最近在研究市场的分形理论,虽然论坛上是有关于这本书的帖子,但是我发现已经无法下载了。
我找了好多地方,才找到这本书。英文扫描版PDF。虽然有几页扫描歪了,但是还是值得一看。原始版本页面是竖着的,我OCR识别过了。虽然我也想卖个高价钱,但是动辄几十论坛币的价格,根本不符合学术交流的本质。我能得到好多资料,也是因为论坛的朋友的低价策略而收益。我折腾了两天才找到,这里象征性地收5个论坛币吧。文件是英文版的,只是我破解密码和旋转页面的时候,改了名字,大家请放心下载。
Hardcover: 336 pages
Publisher: Wiley; 1 edition (January 12, 1994)
Language: English
ISBN-10: 0471585246
ISBN-13: 978-0471585244
Editorial Reviews
From Booklist
The average investor is usually unaware of the theoretical bases and academic underpinnings of various investment strategies. Investment books and popular reference guides barely mention efficient market or random walk theory, and the mathematical aspect of portfolio management theory appears as little more than a footnote. Little actually new has been added to the field of investment and market theory for the last 30 years, but recently Peters introduced the landmark Chaos and Order in the Capital Markets (1991). Chaos theory is a branch of mathematics that, despite its name, attempts to make order out of seemingly random events and that has found application in the natural sciences. Market chaologists, as they have come to be known, have marshaled an array of formulas and computer models but have been criticized for not being able to explain their ideas in practical terms or to demonstrate how to apply these ideas. Fractals are the main mathematical tool of chaos theory, and Peters now shows how these can be applied to financial markets and trading. This book is unquestionably complex and relatively expensive, but all libraries with investment collections should consider purchasing at least one copy. David Rouse
Product Description
A leading pioneer in the field offers practical applications of this innovative science. Peters describes complex concepts in an easy-to-follow manner for the non-mathematician. He uses fractals, rescaled range analysis and nonlinear dynamical models to explain behavior and understand price movements. These are specific tools employed by chaos scientists to map and measure physical and now, economic phenomena.
CONTENTS:
FRACTAL TIME SERIES.
Failure of the Gaussian Hypothesis.
A Fractal Market Hypothesis.
FRACTAL (R/S) ANALYSIS.
Measuring Memory--The Hurst Process and R/S Analysis.
Testing R/S Analysis.
Finding Cycles: Periodic and Nonperiodic.
APPLYING FRACTAL ANALYSIS.
Case Study Methodology.
Dow Jones Industrials, 1888-1990: An Ideal Data Set.
S&P 500 Tick Data, 1989-1992: Problems with Oversampling.
Volatility: A Study in Antipersistence.
Problems with Undersampling: Gold and U.K.
Inflation.
Currencies: A True Hurst Process.
FRACTAL NOISE.
Fractional Noise and R/S Analysis.
Fractal Statistics.
Applying Fractal Statistics.
NOISY CHAOS.
Noisy Chaos and R/S Analysis.
Fractal Statistics, Noisy Chaos, and the FMH.
Understanding Markets.
Appendices.
Bibliography.
Glossary.
Index.