The project aims to propose a strategic trading model invest in the stock market of currencies and indices, so that generates profitability for investors. is composed an intraday strategy designed based on indicators, these being moving averages, parabolic sar, volume, zigzag indicator determines maximum minimum prices certain financial instruments. In addition consists technical fundamental an...

Abstract Financial forecasting has always been an intriguing research area in the field of finance. The widely accepted approach to forecast financial data is perform predictions using time series data. In analysis, sampling with a predefined frequency (e.g. hourly, daily) leads uneven and discontinued flow. Directional Change newly proposed that replaces physical within establishes event-drive...

Spectral and Cubature Methods in Finance and Econometrics An interdisciplinary international research workshop University of Leicester, UK, June 1820, 2009 Supported by AMAMEF, EPSRC, LMS, Oxford-Man Institute and University of Leicester Organizers Sergei Levendorskiĭ, Dept. of Mathematics, University of Leicester Terry Lyons, Oxford-Man Institute, University of Oxford Martijn Pistorius, Dept. ...