Fractal Market Analysis: Applying Chaos Theory to Investment and Economics

This sequel to the author's Chaos and Order in the Capital Markets presents the practical applications of the science of chaos to financial markets. Peters shows how to profit from the similarity in the markets in this applications-oriented book. Behaviour and price movements are explained using fractals, rescaled range analysis and non-linear dynamical models.

Author: Edgar E. Peters
Publisher: Wiley
Published: 02/08/1994
Pages: 336
Binding Type: Hardcover
Weight: 1.28lbs
Size: 8.78h x 6.62w x 1.05d
ISBN: 9780471585244

Review Citation(s):
Booklist 03/01/1994 pg. 1169

About the Author

EDGAR E. PETERS is an expert on chaos theory and its financial applications. He is Chief Investment Strategist and Director of Systematic Asset Allocation for PanAgora Asset Management, Inc., a global investment management firm. He is a frequent lecturer on market theory, and has taught investment and portfolio management at Babson College, Boston College, and Bentley College. In addition to the first edition of Chaos and Order in the Capital Markets, he is the author of Fractal Market Analysis and numerous articles in professional journals.

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