Candlestick Forecasting for Investments (Routledge Advances in Risk Management)

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Candlestick Forecasting for Investments (Routledge Advances in Risk Management) image
ISBN-10:

0367703378

ISBN-13:

9780367703370

Edition: 1
Released: Mar 12, 2021
Publisher: Routledge
Format: Hardcover, 132 pages
Related ISBN: 9780367703394

Description:

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.

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