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Modeling the Standard and Poor's 500 Index via Wave Analytics: Harnessing Lag for Intraday Utilizations

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Date Issued:
2018
Abstract/Description:
ABSTRACT Modeling and simulation of financial instruments is accomplished from multiple approaches but most completely from an engineering perspective. Aeronautical engineering yields a wave model created for stock indices in the 1970s. This comprehensive methodology models stock markets as waves for the intention of trading or investing yet has not been applied on time periods smaller than daily or weekly, known as intraday. Stakeholders trading intraday waves need to utilize wave analysis for price capture, analytics, and profitability. It is the purpose of this thesis to present a model to harness wave analytics for the needs of traders seeking price capture of the Standard and Poor's 500 Index on an hourly and minute time periods, or intraday. This paper applies wave analytics in time frames never accomplished before for the sufficing the needs of index day traders.
Title: Modeling the Standard and Poor's 500 Index via Wave Analytics: Harnessing Lag for Intraday Utilizations.
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Name(s): Cardenas, John, Author
Morrow, Patricia Bockelman, Committee Chair
Kaup, David, Committee Member
Akbas, Mustafa, Committee Member
University of Central Florida, Degree Grantor
Type of Resource: text
Date Issued: 2018
Publisher: University of Central Florida
Language(s): English
Abstract/Description: ABSTRACT Modeling and simulation of financial instruments is accomplished from multiple approaches but most completely from an engineering perspective. Aeronautical engineering yields a wave model created for stock indices in the 1970s. This comprehensive methodology models stock markets as waves for the intention of trading or investing yet has not been applied on time periods smaller than daily or weekly, known as intraday. Stakeholders trading intraday waves need to utilize wave analysis for price capture, analytics, and profitability. It is the purpose of this thesis to present a model to harness wave analytics for the needs of traders seeking price capture of the Standard and Poor's 500 Index on an hourly and minute time periods, or intraday. This paper applies wave analytics in time frames never accomplished before for the sufficing the needs of index day traders.
Identifier: CFE0007394 (IID), ucf:52055 (fedora)
Note(s): 2018-05-01
M.S.
Engineering and Computer Science, Dean's Office GRDST
Masters
This record was generated from author submitted information.
Subject(s): 04/06/2018
Persistent Link to This Record: http://purl.flvc.org/ucf/fd/CFE0007394
Restrictions on Access: campus 2019-11-15
Host Institution: UCF

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