The first discovery, Market Profile, found that the analytical link data is a daily trading audit data base released by the Chicago Board of Trade. This data base, The Liquidity Data Bank (LDB) carries each future traded at CBOT on an end-of-day ...

Auction Market Value Theory & Analytics

Section 4 Auction Market Value Analysis It is a given of this theory that one effect of an auction market's complexity is that market knowledge must come from empirical sources, observation of the data, rather than from exploration of the ...

Auction Market Value Theory & Analytics

Great post! I agree with your "school of thought"............... Time, the market's regulator, and Price, the marker's advertiser, together creating the Opportunity (TPO) to buy or sell at a given price at a particular time. Price is ...

Understanding value

Practice 7: Predicted Prices Predicting the future behavior of a market is most attractive to a trader. Such services are regularly advertised in market related publications. A prediction of the coming market track in a complex market suggests that ...

Auction Market Value Theory & Analytics

Practice 6: The Market Unit Discussion of DJ Market Unit Table The fifteen units from January through November 15, 2005 show a wide variation in number of days in the units and the days in balance versus days of imbalance. Days in balance vary from ...

Auction Market Value Theory & Analytics

Practice 4: Trend A trend is a period of generally rising or falling prices. Market feedback reflects such periods and so, trend is accepted, a permitted practice. Practice 5: Value in a Trend In Practice3 value is defined in a balance. In a trend, ...

Auction Market Value Theory & Analytics

Section 3 Practices A Practice is a proposed analysis method. If permitted by market theory, it is an approved or permitted practice, and may safely be used in market analysis and trading. A non-permitted practice is outside the bounds of theory and ...

Auction Market Value Theory & Analytics

JJH (Johnson, Jeffries and Hui) defines complexity in financial markets somewhat differently from Peters. 1) Feedback: change contains an element of remembering. 2) Non-stationarity: the statistical distribution changes. 3) Many agents: traders, ...

Auction Market Value Theory & Analytics

Section 2 Mathematical Auction Market Description: Econophysics Econophysics groups are attempting to understand risk, to explain extreme events like crashes and basically to explain why markets behave as they do. Like CAPM, econophysics takes as ...

Auction Market Value Theory & Analytics

Methods and Results Why are markets so hard to trade profitably? One would assume that as in any business there are capable practitioners and those who are not so good. Except for expenses, a trade should have a 50 - 50 chance of winning. ...

Auction Market Value Theory & Analytics

Putting it all Together A competent market analyst would be expected to be familiar with at least all four methodologies (economic and mathematical fundamentalism, technical analysis and CAPM). In the case of an equities fund manager, for example, ...

Auction Market Value Theory & Analytics

Market Models Technical Analysis Technical analysis is the graphing of market data and reading the charts for recurring patterns (e.g. a head and shoulders formation). It also includes mathematical manipulation of market data via moving averages, ...

Auction Market Value Theory & Analytics

Market Models Value and Economic Fundamentalism Possibly the earliest analytical approach to stock valuation is the work of Graham and Dodd, which seeks to find value from the discounted return on dividends. This fundamentalist approach can include ...

Auction Market Value Theory & Analytics

History of Market Prediction There is a powerful impetus for one class of trader to predict market behavior, i.e. managers of mutual funds. Fund managers are judged by whether their fund prospers or not. Records are kept by numerous outside sources. ...

Auction Market Value Theory & Analytics

Section 1 Psychology, Predictions, Market Analyses People feel the need to know why an individual market did what it did and they want to know what it will do next. Further, they want to know what the collective market will do and how far it will go ...

Auction Market Value Theory & Analytics

The subject of this article is "Auction Market Analysis" from the standpoint of value, or Auction Market Value Theory. Financial Markets Auction Market Value Theory Donald L. Jones November 22, 2005 CISCO Futures Introduction Financial markets are ...

Auction Market Value Theory & Analytics

I was being facetious....................

Real Volume and Transactions Indicators

I'm sure the mass majority of "Volume" traders here at FF will find this thread an invaluable source of information............

Real Volume and Transactions Indicators

What is the conclusion for the Flow? Directional: lower: Activity greater: Predictive: not used. Conclusion: Flow direction is down. More activity could presage a downward move. However, the market ended in a balance (89200 upper limit, 86650 lower ...

Auction Market Value Theory & Analytics

The five day Overlay is in balance (Bracketing), with limits of 89200 (upper) and 86650 (lower). The value area upper limit (VA U) is 87625, lower limit is 87200, POC is 87450. The fact that this market is congesting might lead to the conclusion ...

Auction Market Value Theory & Analytics