Market Data Explained

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Publisher : Elsevier
ISBN 13 : 0080465781
Total Pages : 136 pages
Book Rating : 4.0/5 (84 download)

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Book Synopsis Market Data Explained by : Marc Alvarez

Download or read book Market Data Explained written by Marc Alvarez and published by Elsevier. This book was released on 2011-04-01 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: Market Data Explained is intended to provide a guide to the universe of data content produced by the global capital markets on a daily basis. Commonly referred to as “market data , the universe of content is very wide and the type of information correspondingly diverse. Jargon and acronyms are very common. As a result, users of marker data typically face difficulty in applying the content in analysis and business applications. This guide provides an independent framework for understanding this diversity and streamlining the process of referring to content and how it relates to today’s business environment. The book achieves this goal by providing a consistent frame of reference for users of market data. As such, it is built around the concept of a data model – a single, coherent view of the capital markets independent of any one source, such as an exchange. In particular it delineates clearly between the actual data content and how it is delivered (i.e., realtime data streams versus reference data). It shows how the data relates across the universe of securities (i.e., stocks, bonds, derivatives etc.). In this way it provides a logical framework for understanding how new content can be added over time as the business develops. Special features: 1. Uniqueness – this is the first comprehensive catalog and taxonomy to be made available for a business audience 2. Industry Acceptance – the framework described in this book is implemented as a relational data model in the industry today and used by blue chip multinational firms 3. Comprehensiveness – there are no arbitrary distinctions made based on asset class or data type (the legacy approach). The model presented in this book is fully cross asset and makes no distinction between data types (i.e., realtime versus historical/reference data) or sources 4. Independence – the framework is an independent, objective overview of how the data content integrates to provide a coherent view of the data produced by the global capital markets on a daily and intra-day basis. It provides a logical framework for referring to the content and entities that are so intrinsic to this industry First and only single, comprehensive desk reference to market data produced by the global capital markets on a daily basis Provides a comprehensive catalog of the market data and a common structure for navigating the complex content and interrelationships Provides a common taxonomy and naming conventions that handles the highly varied, geographically and language dependent nature of the content

Market Data Explained

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Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (115 download)

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Book Synopsis Market Data Explained by : Marc Alvarez

Download or read book Market Data Explained written by Marc Alvarez and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to provide a guide to the universe of data content produced by the global capital markets on a daily basis. Commonly referred to as "market data?, the universe of content is very wide and the type of information correspondingly diverse. Jargon and acronyms are very common. As a result, users of marker data typically face difficulty in applying the content in analysis and business applications. This guide provides an independent framework for understanding this diversity and streamlining the process of referring to content and how it relates to today's business environment. The book achieves this goal by providing a consistent frame of reference for users of market data. As such, it is built around the concept of a data model - a single, coherent view of the capital markets independent of any one source, such as an exchange. In particular it delineates clearly between the actual data content and how it is delivered (i.e., realtime data streams versus reference data). It shows how the data relates across the universe of securities (i.e., stocks, bonds, derivatives etc.). In this way it provides a logical framework for understanding how new content can be added over time as the business develops. Special features: 1. Uniqueness - this is the first comprehensive catalog and taxonomy to be made available for a business audience 2. Industry Acceptance - the framework described in this book is implemented as a relational data model in the industry today and used by blue chip multinational firms 3. Comprehensiveness - there are no arbitrary distinctions made based on asset class or data type (the legacy approach). The model presented in this book is fully cross asset and makes no distinction between data types (i.e., realtime versus historical/reference data) or sources 4. Independence - the framework is an independent, objective overview of how the data content integrates to provide a coherent view of the data produced by the global capital markets on a daily and intra-day basis. It provides a logical framework for referring to the content and entities that are so intrinsic to this industry *First and only single, comprehensive desk reference to market data produced by the global capital markets on a daily basis *Provides a comprehensive catalog of the market data and a common structure for navigating the complex content and interrelationships *Provides a common taxonomy and naming conventions that handles the highly varied, g...

Technical Analysis of the Financial Markets

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Publisher : Penguin
ISBN 13 : 110165919X
Total Pages : 576 pages
Book Rating : 4.1/5 (16 download)

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Book Synopsis Technical Analysis of the Financial Markets by : John J. Murphy

Download or read book Technical Analysis of the Financial Markets written by John J. Murphy and published by Penguin. This book was released on 1999-01-01 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: John J. Murphy has now updated his landmark bestseller Technical Analysis of the Futures Markets, to include all of the financial markets. This outstanding reference has already taught thousands of traders the concepts of technical analysis and their application in the futures and stock markets. Covering the latest developments in computer technology, technical tools, and indicators, the second edition features new material on candlestick charting, intermarket relationships, stocks and stock rotation, plus state-of-the-art examples and figures. From how to read charts to understanding indicators and the crucial role technical analysis plays in investing, readers gain a thorough and accessible overview of the field of technical analysis, with a special emphasis on futures markets. Revised and expanded for the demands of today's financial world, this book is essential reading for anyone interested in tracking and analyzing market behavior.

MARKET MODELS: A GUIDE TO FINANCIAL DATA ANALYSIS (With CD )

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Publisher :
ISBN 13 : 9788126523702
Total Pages : 516 pages
Book Rating : 4.5/5 (237 download)

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Book Synopsis MARKET MODELS: A GUIDE TO FINANCIAL DATA ANALYSIS (With CD ) by : Carol Alexander

Download or read book MARKET MODELS: A GUIDE TO FINANCIAL DATA ANALYSIS (With CD ) written by Carol Alexander and published by . This book was released on 2009-01-01 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Market_Desc: Primarily this book has been written for financial institutions (investment banks, asset management companies, investment analysis personnel, corporate treasuries, insurance companies, pension funds, risk management companies/consultants and regulatory bodies.) Special Features: "The author uses an applications-based approach."Includes the latest developments in VaR. About The Book: Models play a crucial role in today's financial markets and an understanding and appreciation of how to model financial data is key to any finance practitioner's skill set. Model developers are faced with many decisions, about the data, methodology, model specification and testing, prior to the final model implementation. This is costly and how many media reports in recent years have highlighted the mismanagement of such resources! It is crucial to make the right choices at every stage of model development. But this is as much an 'art' as a 'science'. The talented interpretation of results is just as critical for success as the mathematical foundation. This new book is the first of its kind. As well as providing numerous real world examples to illustrate concepts in an accessible manner, the accompanying CD will allow the reader to implement the examples themselves and adapt them for their own purposes. Professor Carol Alexander, Chair of Risk Management at the ISMA Centre and one of the best known names in financial data analysis, provides an authoritative and up-to-date treatment of model development. She brings many new insights to the practicalities of volatility and correlation analysis, modelling the market risk of portfolios and statistical models. New models that are based on cointegration, principal component analysis, normal mixture densities, GARCH and many other areas are elegantly and rigorously explained, with an emphasis on concepts that makes this text accessible to a very wide audience. The book is also designed to be self contained, with many technical appendices. Market Models is the ideal reference for all those involved in model selection and development

The Work of Wall Street

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Author :
Publisher :
ISBN 13 :
Total Pages : 322 pages
Book Rating : 4.A/5 ( download)

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Book Synopsis The Work of Wall Street by : Sereno Stansbury Pratt

Download or read book The Work of Wall Street written by Sereno Stansbury Pratt and published by . This book was released on 1908 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stock price analysis through Statistical and Data Science tools: An Overview

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Author :
Publisher : Vinaitheerthan Renganathan
ISBN 13 : 9354579736
Total Pages : 107 pages
Book Rating : 4.3/5 (545 download)

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Book Synopsis Stock price analysis through Statistical and Data Science tools: An Overview by : Vinaitheerthan Renganathan

Download or read book Stock price analysis through Statistical and Data Science tools: An Overview written by Vinaitheerthan Renganathan and published by Vinaitheerthan Renganathan. This book was released on 2021-04-30 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock price analysis involves different methods such as fundamental analysis and technical analysis which is based on data related to price movement of the stock in the past. Price of the stock is affected by various factors such as company’s performance, current status of economy and political factor. These factors play an important role in supply and demand of the stock which makes the price to be volatile in the short term. Investors and stock traders aim to book profit through buying and selling the stocks. There are different statistical and data science tools are being used to predict the stock price. Data Science and Statistical tools assume only the stock price’s historical data in predicting the future stock price. Statistical tools include measures such as Graph and Charts which depicts the general trend and time series tools such as Auto Regressive Integrated Moving Averages (ARIMA) and regression analysis. Data Science tools include models like Decision Tree, Support Vector Machine (SVM), Artificial Neural Network (ANN) and Long Term and Short Term Memory (LSTM) Models. Current methods include carrying out sentiment analysis of tweets, comments and other social media discussion to extract the hidden sentiment expressed by the users which indicate the positive or negative sentiment towards the stock price and the company. The book provides an overview of the analyzing and predicting stock price movements using statistical and data science tools using R open source software with hypothetical stock data sets. It provides a short introduction to R software to enable the user to understand analysis part in the later part. The book will not go into details of suggesting when to purchase a stock or what at price. The tools presented in the book can be used as a guiding tool in decision making while buying or selling the stock. Vinaitheerthan Renganathan www.vinaitheerthan.com/book.php

Applied Quantitative Finance

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Publisher : Springer Nature
ISBN 13 : 3030291413
Total Pages : 240 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Applied Quantitative Finance by : Mauricio Garita

Download or read book Applied Quantitative Finance written by Mauricio Garita and published by Springer Nature. This book was released on 2021-09-03 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides both conceptual knowledge of quantitative finance and a hands-on approach to using Python. It begins with a description of concepts prior to the application of Python with the purpose of understanding how to compute and interpret results. This book offers practical applications in the field of finance concerning Python, a language that is more and more relevant in the financial arena due to big data. This will lead to a better understanding of finance as it gives a descriptive process for students, academics and practitioners.

High-frequency Financial Market Data

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Publisher :
ISBN 13 : 9781899332496
Total Pages : 162 pages
Book Rating : 4.3/5 (324 download)

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Book Synopsis High-frequency Financial Market Data by : Owain Ap Gwilym

Download or read book High-frequency Financial Market Data written by Owain Ap Gwilym and published by . This book was released on 1999 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: A consideration of the sources, management, manipulation and uses of high-frequency financial market data. It applies HFD to model development for data analysis, trading, forecasting and risk management. Future trends are covered, and there is a bibliography of the literature.

Outperforming the Markets using Relative Strength And Breadth analysis

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Publisher : Notion Press
ISBN 13 : 1639975063
Total Pages : 441 pages
Book Rating : 4.6/5 (399 download)

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Book Synopsis Outperforming the Markets using Relative Strength And Breadth analysis by : Prashant Shah

Download or read book Outperforming the Markets using Relative Strength And Breadth analysis written by Prashant Shah and published by Notion Press. This book was released on 2021-09-27 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: Relative strength and breadth analysis are less explored methods in trading. However, a combination of these two tools can complement any price-based trading system and help improve the overall profitability of the system. Most traders focus on price-based systems to decide how to trade. But by using relative strength and breadth studies you will know what and when to trade and decide on allocation. This book explains an entirely different way of looking at the markets. You will also learn objective methods that will assist in achieving returns that is better than the broader market.

Day Trading

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Publisher : Tycho Press
ISBN 13 : 9781623155742
Total Pages : 0 pages
Book Rating : 4.1/5 (557 download)

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Book Synopsis Day Trading by : Justin Kuepper

Download or read book Day Trading written by Justin Kuepper and published by Tycho Press. This book was released on 2015-04-10 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: All You'll Ever Need to Trade from Home When most people hear the term "day trader," they imagine the stock market floor packed with people yelling 'Buy' and 'Sell' - or someone who went for broke and ended up just that. These days, investing isn't just for the brilliant or the desperate--it's a smart and necessary move to ensure financial wellbeing. To the newcomer, day trading can be a confusing process: where do you begin, and how can you approach trading in a careful yet effective way? With Day Trading you'll get the basics, then: Learn the Truth About Trading Understand The Psychology of Trading Master Charting and Pattern-recognition Study Trading Options Establish Trading Strategies & Money Management Day Trading will let you make the most out of the free market from the comfort of your own computer.

Mapping the Markets

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Publisher : John Wiley & Sons
ISBN 13 : 9781576602386
Total Pages : 148 pages
Book Rating : 4.6/5 (23 download)

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Book Synopsis Mapping the Markets by : Deborah Owen

Download or read book Mapping the Markets written by Deborah Owen and published by John Wiley & Sons. This book was released on 2006-10-01 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global financial markets turn over billions of dollars daily. An array of different instruments is available to trade in these markets, ranging from simple stocks and shares to exotic creatures such as butterfly spreads. Participation at any level involves taking a view as to which way the market in question will move. There are essentially only two methods for analysing the future direction of the markets in equities, currencies, interest rates or commodities: one involves fundamental analysis, the other technical analysis. The two camps of investment analysts are separated by a wide gulf of distrust and suspicion. This book seeks to bridge the gap between the two disciplines and show how you can benefit from both, highlighting: • The tools you can use for mapping the markets—to understand what causes shifts in the trend and underlying forces that affect the economy and therefore the financial markets • The long-term cyclical drivers—how economic change is triggered by technological change, and the technological changes that will drive the markets in the future • Downward phases of the cycle—and the factors that cause them • The markets and sectors that will prosper in the future. As the world of investment gets ever more complicated and faster, Mapping the Markets will provide an invaluable route to improving your chances of investment success and avoiding investment distress, whether you are a long-term investor or a short-term trader.

High-frequency data analysis

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Publisher : GRIN Verlag
ISBN 13 : 3638285227
Total Pages : 27 pages
Book Rating : 4.6/5 (382 download)

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Book Synopsis High-frequency data analysis by : Nadine Hirte

Download or read book High-frequency data analysis written by Nadine Hirte and published by GRIN Verlag. This book was released on 2004-06-23 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seminar paper from the year 2003 in the subject Statistics, grade: 2.0 (B), European University Viadrina Frankfurt (Oder), language: English, abstract: Today the financial market becomes more complex and includes more competition. Reasons are trends like globalization, liberalization and lower-cost trading mechanism. The market microstructure research has the aim of an efficient market. It is focused on the structure of the financial market. The investigation becomes possible through the availability of high- frequency data. Those data exist especially in the United States and like that most of the research focuses this market. To explain the phenomena, which have been found adequate, models that fit the characteristics of high- frequency data have to be developed. The research is important to understand actions on the market as well as develop new efficient mechanism. One part of the market microstructure field is the bid-ask spread. It will be focus of this paper. In the first two parts it will be discussed theoretically. In the last part one model will be empirically analyzed and tested on its usefulness and validity. The second part of this paper explains the basic elements surrounding the research of bid-ask spread. Those are the financial market, market microstructure as well as high-frequency data. In the following part the bid-ask spread itself, approaches, researches and models focussing the spread will be discussed. The model of Roll (1984) will be explained in detail. The last part will be the empirical analysis of the model of Roll. It is analyzed with data from the NASDAQ.

The Man Who Solved the Market

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Publisher : Penguin
ISBN 13 : 0735217998
Total Pages : 401 pages
Book Rating : 4.7/5 (352 download)

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Book Synopsis The Man Who Solved the Market by : Gregory Zuckerman

Download or read book The Man Who Solved the Market written by Gregory Zuckerman and published by Penguin. This book was released on 2019-11-05 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: NEW YORK TIMES BESTSELLER Shortlisted for the Financial Times/McKinsey Business Book of the Year Award The unbelievable story of a secretive mathematician who pioneered the era of the algorithm--and made $23 billion doing it. Jim Simons is the greatest money maker in modern financial history. No other investor--Warren Buffett, Peter Lynch, Ray Dalio, Steve Cohen, or George Soros--can touch his record. Since 1988, Renaissance's signature Medallion fund has generated average annual returns of 66 percent. The firm has earned profits of more than $100 billion; Simons is worth twenty-three billion dollars. Drawing on unprecedented access to Simons and dozens of current and former employees, Zuckerman, a veteran Wall Street Journal investigative reporter, tells the gripping story of how a world-class mathematician and former code breaker mastered the market. Simons pioneered a data-driven, algorithmic approach that's sweeping the world. As Renaissance became a market force, its executives began influencing the world beyond finance. Simons became a major figure in scientific research, education, and liberal politics. Senior executive Robert Mercer is more responsible than anyone else for the Trump presidency, placing Steve Bannon in the campaign and funding Trump's victorious 2016 effort. Mercer also impacted the campaign behind Brexit. The Man Who Solved the Market is a portrait of a modern-day Midas who remade markets in his own image, but failed to anticipate how his success would impact his firm and his country. It's also a story of what Simons's revolution means for the rest of us.

MDDL and the Quest for a Market Data Standard

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Publisher : Elsevier
ISBN 13 : 9780080551777
Total Pages : 320 pages
Book Rating : 4.5/5 (517 download)

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Book Synopsis MDDL and the Quest for a Market Data Standard by : Martin Christopher Sexton

Download or read book MDDL and the Quest for a Market Data Standard written by Martin Christopher Sexton and published by Elsevier. This book was released on 2011-02-23 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to provide an objective vendor independent assessment of the Market Data Definition Language (MDDL), the eXtensible Mark-up Language (XML) standard for market data. Assuming little previous knowledge of the standard, or of systems networking, the book identifies the challenges and significance of the standard, examines the business and market drivers and presents decision makers with a clear, concise and jargon free read. Technical material is set off so that Systems Analysts are provided with an explanation to the standard’s business terms, context and deep hierarchical structure thus enabling them to create MDDL compliant interfaces. In this way, the book confers the knowledge to enable business and technology professionals to converse comfortably regarding financial systems integration. First book to present the business case for MDDL adoption and implementation Identifies the challenges and significance of the standard, examines the business and market drivers and presents decision makers with a clear, concise and jargon free read Technical material is set off from the text for systems analysts and provides comprehensive explanations of terms, context and deep hierarchical structure, thus enabling them to create MDDL compliant interfaces

Markets in Profile

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Publisher : John Wiley & Sons
ISBN 13 : 9781118044643
Total Pages : 224 pages
Book Rating : 4.0/5 (446 download)

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Book Synopsis Markets in Profile by : James F. Dalton

Download or read book Markets in Profile written by James F. Dalton and published by John Wiley & Sons. This book was released on 2011-01-11 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markets in Profile explores the confluence of three disparate philosophical frameworks: the Market Profile, behavioral finance, and neuroeconomics in order to present a unified theory of how markets work. The Market Profile is an ever-evolving, multidimensional graphic that gives visual form to the market's continuing auction process, revealing the myriad underlying dynamics that influence market activity. Behavioral finance posits that investors are driven more by emotional factors and the subjective interpretation of minutia than by "rationality" when making investment decisions. And neuroeconomics is the study of how investor psychology permeates and affects the financial markets. Mr. Dalton explicates the ways in which irrational human behavior influences the market's natural auction process, creating frequently predictable market structure, which results in opportunities for investors to ameliorate risk. The book will improve investors ability to interpret change in markets, enabling better, more confident investment decisions.

The Research Driven Investor

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Publisher : McGraw-Hill Companies
ISBN 13 :
Total Pages : 328 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis The Research Driven Investor by : Timothy Hayes

Download or read book The Research Driven Investor written by Timothy Hayes and published by McGraw-Hill Companies. This book was released on 2001 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: The editor of "Investment Strategy" shows how individual investors can access institutional-quality tools, data, and indicators and consistently beat the market. Hayes presents walk-through examples of a wide variety of investment models based on more than 100 years of stock market data and research from Ned Davis Research to achieve top results. 120 illustrations. 60 tables.

Intermarket Analysis

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Publisher : John Wiley & Sons
ISBN 13 : 1118045556
Total Pages : 290 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis Intermarket Analysis by : John J. Murphy

Download or read book Intermarket Analysis written by John J. Murphy and published by John Wiley & Sons. This book was released on 2011-01-31 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for INTERMARKET ANALYSIS "John Murphy has done it again. He dissects the global relationships between equities, bonds, currencies, and commodities like no one else can, and lays out an irrefutable case for intermarket analysis in plain English. This book is a must-read for all serious traders." -Louis B. Mendelsohn, creator of VantagePoint Intermarket Analysis software "John Murphy's Intermarket Analysis should be on the desk of every trader and investor if they want to be positioned in the right markets at the right time." -Thom Hartle, President, Market Analytics, Inc. (www.thomhartle.com) "This book is full of valuable information. As a daily practitioner of intermarket analysis, I thought I knew most aspects of this invaluable subject, but this book gave me several new ideas. I thoroughly recommend it for beginners and professionals." -Martin Pring, President of Pring.com and editor of the Intermarket Review Newsletter "Mr. Murphy's Intermarket Analysis is truly the most efficient and unambiguous way to define economic and fundamental relationships as they unfold in the market. It cuts through all of the conflicting economic news/views expressed each day to provide a clear picture of the 'here and now' in the global marketplace." -Dennis Hynes, Managing Director, R. W. Pressprich "Master Murphy is back with the quintessential look at intermarket analysis. The complex relationships among financial instruments have never been more important, and this book brings it all into focus. This is an essential read for all investors." -Andrew Bekoff, Technical Strategist, VDM NYSE Specialists "John Murphy is a legend in technical analysis, and a master at explaining precisely how the major markets impact each other. This updated version provides even more lessons from the past, plus fresh insights on current market trends." -Price Headley, BigTrends.com, author of Big Trends in Trading