.2. Method. 14.3. Money management. 14.4. Technical analysis. 14.5. Probability theory and money management. 606 $aInvestments$xMathematics 606 $aFinance$xMathematical models 606 $aSpeculation$xMathematical models 608 $aElectronic books. 615 0$aInvestments$xMathematics. 615 0$aFinance$xMathematical models. 615 0$aSpeculation$xMathematical models. 676 $a332.6401/513 700 $aMak$b Don K$0614168 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910451302403321 996 $aMathematical techniques in financial market trading$92254209 997 $aUNINA