The Science of Fiancial Market Trading

by Mak, Don K.

• ISBN13: 9789812382528
• ISBN10: 9812382526
• Format: Hardcover
• Copyright: 2003-05-01
• Publisher: World Scientific Pub Co Inc

Summary

Text reviews the financial market from a scientific perspective. Provides a realistic description of what the market is and how future research should be developed. Reviews the scientific literature on the financial market, and describes mathematical procedures demonstrating that some markets are non-random.

Author Biography

Don Mak has been a Research Scientist in a Canadian Government Research Laboratory and an Adjunct Professor at Queen's University.

Table of Contents

Preface
Introduction	p. 1
Is the Market Random?	p. 6
Models of the Financial Markets	p. 10
Signals and Indicators	p. 24
Trending Indicators	p. 40
Oscillator Indicators	p. 47
Vertex Indicators	p. 79
Various Timeframes	p. 98
Wavelet Analysis	p. 106
Other New Techniques	p. 117
Trading Systems	p. 130
Financial Markets are Complex	p. 134
Time Series Analysis	p. 137
Signals and Systems	p. 142
Low Pass Filters	p. 150
High Pass Filters	p. 164
Vertices	p. 191
Downsampling and Upsampling	p. 194
Wavelets	p. 206
Skipped Convolution and Forecasting	p. 231
Bibliography	p. 235
Index	p. 241
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