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Mathematical techniques in financial market trading [[electronic resource] /] / Don K. Mak
Mathematical techniques in financial market trading [[electronic resource] /] / Don K. Mak
Autore Mak Don K
Pubbl/distr/stampa Hackensack, N.J., : World Scientific, c2006
Descrizione fisica 1 online resource (xvi, 304 p. ) : ill
Disciplina 332.6401/513
Soggetto topico Investments - Mathematics
Finance - Mathematical models
Speculation - Mathematical models
Soggetto genere / forma Electronic books.
ISBN 1-281-37910-7
9786611379100
981-277-406-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. 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.
Record Nr. UNINA-9910451302403321
Mak Don K  
Hackensack, N.J., : World Scientific, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mathematical techniques in financial market trading [[electronic resource] /] / Don K. Mak
Mathematical techniques in financial market trading [[electronic resource] /] / Don K. Mak
Autore Mak Don K
Pubbl/distr/stampa Hackensack, N.J., : World Scientific, c2006
Descrizione fisica 1 online resource (xvi, 304 p. ) : ill
Disciplina 332.6401/513
Soggetto topico Investments - Mathematics
Finance - Mathematical models
Speculation - Mathematical models
ISBN 1-281-37910-7
9786611379100
981-277-406-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. 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.
Record Nr. UNINA-9910777022803321
Mak Don K  
Hackensack, N.J., : World Scientific, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mathematical techniques in financial market trading / / Don K. Mak
Mathematical techniques in financial market trading / / Don K. Mak
Autore Mak Don K
Edizione [1st ed.]
Pubbl/distr/stampa Hackensack, N.J., : World Scientific, c2006
Descrizione fisica 1 online resource (xvi, 304 p. ) : ill
Disciplina 332.6401/513
Soggetto topico Investments - Mathematics
Finance - Mathematical models
Speculation - Mathematical models
ISBN 1-281-37910-7
9786611379100
981-277-406-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. 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.
Record Nr. UNINA-9910812498503321
Mak Don K  
Hackensack, N.J., : World Scientific, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The science of financial market trading [[electronic resource] /] / Don K. Mak
The science of financial market trading [[electronic resource] /] / Don K. Mak
Autore Mak Don K
Pubbl/distr/stampa Singapore ; ; River Edge, NJ, : World Scientific, c2003
Descrizione fisica 1 online resource (261 p.)
Disciplina 332.640151
Soggetto topico Investments - Mathematics
Capital market - Forecasting
Soggetto genere / forma Electronic books.
ISBN 1-281-94789-X
9786611947897
981-279-687-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 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 Time frames; 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
A1.1 Autoregressive Moving Average Model
Record Nr. UNINA-9910454088303321
Mak Don K  
Singapore ; ; River Edge, NJ, : World Scientific, c2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The science of financial market trading [[electronic resource] /] / Don K. Mak
The science of financial market trading [[electronic resource] /] / Don K. Mak
Autore Mak Don K
Pubbl/distr/stampa Singapore ; ; River Edge, NJ, : World Scientific, c2003
Descrizione fisica 1 online resource (261 p.)
Disciplina 332.640151
Soggetto topico Investments - Mathematics
Capital market - Forecasting
ISBN 1-281-94789-X
9786611947897
981-279-687-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 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 Time frames; 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
A1.1 Autoregressive Moving Average Model
Record Nr. UNINA-9910782282503321
Mak Don K  
Singapore ; ; River Edge, NJ, : World Scientific, c2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The science of financial market trading / / Don K. Mak
The science of financial market trading / / Don K. Mak
Autore Mak Don K
Edizione [1st ed.]
Pubbl/distr/stampa Singapore ; ; River Edge, NJ, : World Scientific, c2003
Descrizione fisica 1 online resource (261 p.)
Disciplina 332.640151
Soggetto topico Investments - Mathematics
Capital market - Forecasting
ISBN 1-281-94789-X
9786611947897
981-279-687-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 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 Time frames; 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
A1.1 Autoregressive Moving Average Model
Record Nr. UNINA-9910821247503321
Mak Don K  
Singapore ; ; River Edge, NJ, : World Scientific, c2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui