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• Trading Systems And Fractals by Radha Panini

  ARTICLE SYNOPSIS ...Stocks & Commodities V. 25:3 (36-42): Trading Systems And Fractals by Radha Panini In the second part of this series, we look at the application of fractals to a few well-known trading systems. There have been many applications of fractal methods to trading, the most popular of which has been an indicator based on the fractal dimension of a time series. The fractal dimension index (FDI) can be used as a filter to identify trending compared with trading range markets. Other indicators, like fractal?based adaptive moving averages, have also been proposed. The idea behind such moving averages i...

AUTHOR: Radha PaniniDATE: MAR 2007SUBJECT: Quantitative Analysis

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• From Nile to NYSE by Radha Panini

  ARTICLE SYNOPSIS ...Stocks & Commodities V. 25:2 (44-48): From Nile to NYSE by Radha Panini Here's an analysis of the profitability of an indicator based on the Hurst exponent. In researching and developing trading systems, we came across an indicator based on fractal concepts. Not only is it simple and functional, the underlying theory is elegant and introduces a new way of looking at finance. To understand it better we looked into the origins of fractal concepts in finance. Here, we begin with the historical development of the field and follow it with the underlying theory and numerical methods. Then we test...

AUTHOR: Radha PaniniDATE: FEB 2007SUBJECT: Quantitative Analysis