The Swingtum theory outlined in this paper provides a comprehensive dynamic model of stock market integrating fractal dynamic swings and physical cycles as well as the quantum price-time space. The model is computable in terms of statistical parameter estimation and nonparametric multidimensional embedding and nearest neighbor pattern recognition.

The theory is a step toward unifying professional technical analysis and academic quantitative analysis into a science of intelligent finance. The more general Swingtum theory should extend the fractal and cyclical models of a univariate benchmark index to the multivariate time series models of intramarket and intermarket dynamic analysis.

This is an ongoing effort, further theoretical development, system implementation and real-data experiment will be reported in the future.

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Prof. Heping Pan

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