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Ehlers J.F. — Mesa and Trading Market Cycles: Forecasting and Trading Strategies from the Creator of MESA
Ehlers J.F. — Mesa and Trading Market Cycles: Forecasting and Trading Strategies from the Creator of MESA

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Название: Mesa and Trading Market Cycles: Forecasting and Trading Strategies from the Creator of MESA

Автор: Ehlers J.F.

Аннотация:

The Wiley Trader's Advantage is a new series of concise, highly focused books designed to keep savvy futures, options, stocks, bonds, and commodities traders abreast of the latest, successful strategies and techniques used by the keenest minds in the business. Each title delivers timely cutting-edge guidance on a key aspect of trading, including trading systems, portfolio management methods, computerized forecasting, and systems optimization. In MESA and Trading Market Cycles, John Ehlers provides traders and professional speculators with the first full-length, definitive treatment on using MESA (Maximum Entropy Spectral Analysis) — the author's well-known and highly respected computerized trading system — and cyclical analysis to create and execute highly profitable forecasting and trading strategies. This practical book first validates the existence of market cycles by using analogies to physical phenomena and direct measurement. It then profiles the basic characteristics of cycles, and fully describes traditional moving averages, momentum functions, and indicators from the cyclic perspective. From here, the author focuses on MESA, explaining how it works, how it compares to Fast Fourier Transform, and how traders can use its high-resolution spectral estimates to consistently pinpoint and exploit market cycles and trends. For maximum advantage, MESA and Trading Market Cycles walks readers through realistic trading examples that demonstrate the precision and utility of MESA under widely varying market conditions. Throughout, it supplies professional-level guidance on tuning momentum and moving average functions to measured cycles; relating cycle primitives to traditional charting patterns and imbuing them with new meaning; deciding when to use cycles for trading and when to avoid them; and differentiating between tradeable cyclic content, trending activities and seasonal factors. The first book to combine cycles, technical analysis, and MESA, this vital guide sh


Язык: en

Рубрика: Экономика и финансы/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1992

Количество страниц: 140

Добавлена в каталог: 16.11.2006

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Acceleration      8 73
Amplitude      5 16 17 19 23 28 38 40 41 45 50 105
Analysis      28 31
Appel, Gerald      62
Arima      87 88
Attenuation      42
Autocorrelation      3
Autoregressive      87
Autoregressive spectrum      82
Averaging      50
Backward wave      26 27
Bar chart      114 116 124
Bel      20
Biorhythms      25 107
Brownian motion      6
Burg, John      3
Chart patterns      1 36
Comparitor      85
components      24 30 31
Conservation of energy      10 12
Continuous Time Random Walk      10
Convergence      63
Convolution      82
Cooley, Jim      3
Correlation      3
Cosine wave      2 16 18 19 38 80
CTRW      10
CYCLE      1 4 5 15 16 18 19 24 28 30 34 36 37 39 53 71 73 77 78 81 89 90 91 95 103 104 105 116 117 117 122 123
Cycle analysis      15 21
Cycle failure      101
Cycle finder      77 78
Cycle length      38 75 89 117 122
Cycle mode      91 105 115 120 121 124 125 126 127
Cycle period      78
Cycle primitive      36 95
Cycle, behavioral      5
Cycle, business      4
Cycle, medium      32 33 34
Cycle, short      6 31 32
Cyclic      2 13 47 53 61 89 95 110 120
Cyclic analysis      114 115
Cyclic component      31 100
Cyclic content      115
Daily chart      22
DB      20
Deci-      20
Decibel      20
Deconvolution      82
Deconvolution filtering      82
Detrended synthetic price      66 68
Diffusion equation      8 9 10 14 37
Divergence      63
Dominant cycle      58 62 66 73 74 75 76 108 110 117 120 124 126
Double moving average      115
Double top      1 32
Drunkard's walk      6 8 10 11 81
Ehlers Leading Indicator      67
Ehrlich, Stan      78
ELI      67 68 70 72 76
Elliott wave      1 5 15 25
EMA      42 44 45 49 63 64 66 67 68
Energy      12 27 80
EPOCH PRO      76
Estimator      37
Exponential moving average      42 49
Fast Fourier Transform      3 77 78 79
FFT      3 77 78 79 81 83
Filter      85 87 90 90 94
Filtering      80
Flag      33
Forward wave      26 27
Fourier aeries      3 24 25 82
Fourier transform      2 3 16 40 44 78 79 80 81 82 94
Fourier, Jean Baptiste Joseph      2
frequency      3 16 17 13 23 24 26 31 44 93 95
Frequency response      46
Full cycle      39 121
Full-cycle moving average      40
Fundamental      4
Gauss, Karl Friedrich      9 37
Half cycle moving average      40
Half dominant cycle      126
Half wavelength      62
Half-cycle      38 39 51 55
Harmonic motion      2 15
Head and shoulders      30 31
High resolution      3 83 109 121 122
High-resolution cycle      115
Hurst, J.M.      1 36
Hutson, Jack      46
Impulse response      42
Impute      43 44 49
In phase      55 66
Instantaneous trendline      104 115
Jerk      49
kinetic energy      12
Kondratieff, economic cycle      5
Lane, Dr. George      59
Leading indicator      64
Logarithm      44
Logarithmic scale      19
Low pass filter      40
MACD      53 62 63 64 67 70
Maximum entropy      3 82 83
Maximum Entropy Spectral Analsysis      4 77 81
Meander      10 11 12
MESA      1 4 77 81 83 85 87—91 97 100—101 104 108—110 113—116 118 120—123 125—126
Minimum length data      82
Model      103 104
Momentum      12 17 47—51 53
Moving Average      17 38 39 47 51 53 87 105
Moving Average Convergence-Divergence      63
Newton, Sir Isaac      2
Noise      5 48 72
Noisy      49
Nyquist sampling criterion      80
Optimum predictive filter      64
Oscillate      26
Parabolic SAR      119
Pennant      33 34 36
Period      4 16 39 73 79
Phase      16—19 32 41 47
Phase angle      18 19
Phase lag      46 64
Phase response      42
Phasor      16—19 38
Poisson probability distribution      64
Pole      86 88
Power      19
Power ratio      20
Power spectral density      3
Prediction      90 91 110 111 114 115 118 119 121 122 126
Predictors      9
primitive      14 15 16 17 21 23 24 25 26 31
Primitive component      32 34
proportionality      21 22 34 107
Pythagoras      2
Q factor      96
Quarter cycle      60
Ramp      48
Random      103 104
Random variable      13
Random walk      6 13
Randomness      6
Relative strength index      53
Resolution      81
Resonance      21 26 34
river      11
RMS      85
RSI      53 54 55 56 57 59 60 62
SAR      115
Sawtooth      24
Seasonal      5 103 104
Second harmonic      96 97
Secondary cycle      104
Short-term cycle      108
Simple moving average      37 38 40 41 50
Sine wave      2 13 15 16 17 18 19 23 38 41 49 50 51 55 62 75 80
Slater, Tim      59
SMA      37 44 45 50 51 64 67
SMA, half-cycle      51 64 65 68
SMA, quarier-cycle      51 64 65 66 68
Smoke plume      8 9
Spectral analysis      3
Spectral estimate      3
Spectrum      80 82 93 94 95 97 100 106 107 108 109 118 121 122
Spurious response      88
Standing wave      26 27 28 34
Stationary random process      3
Step function      48
Stochastic      53 58 59 60 60 61 62
Stochastic variable      58
STOP      72 74 76 119
Stop-loss      71—73
Superposition      21 23 31 32 34
Synthesis      28
Synthetic price      67
Technical market analysis      3
Telegrapher's equation      10 14
Third harmonic      96 97
Time domnin      3
Trading channel      28 30
Trend      2 5 28 31 34 61 97 100 101 103 104 105 109 115 118 120
Trend mode      115 119 124
Trend-follower      2
Trend-following      39 106 119
Trendline      31 34 38 39 40 104 105 123
Tukey, John      3
Vector addition      65
Velocity      7
Volatility      72
Wave equation      2
Waveform      23 24
Wavelength      2 93 95
Waves      16 27 27
Weekly chart      22
White noise      82 85
Wiener, Norton      3
Wilder, J.Welles      51
Williams %R      59
Window      38 40 45 46
Zero      86 88
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