Nel presente lavoro si è analizzata la teoria frattale proposta dal matematico francese Mandelbrot negli anni Sessanta con delle applicazioni multiple ai mercati finanziari, in particolar modo al mercato azionario italiano, con la selezione di quattro azioni del paniere FTSE-MIB scelte come campioni...
This paper presents the basic framework of a comprehensive computational theory of stock market behavior, which we call Swingtum, taking multivariate stock index time series data as input, and producing probabilistic predictions of stock index movement at multiple time frames.
This set will display Elliott waves count, price projections and time projections. The wave count is calculated from individual wave definitions, their relationship in size or time and a specific hierarchy. The wave count is intended as a basis for analysis and does not pretend to be an end in itself or exhaustive. Interpretation is always necessary when dealing with Elliott waves, but the basic rules are strictly enforced within the set. For MetaStock® 9.0 and MetaStock® Pro 9.0 and higher