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| Introduction | |
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| Reality, the intersection of multiple theories | |
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| Efficient market hypothesis | |
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| The theory of chaos | |
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| Behavioral market theory | |
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| The dynamics of crowd behavior | |
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| Methodologies for the study of markets | |
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| The system theory point of view | |
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| The exchange of energy and information | |
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| The crowd's life cycle | |
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| Unexpected events and shocks | |
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| Generalized turnover patterns | |
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| Generalized pro-trend patterns | |
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| The wave principle | |
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| The hierarchical organization of Elliott waves | |
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| The direction of waves | |
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| The mode of waves | |
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| The hierarchy of complete cycles | |
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| Variations of motive waves | |
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| The principle of alternation | |
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| Fibonacci mathematics in financial markets | |
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| The golden ratio | |
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| The golden rectangle and golden spiral | |
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| The application of Fibonacci numbers in financial markets | |
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| Security exchanges at a glance | |
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| Financial markets | |
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| Security exchanges | |
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| Entities participating in markets | |
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| Order-driven and quote-driven markets | |
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| World's largest and most long-standing security exchanges | |
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| Types of orders | |
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| Pit trading versus electronic trading | |
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| Exchange clearing systems | |
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| Basic tenets of automated trading | |
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| Indicators and oscillators | |
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| Moving averages | |
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| Average directional index | |
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| Average true range | |
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| Relative strength index | |
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| Bollinger bands | |
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| Money management | |
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| Statistics | |
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| The sensitivity to changes of parameters | |
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| Simulation and backtesting of trading strategies | |
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| The value of simulation in trading | |
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| Human factor in the trading chain | |
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| Modeling of intra-bar price movements | |
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| Modeling of order execution | |
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| Modeling of time and price skews | |
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| Discrete Event System Specification | |
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| DEVS formalism | |
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| Simulators and coordinators for DEVS | |
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| Simulation of the trading environment | |
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| The data provider component | |
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| The delay component | |
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| The order execution component | |
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| The ATS component | |
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| The parallel run of multiple trades | |
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| Embedding trading strategies into the simulation | |
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| Simulation case study | |
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| Optimization of trading strategies | |
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| Parametric trading strategies | |
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| Choosing an appropriate fitness function | |
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| Parametric surface | |
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| Exhaustive search | |
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| Genetic algorithms | |
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| Inspiration from nature | |
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| Computational model of genetic evolution | |
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| Optimization case study | |
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| Fuzzy approach to trading strategies | |
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| Concept of uncertainty and the basics of fuzzy logic theory | |
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| Linguistic variables and fuzzy sets | |
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| Fuzzy logic and fuzzy inference | |
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| Fuzzification | |
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| Inference engine and evaluation of rules | |
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| Defuzzification | |
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| Fuzzy-based trading strategies | |
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| Triple Screen Trading System | |
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| Fuzzy approach to the Triple Screen Trading System | |
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| Analysis of sensitivity and robustness | |
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| Sensitivity analysis of the whole market system | |
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| Sensitivity analysis of the signaling system | |
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| Case study | |
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| Summary | |
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| Bibliography and further reading | |
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| Notations, functions and mathematical symbols | |