Four Dimensional Stock Market Structures & Cycles - $150. Seasonal Stock Market Trends_ The Defini - Jay Kaeppel.pdf Secrets_of_a_Pivot_Boss.pdf Selective Forex Trading - How to Achieve Over 100 Trades in a Row Without a Loss.pdf. The first part of this thesis about liquidity measurement in stock markets looks more closely at the following. The fractal structure implies that successful strategies are not localized to any region of the profit landscape and are neither spaced evenly throughout the profit landscape, which makes the optimization notoriously hard and hypersensitive for partial or limited information.ġ.2.2 Multi-dimensional Liquidity Measures. It is revealed that the local maxima in the profit landscape are spread in the form of a fractal structure. Repetition of this simple strategy for a long time gives the profit defined in the underlying two-dimensional parameter space of p and q. The strategy is parameterized by only two variables, p and q Stocks are sold and bought if the log return is bigger than p and less than –q, respectively. Abstract We investigate the structure of the profit landscape obtained from the most basic, fluctuation based, trading strategy applied for the daily stock price data.
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