Next Article in Journal
The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts
Next Article in Special Issue
Lead–Lag Relationship Using a Stop-and-Reverse-MinMax Process
Previous Article in Journal
An Optimal Turkish Private Pension Plan with a Guarantee Feature
Previous Article in Special Issue
Improving Convergence of Binomial Schemes and the Edgeworth Expansion
Article Menu

Export Article

Open AccessArticle
Risks 2016, 4(3), 20; doi:10.3390/risks4030020

Survey on Log-Normally Distributed Market-Technical Trend Data

Institut für Mathematik, RWTH Aachen, Templergraben 55, D-52062 Aachen, Germany
These authors contributed equally to this work.
*
Author to whom correspondence should be addressed.
Academic Editor: Alexander Szimayer
Received: 5 May 2016 / Revised: 20 June 2016 / Accepted: 23 June 2016 / Published: 4 July 2016
(This article belongs to the Special Issue Applying Stochastic Models in Practice: Empirics and Numerics)
View Full-Text   |   Download PDF [2861 KB, uploaded 4 July 2016]   |  

Abstract

In this survey, a short introduction of the recent discovery of log-normally-distributed market-technical trend data will be given. The results of the statistical evaluation of typical market-technical trend variables will be presented. It will be shown that the log-normal assumption fits better to empirical trend data than to daily returns of stock prices. This enables one to mathematically evaluate trading systems depending on such variables. In this manner, a basic approach to an anti-cyclic trading system will be given as an example. View Full-Text
Keywords: log-normal; market-technical trend; MinMax-process; trend statistics; market analysis; empirical distribution log-normal; market-technical trend; MinMax-process; trend statistics; market analysis; empirical distribution
Figures

This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).

Scifeed alert for new publications

Never miss any articles matching your research from any publisher
  • Get alerts for new papers matching your research
  • Find out the new papers from selected authors
  • Updated daily for 49'000+ journals and 6000+ publishers
  • Define your Scifeed now

SciFeed Share & Cite This Article

MDPI and ACS Style

Brenner, R.; Maier-Paape, S. Survey on Log-Normally Distributed Market-Technical Trend Data. Risks 2016, 4, 20.

Show more citation formats Show less citations formats

Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Related Articles

Article Metrics

Article Access Statistics

1

Comments

[Return to top]
Risks EISSN 2227-9091 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert
Back to Top