Explore advanced trading research built on statistical rigor and modern quantitative techniques. Each strategy is designed to navigate complex markets and support more informed, disciplined trading decisions.
Utilizes Lagrangian mechanics to model price dynamics, combining kinetic and potential energy for precise trade signals.
Quantitative trading research that models financial markets as thermodynamic systems, integrating energy (squared price deviations from equilibrium), entropy (market uncertainty via Shannon entropy, and temperature (market volatility).
Trading research inspired by fluid dynamics, modeling asset price movements as fluid flows with turbulence and directional trends. It uses a market Reynolds number to classify regimes and wave propagation for price forecasting.
Models asset price movements as damped harmonic oscillations to identify cyclic turning points, enabling precise entries during pullbacks and timely exits before reversals.
Models price zones as charged regions and uses electric field gradients to determine directional market pressure, enabling trades based on attraction and repulsion dynamics.