SKOLKOVO School of Management

Gunn, Murray.

Trading regime analysis : the probability of volatility / Murray Gunn. - Chichester, West Sussex, England ; Hoboken, NJ : Wiley, c2009. - xiv, 426 p. : ill. ; 24 cm. - Wiley trading . - Wiley trading. .

Includes bibliographical references (p. [417]) and index.

There is no Holy Grail -- The "nature" of markets -- Volatility defined -- Orthodox pattern recognition -- Japanese candlesticks -- Volume considerations -- Previous highs and lows -- Elliott wave principle -- Moving average envelopes -- Bollinger band width -- The ADX -- Point and figure charts -- Rate of change & divergence -- Williams %R -- Donchian channels -- A nod to the quants -- Implied volatility curves -- The volatility smile -- My mate -- Trend following performance indicator -- Trading regime indicator -- An eclectic approach -- Applications for traders and investors -- Trading regime for economists -- Case studies -- There is still no Holy Grail.

9780470987858 0470987855

2008052049


Stocks.
Capital market.
Investments.

HG4661 / .G86 2009

332.63/2042