Edgar E.Peters – Fractal Market Analysis
A leading pioneer in the field offers practical applications of this innovative science. Peters describes complex concepts in an easy-to-follow manner for the non-mathematician. He uses fractals, rescaled range analysis and nonlinear dynamical models to explain behavior and understand price movements. These are specific tools employed by chaos scientists to map and measure physical and now, economic phenomena.
FRACTAL TIME SERIES.
Failure of the Gaussian Hypothesis.
A Fractal Market Hypothesis.
FRACTAL (R/S) ANALYSIS.
Measuring Memory–The Hurst Process and R/S Analysis.
Testing R/S Analysis.
Finding Cycles: Periodic and Nonperiodic.
APPLYING FRACTAL ANALYSIS.
Case Study Methodology.
Dow Jones Industrials, 1888-1990: An Ideal Data Set.
S&P 500 Tick Data, 1989-1992: Problems with Oversampling.
Volatility: A Study in Antipersistence.
Problems with Undersampling: Gold and U.K.
Currencies: A True Hurst Process.
Fractional Noise and R/S Analysis.
Applying Fractal Statistics.
Noisy Chaos and R/S Analysis.
Fractal Statistics, Noisy Chaos, and the FMH.
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