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The Interaction Between The Aggregate Behaviour Of Technical Trading Systems And Stock Price Dynamics
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Book Synopsis The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics by : Stephan Schulmeister
Download or read book The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics written by Stephan Schulmeister and published by . This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study analyzes the interaction between the aggregate trading behavior of technical models and stock price fluctuations in the S&P 500 futures market. It examines 2580 widely used trading systems based on 30-minutes-prices. The sample comprises trend-following as well as contrarian models. I show that technical trading exerts an excess demand pressure on the stock market. This is because technical models produce clusters of trading signals that are on the same side of the market, either buying or selling. Initial stock price changes triggered by news are strengthened by a sequence of trading signals produced by trend-following models. Once 90% of the models have signaled a particular position, stock prices tend to move in the direction congruent with the position-holding of the models. This phenomenon has to be attributed to the transactions of non-technical traders, perhaps amateurs. Once price movements lose their momentum, contrarian technical models contribute to reversals of the trend.
Book Synopsis Stock Exchange Automation by : Jamal Munshi
Download or read book Stock Exchange Automation written by Jamal Munshi and published by Routledge. This book was released on 2017-11-30 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1994, Stock Exchange Automation addresses the pivotal role played by capital markets in the market economics. Capital markets are an essential component of the free market system. The book argues that the capital markets function as an allocator of investable funds among competing uses. The movement toward automated markets requires that we understand how automation changes market behaviour. The book also examines the concept of market microstructure theory, and the implication that some forms of automation should affect prices. Theories of price formation in the specialist based trading system hypothesise that the trading mechanism induces short term price volatility.
Book Synopsis Technical Trading Systems and Stock Price Dynamics by : Stephan Schulmeister
Download or read book Technical Trading Systems and Stock Price Dynamics written by Stephan Schulmeister and published by . This book was released on 2002 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Psychology of Technical Analysis by : Tony Plummer
Download or read book The Psychology of Technical Analysis written by Tony Plummer and published by . This book was released on 1993 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Use of Technical and Fundamental Analysis in the Stock Market in Emerging and Developed Economies by : Naveen B. Kumar
Download or read book The Use of Technical and Fundamental Analysis in the Stock Market in Emerging and Developed Economies written by Naveen B. Kumar and published by Emerald Group Publishing. This book was released on 2015-09-03 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a scientific and systematic approach to trading in developing stock markets. As professional traders do not trade purely on the basis of economic fundamentals, but also take into account market movements from other factors, knowledge of technical analysis is important to anyone who would participate successfully in the stock market.
Book Synopsis Dynamic Behavior of Real and Stock Markets with a Varying Degree of Interaction by : Ahmad Kabir Naimzada
Download or read book Dynamic Behavior of Real and Stock Markets with a Varying Degree of Interaction written by Ahmad Kabir Naimzada and published by . This book was released on 2013 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: We develop a macroeconomic behavioral model in order to analyze the interactions between real and financial markets. The real subsystem is represented by a simple Keynesian income-expenditure model, while the financial subsystem is represented by an equilibrium stock market with heterogeneous speculators, i.e., chartists and fundamentalists. The interactions between the two markets are modeled in the following way: the aggregate demand depends, among other variables, also on the stock market price, while the fundamental value used by speculators in their decisional process depends on real economic conditions. In our model we introduce a parameter that represents the degree of interaction. With the aid of analytical and numerical tools we show that an increasing degree of interaction between markets tends to locally stabilize the system. This stabilization occurs via a sequence of period-halving bifurcations. Globally, we find that the stabilization process implies multistability, i.e., the coexistence of different kinds of attractors.
Book Synopsis Technical Analysis of Stock Trends, Tenth Edition by : Robert D. Edwards
Download or read book Technical Analysis of Stock Trends, Tenth Edition written by Robert D. Edwards and published by CRC Press. This book was released on 2012-11-28 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sixty-three years. Sixty-three years and Technical Analysis of Stock Trends still towers over the discipline of technical analysis like a mighty redwood. Originally published in 1948 and now in its Tenth Edition, this book remains the original and most important work on this topic. The book contains more than dry chart patterns, it passes down accumulated experience and wisdom from Dow to Schabacker, to Edwards, and to Magee, and has been modernized by W.H.C. Bassetti. Bassetti, a client, friend, and student of John Magee, one of the original authors, has converted the material on the craft of manual charting with TEKNIPLAT chart paper to modern computer software methods. In actuality, none of Magee’s concepts have proven invalid and some of his work predated modern concepts such as beta and volatility. In addition, Magee described a trend-following procedure that is so simple and so elegant that Bassetti has adapted it to enable the general investor to use it to replace the cranky Dow Theory. This procedure, called the Basing Points procedure, is extensively described in the new Tenth Edition along with new material on powerful moving average systems and Leverage Space Portfolio Model generously contributed by the formidable analyst, Ralph Vince., author of Handbook of Portfolio Mathematics. See what’s new in the Tenth Edition: Chapters on replacing Dow Theory Update of Dow Theory Record Deletion of extraneous material on manual charting New chapters on Stops and Basing Points New material on moving average systems New material on Ralph Vince’s Leverage Space Portfolio Model So much has changed since the first edition, yet so much has remained the same. Everyone wants to know how to play the game. The foundational work of the discipline of technical analysis, this book gives you more than a technical formula for trading and investing, it gives you the knowledge and wisdom to craft long-term success.
Book Synopsis Stock Market Trading Systems by : Gerald Appel
Download or read book Stock Market Trading Systems written by Gerald Appel and published by Irwin Professional Publishing. This book was released on 1980 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Technical Analysis of Stock Trends by Robert D. Edwards and John Magee by : Robert D. Edwards
Download or read book Technical Analysis of Stock Trends by Robert D. Edwards and John Magee written by Robert D. Edwards and published by . This book was released on 2008-07 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Technical Analysis of Stock Trends by Robert D. Edwards and John Magee, is considered to be the Bible of market analysis. The first book to introduce a methodology for determining the predictable behavior of investments and markets, Technical Analysis of Stock Trends revolutionized technical investment approaches and showed traders and investors how to make money regardless of what the market is doing. A true classic of market analysis, this book is an indispensable reference for investors and traders, both seasoned veterans and the new generation alike.
Book Synopsis Industrial Dynamics Applied to Simulation of Aggregate Stock Market Behaviour by : Ernest Chornomydz
Download or read book Industrial Dynamics Applied to Simulation of Aggregate Stock Market Behaviour written by Ernest Chornomydz and published by . This book was released on 1969 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essentials of Econophysics Modelling by : Frantisek Slanina
Download or read book Essentials of Econophysics Modelling written by Frantisek Slanina and published by Oxford University Press, USA. This book was released on 2014 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a course in methods and models rooted in physics and used in modelling economic and social phenomena. It covers the discipline of econophysics, which creates an interface between physics and economics. Besides the main theme, it touches on the theory of complex networks and simulations of social phenomena in general. After a brief historical introduction, the book starts with a list of basic empirical data and proceeds to thorough investigation of mathematical and computer models. Many of the models are based on hypotheses of the behaviour of simplified agents. These comprise strategic thinking, imitation, herding, and the gem of econophysics, the so-called minority game. At the same time, many other models view the economic processes as interactions of inanimate particles. Here, the methods of physics are especially useful. Examples of systems modelled in such a way include books of stock-market orders, and redistribution of wealth among individuals. Network effects are investigated in the interaction of economic agents. The book also describes how to model phenomena like cooperation and emergence of consensus. The book will be of benefit to graduate students and researchers in both Physics and Economics.
Book Synopsis Behavioral Finance by : Lucy F. Ackert
Download or read book Behavioral Finance written by Lucy F. Ackert and published by South Western Educational Publishing. This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book begins by building upon the established, conventional principles of finance that you've have already learned in your principles course. The authors then move into psychological principles of behavioral finance, including heuristics and biases, overconfidence, emotion and social forces. You immediately see how human behavior influences the decisions of individual investors and professional finance practitioners, managers, and markets. You also gain a strong understanding of how social forces impact individuals' choices. The book clearly explains what behavioral finance indicates about observed market outcomes as well as how psychological biases potentially impact the behavior of managers. The book's solid academic approach provides opportunities for you to utilize theory and complete applications in every chapter as you learn the implications of behavioral finance on retirement, pensions, education, debiasing, and client management. The book spends a significant amount of time examining how today's practitioners can use behavioral finance to further their professional success.
Book Synopsis Regime Switching and Technical Trading with Dynamic Bayesian Networks in High-frequency Stock Markets by : Aditya Tayal
Download or read book Regime Switching and Technical Trading with Dynamic Bayesian Networks in High-frequency Stock Markets written by Aditya Tayal and published by . This book was released on 2009 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: Technical analysis has been thwarted in academic circles, due to the Efficient Market Hypothesis, which had significant empirical support early on. However recently, there is accumulating evidence that the markets are not as efficient and a new theory of price discovery, Heterogenous Market Hypothesis, is being proposed. As such, there is renewed interest and possibility in technical analysis, which identifies trends in price and volume based on aggregate repeatable human behavioural patterns. In this thesis we propose a new approach for modeling and working with technical analysis in high-frequency markets: dynamic Bayesian networks (DBNs). DBNs are a statistical modeling and learning framework that have had successful applications in other domains such as speech recognition, bio-sequencing, visual interpretation. It provides a coherent probabilistic framework (in a Bayesian sense), that can be used for both learning technical rules and inferring the hidden state of the system. We design a DBN to learn price and volume patterns in TSE60 stock market and find that our model is able to successfully identify runs and reversal out-of-sample in a statistically significant way.
Book Synopsis Comparison of Twelve Technical Trading Systems by : Louis Lukac
Download or read book Comparison of Twelve Technical Trading Systems written by Louis Lukac and published by Wasendorf & Associates Incorporated. This book was released on 1990-06-01 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Technical Analysis of Stock Trends by : Robert D. Edwards
Download or read book Technical Analysis of Stock Trends written by Robert D. Edwards and published by WWW.Therichestmaninbabylon.Org. This book was released on 2008 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Considered to be the bible of market analysis, this book introduces a methodology for determining the predictable behavior of investments and markets.
Book Synopsis Technical Trading Systems for Commodities and Stocks by : Charles Patel
Download or read book Technical Trading Systems for Commodities and Stocks written by Charles Patel and published by . This book was released on 1980 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Speculative Dynamical Systems by : Li-Xin Wang
Download or read book Speculative Dynamical Systems written by Li-Xin Wang and published by . This book was released on 2014 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we use fuz ...
