Forecasting Financial Markets

Author : Tony Plummer
Publisher : Kogan Page Publishers
Page : 424 pages
File Size : 55,6 Mb
Release : 2009-12-03
Category : Business & Economics
ISBN : 9780749458720

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Forecasting Financial Markets by Tony Plummer Pdf

Forecasting Financial Markets provides a compelling insight into the psychology of trading behaviour and shows how "following the herd" can have disastrous results. It demonstrates how your ability to make money in the world's financial markets depends critically on your ability to make decisions independently of the crowd. Given the impact of the global credit crunch, it has become even more essential to be able to distinguish between short-term and longer-term trends at a time when panic selling and 'fire-sale' purchases are common. Forecasting Financial Markets details the three dimensions essential to achieve successful trading, including an ability to understand the forces at work in logical terms, recognize (and neutralize) any emotional responses to market fluctuations, and design an investment process or trading system that generates objective 'buy' or 'sell' signals. Taking the author's latest research into account, this important book provides you with an in-depth assessment of the phenomenon of cycles, patterns of economic and financial activity, and how to use cycles as a forecasting tool - including the author's forecasts for when the global economy will emerge from its current downturn.

Author : Tony Plummer
Publisher : Unknown
Page : 280 pages
File Size : 42,7 Mb
Release : 1990
Category : Business & Economics
ISBN : IND:30000009096912

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Forecasting Financial Markets by Tony Plummer Pdf

Takes the mystery out of financial markets by providing a straightforward analytical framework for trading. Offers a unifying rationale for technical analysis of markets, making it more of a ``science'' than ever before. Begins with a discussion of how emotional elements permeate economic and financial behaviors and how forecasters can remain independent from such behavior. The more reliable theories of natural systems and price pulse--continuously recurring price patterns--are introduced and examined in detail. The author shows analysts how to use these techniques to forecast price movement profile, extent, and timing of reversals, putting investors on the road to trading with minimum risk and maximum success.

Author : Tony Plummer
Publisher : Kogan Page
Page : 0 pages
File Size : 53,6 Mb
Release : 2008
Category : BUSINESS & ECONOMICS
ISBN : 0749452269

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Forecasting Financial Markets by Tony Plummer Pdf

Plummer provides an in-depth assessment of the phenomenon of cycles and patterns of economic and financial activity in order to make money in the world's financial markets.

Author : Ser-Huang Poon
Publisher : John Wiley & Sons
Page : 236 pages
File Size : 50,7 Mb
Release : 2005-08-19
Category : Business & Economics
ISBN : 9780470856154

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A Practical Guide to Forecasting Financial Market Volatility by Ser-Huang Poon Pdf

Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models. A Practical Guide to Forecasting Financial Market Volatility provides practical guidance on this vital topic through an in-depth examination of a range of popular forecasting models. Details are provided on proven techniques for building volatility models, with guide-lines for actually using them in forecasting applications.

Author : Stephen Satchell,John Knight
Publisher : Elsevier
Page : 432 pages
File Size : 54,5 Mb
Release : 2011-02-24
Category : Business & Economics
ISBN : 9780080471426

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Forecasting Volatility in the Financial Markets by Stephen Satchell,John Knight Pdf

This new edition of Forecasting Volatility in the Financial Markets assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition: * What good is a volatility model? Engle and Patton * Applications for portfolio variety Dan diBartolomeo * A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish * Volatility modeling and forecasting in finance Xiao and Aydemir * An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey * Leading thinkers present newest research on volatility forecasting *International authors cover a broad array of subjects related to volatility forecasting *Assumes basic knowledge of volatility, financial mathematics, and modelling

Author : Jon Danielsson
Publisher : John Wiley & Sons
Page : 296 pages
File Size : 52,7 Mb
Release : 2011-04-20
Category : Business & Economics
ISBN : 9781119977117

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Financial Risk Forecasting by Jon Danielsson Pdf

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use – that risk is exogenous – and what happens when those assumptions are violated. Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book. The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB, providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing. The book is accompanied by a website - www.financialriskforecasting.com – which features downloadable code as used in the book.

Author : Stephen Satchell
Publisher : Elsevier
Page : 299 pages
File Size : 43,5 Mb
Release : 2011-04-08
Category : Business & Economics
ISBN : 9780080550671

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Forecasting Expected Returns in the Financial Markets by Stephen Satchell Pdf

Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques. *Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 47,5 Mb
Release : 1997
Category : Electronic
ISBN : OCLC:249239012

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Forecasting financial markets ... by Anonim Pdf

Author : Fabio Oreste
Publisher : John Wiley & Sons
Page : 240 pages
File Size : 47,7 Mb
Release : 2011-06-24
Category : Business & Economics
ISBN : 1118093526

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Quantum Trading by Fabio Oreste Pdf

A cutting-edge guide to quantum trading Original and thought-provoking, Quantum Trading presents a compelling new way to look at technical analysis and will help you use the proven principles of modern physics to forecast financial markets. In it, author Fabio Oreste shows how both the theory of relativity and quantum physics is required to makes sense of price behavior and forecast intermediate and long-term tops and bottoms. He relates his work to that of legendary trader W.D. Gann and reveals how Gann's somewhat esoteric theories are consistent with his applications of Einstein's theory of relativity and quantum theory to price behavior. Applies concepts from modern science to financial market forecasting Shows how to generate support/resistance areas and identify potential market turning points Addresses how non-linear approaches to trading can be used to both understand and forecast market prices While no trading approach is perfect, the techniques found within these pages have enabled the author to achieve a very attractive annual return since 2002. See what his insights can do for you.

Author : IEEE Staff
Publisher : Unknown
Page : 128 pages
File Size : 42,6 Mb
Release : 2019-09-05
Category : Electronic
ISBN : 1728149150

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2019 IEEE 15th International Conference on Intelligent Computer Communication and Processing (ICCP) by IEEE Staff Pdf

The main scope of the conference is to provide an international forum and discussions on advances in the field of Intelligent Computer Communication and Processing The main topics will be Intelligent Systems, Computer Vision, Autonomous Systems and Advanced Driving Assistance, Distributed Computing and Networking

Author : William S. Mallios
Publisher : John Wiley & Sons
Page : 264 pages
File Size : 51,7 Mb
Release : 2011-03-29
Category : Mathematics
ISBN : 1118099532

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Forecasting in Financial and Sports Gambling Markets by William S. Mallios Pdf

A guide to modeling analyses for financial and sports gamblingmarkets, with a focus on major current events Addressing the highly competitive and risky environments ofcurrent-day financial and sports gambling markets, Forecasting inFinancial and Sports Gambling Markets details the dynamic processof constructing effective forecasting rules based on both graphicalpatterns and adaptive drift modeling (ADM) of cointegrated timeseries. The book uniquely identifies periods of inefficiency thatthese markets oscillate through and develops profitable forecastingmodels that capitalize on irrational behavior exhibited duringthese periods. Providing valuable insights based on the author's firsthandexperience, this book utilizes simple, yet unique, candlestickcharts to identify optimal time periods in financial markets andoptimal games in sports gambling markets for which forecastingmodels are likely to provide profitable trading and wageringoutcomes. Featuring detailed examples that utilize actual data, thebook addresses various topics that promote financial andmathematical literacy, including: Higher order ARMA processes in financial markets The effects of gambling shocks in sports gambling markets Cointegrated time series with model drift Modeling volatility Throughout the book, interesting real-world applications arepresented, and numerous graphical procedures illustrate favorabletrading and betting opportunities, which are accompanied bymathematical developments in adaptive model forecasting and riskassessment. A related web site features updated reviews in sportsand financial forecasting and various links on the topic. Forecasting in Financial and Sports Gambling Markets is anexcellent book for courses on financial economics and time seriesanalysis at the upper-undergraduate and graduate levels. The bookis also a valuable reference for researchers and practitionersworking in the areas of retail markets, quant funds, hedge funds,and time series. Also, anyone with a general interest in learningabout how to profit from the financial and sports gambling marketswill find this book to be a valuable resource.

Author : Xiaolian Zheng,Ben M. Chen
Publisher : Springer
Page : 161 pages
File Size : 41,6 Mb
Release : 2013-04-05
Category : Technology & Engineering
ISBN : 9781447151555

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Stock Market Modeling and Forecasting by Xiaolian Zheng,Ben M. Chen Pdf

Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a financial market exhibits fast and slow dynamics corresponding to external (such as company value and profitability) and internal forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent. The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in identifying significant influences and the quality of its predictive ability; promising results are also obtained by applying the model framework to the forecasting of major market-turning periods. Having shown that system-theoretic ideas can form the core of a novel and effective basis for stock market analysis, the book is completed by an indication of possible and likely future expansions of the research in this area.

Author : Tony Plummer
Publisher : Unknown
Page : 128 pages
File Size : 44,8 Mb
Release : 2007-01-01
Category : Electronic
ISBN : 0749450908

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Forecasting Financial Markets,5/e by Tony Plummer Pdf

Author : John L. Knight,Stephen Satchell
Publisher : Butterworth-Heinemann
Page : 428 pages
File Size : 46,8 Mb
Release : 2002
Category : Business & Economics
ISBN : 0750655151

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Forecasting Volatility in the Financial Markets by John L. Knight,Stephen Satchell Pdf

This text assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting edge modeling and forecasting techniques. It then uses a technical survey to explain the different ways to measure risk and define the different models of volatility and return.

Author : Louise McWhirter
Publisher : American Federation of Astr
Page : 210 pages
File Size : 50,7 Mb
Release : 2008-11
Category : Astrology
ISBN : 9780866905855

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McWhirter Theory of Stock Market Forecasting by Louise McWhirter Pdf

Included in this volume are Louise McWhirter's theories and numerous, fully-explained and detailed examples for: Forecasting business cycles and stock market trends, forecasting trends of individual stocks, and forecasting monthly and daily trends on the New York stock exchange.