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Candlestick Forecasting for Investments Haibin Xie (University of International Business and Economics, China)

Candlestick Forecasting for Investments By Haibin Xie (University of International Business and Economics, China)

Candlestick Forecasting for Investments by Haibin Xie (University of International Business and Economics, China)


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Summary

Candlestick charts are often used in speculative markets to describe and forecast asset price movements. This book is the first of its kind to investigate candlestick charts and their statistical properties.

Candlestick Forecasting for Investments Summary

Candlestick Forecasting for Investments: Applications, Models and Properties by Haibin Xie (University of International Business and Economics, China)

Candlestick charts are often used in speculative markets to describe and forecast asset price movements. This book is the first of its kind to investigate candlestick charts and their statistical properties. It provides an empirical evaluation of candlestick forecasting. The book proposes a novel technique to obtain the statistical properties of candlestick charts. The technique, which is known as the range decomposition technique, shows how security price is approximately logged into two ranges, i.e. technical range and Parkinson range.

Through decomposition-based modeling techniques and empirical datasets, the book investigates the power of, and establishes the statistical foundation of, candlestick forecasting.

About Haibin Xie (University of International Business and Economics, China)

Haibin Xie is Associate Professor at the School of Banking and Finance, University of International Business and Economics.

Kuikui Fan is affiliated with the School of Statistics, Capital University of Economics and Business.

Shouyang Wang is Professor at the Academy of Mathematics and Systems Science, Chinese Academy of Sciences.

Table of Contents

PART I INTRODUCTION AND OUTLINE 1. Introduction 1.1 Technical analysis before the 1970s 1.2 Technical analysis during 1990s-2000s 1.3 Recent advances in technical analysis 1.4 Summary 2. Outline of this book PART II CANDLESTICK 3. Basic concepts 4. Statistical properties 4.1 Propositions 4.2 Simulations 4.3 Empirical evidence 4.4 Summary PART III STATISTICAL MODELS 5. DVAR model 5.1 The model 5.2 Statistical foundation 5.3 Simulations 5.4 Empirical results 5.5 Summary 6. Shadows in DVAR 6.1 Simulations 6.2 Theoretical explanation 6.3 Empirical evidence 6.4 Summary PART IV APPLICATIONS 7. Market volatility timing 7.1 Introduction 7.2 GARCH@CARR model 7.3 Economic value of volatility timing 7.4 Empirical results 7.5 Summary 8. Technical range forecasting 8.1 Introduction 8.2 Econometric methods 8.3 An empirical study 8.4 Summary 9. Technical range spillover 9.1 Introduction 9.2 Econometric method 9.3 An empirical study: DAX and CAC40 9.4 Summary 10. Stock return forecasting: U.S. S&P500 10.1 Introduction 10.2 Econometric methods 10.3 Statistical evidence 10.4 Economic evidence 10.5 More details 10.6 Summary 11. Oil price forecasting: WTI Crude Oil 11.1 Introduction 11.2 Econometric method 11.3 Empirical results 11.4 Summary PART V CONCLUSIONS AND FUTURE STUDIES 12. Main conclusions 13. Future studies

Additional information

NLS9780367703394
9780367703394
0367703394
Candlestick Forecasting for Investments: Applications, Models and Properties by Haibin Xie (University of International Business and Economics, China)
New
Paperback
Taylor & Francis Ltd
2022-09-26
116
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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