Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading

ISBN-13: 9780471463078 / Angielski / Twarda / 2004 / 256 str.

John F. Ehlers;Ehlers

Opis

Cutting-edge insight from the leader in trading technology
In Cybernetic Analysis for Stocks and Futures, noted technical analyst John Ehlers continues to enlighten readers on the art of predicting the market based on tested systems. With application of his engineering expertise, Ehlers explains the latest, most advanced techniques that help traders predict stock and futures markets with surgical precision. Unique new indicators and automatic trading systems are described in text as well as Easy Language and EFS code. The approaches are universal and robust enough to be applied to a full range of market conditions.
John F. Ehlers (Santa Barbara, CA) is President of MESA Software (www.mesasoftware.com) and has also written Rocket Science for Traders (0-471-40567-1) as well as numerous articles for Futures and Technical Analysis of Stocks & Commodities magazines.

Spis treści

Introduction.

CHAPTER 1: The Fisher Transform.

CHAPTER 2: Trends and Cycles.

CHAPTER 3: Trading the Trend.

CHAPTER 4: Trading the Cycle.

CHAPTER 5: The CG Oscillator.

CHAPTER 6: Relative Vigor Index.

CHAPTER 7: Oscillator Comparison.

CHAPTER 8: Stochasticization and Fisherization of Indicators.

CHAPTER 9: Measuring Cycles.

CHAPTER 10: Adaptive Cycle Indicators.

CHAPTER 11: The Sinewave Indicator.

CHAPTER 12: Adapting to the Trend.

CHAPTER 13: Super Smoothers.

CHAPTER 14: Time Warp—Without Space Travel.

CHAPTER 15: Evaluating Trading Systems.

CHAPTER 16: Leading Indicators.

CHAPTER 17: Simplifying Simple Moving Average Computations.

Conclusion.

For More Information.

Notes.

Index.

O autorze

John F. Ehlers received his BSEE and MSEE from the University of Missouri and did his doctoral work at the George Washington University, majoring in fields and waves and minoring in information theory. A private trader since 1976, he is currently President of MESA Software (www.mesasoftware.com) and author of Rocket Science for Traders (Wiley) as well as numerous articles for Futures and Technical Analysis of Stocks & Commodities magazines. He has now expanded the scope of his contributions to technical analysis through the application of scientific digital signal processing techniques.

Blurb

Praise for Cybernetic Analysis for Stocks and Futures

"If John Ehlers writes it, I read it. He’s that brilliant."
––Larry Williams
trader and author of Commodity Timing

"Cybernetic Analysis is a treasure of new and innovative ideas. John Ehlers has put aside the traditional mathematics of cycles and written a totally readable, thought–provoking, and user–friendly book on new indicators and trading methods. I particularly liked his work on the Fisher Transform, probability distributions, and true lag, which are a great contribution. This is a must for all analysts."
––Perry Kaufman
author of Trading Systems and Methods and A Short Course in Technical Trading

"John Ehlers ranks with Art Merrill as the best quantitative technical analyst of the twentieth and, probably, the twenty–first century. The success of his insight–employing digital signal analysis–is fully demonstrated in this volume, a worthy addition to his earlier, Rocket Science for Traders. For substantive, fully disclosed techniques you can use every day, this material is the best there is."
––John Sweeney
former editor of Technical Analysis of Stocks & Commodities magazine

Breakthrough Trading Tools–and Updated Applications–for Dramatically Increased Forecasting Accuracy in Every Market

Over the past two decades, John Ehlers has built a worldwide following with his unprecedented ability to combine the scientific knowledge of an engineer with the instincts of a top trader. In Cybernetic Analysis for Stocks and Futures, Ehlers–author of the groundbreaking Rocket Science for Traders–introduces serious traders to all–new methods for applying digital signal processing techniques to market forecasting.

Let Ehlers’s latest book show you how to:

• Obtain accurate cycle measurement within five samples
• Make indicators adaptive to market conditions using the measured cycle period
• Sharpen market turning points by manipulating the Probability Distribution Function using the Fisher Transform
• Discern the onset of trend modes and cycle modes
• Generate dependable buy and sell signals in any market

Cybernetic Analysis for Stocks and Futures combines all–new indicators with innovative uses of proven indicators to give you that rare edge that makes trading more pleasurable and profitable, in virtually every market and environment.