TY - BOOK
T1 - Technical analysis and financial asset forecasting
T2 - From simple tools to advanced techniques
AU - Chan, Raymond Hon Fu
AU - Lee, Spike Tsz Ho
AU - WONG, Wing Keung
N1 - Publisher Copyright:
© 2014 by World Scientific Publishing Co. Pte. Ltd. All rights reserved.
PY - 2014/1/1
Y1 - 2014/1/1
N2 - Technical analysis is defined as the tracking and prediction of asset price movements using charts and graphs in combination with various mathematical and statistical methods. More precisely, it is the quantitative criteria used in predicting the relative strength of buying and selling forces within a market to determine what to buy, what to sell, and when to execute trades. This book introduces simple technical analysis tools like moving averages and Bollinger bands, and also advanced techniques such as wavelets and empirical mode decomposition. It first discusses some traditional tools in technical analysis, such as trend, trend Line, trend channel, Gann's Theory, moving averages, and Bollinger bands. It then introduces a recent indicator developed for stock market and two recent techniques used in the technical analysis field: wavelets and the empirical mode decomposition in financial time series. The book also discusses the theory to test the performance of the indicators and introduces the MATLAB Financial Toolbox, some of the functions/codes of which are used in our numerical experiments.
AB - Technical analysis is defined as the tracking and prediction of asset price movements using charts and graphs in combination with various mathematical and statistical methods. More precisely, it is the quantitative criteria used in predicting the relative strength of buying and selling forces within a market to determine what to buy, what to sell, and when to execute trades. This book introduces simple technical analysis tools like moving averages and Bollinger bands, and also advanced techniques such as wavelets and empirical mode decomposition. It first discusses some traditional tools in technical analysis, such as trend, trend Line, trend channel, Gann's Theory, moving averages, and Bollinger bands. It then introduces a recent indicator developed for stock market and two recent techniques used in the technical analysis field: wavelets and the empirical mode decomposition in financial time series. The book also discusses the theory to test the performance of the indicators and introduces the MATLAB Financial Toolbox, some of the functions/codes of which are used in our numerical experiments.
UR - http://www.scopus.com/inward/record.url?scp=84967360412&partnerID=8YFLogxK
U2 - 10.1142/8625
DO - 10.1142/8625
M3 - Book or report
AN - SCOPUS:84967360412
SN - 9789814436243
BT - Technical analysis and financial asset forecasting
PB - World Scientific Publishing
ER -