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Fractal Market Analysis

Fractal Market Analysis Applying Chaos Theory to Investment and Economics

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Wiley Finance

Fractal Market Analysis

Applying Chaos Theory to Investment and Economics

Edgar E. Peters

Business & Economics / Investments & Securities / General

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.

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.


Publication Date: 08 February 1994
Publisher: Wiley
Imprint: Wiley
ISBN-13: 9780471585244
Format: Hardback
Page Count: 336
Weight (oz): 20.72

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