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.

Notes

If this is your thesis or dissertation, and want to learn how to access it or for more information about readership statistics, contact us at STARS@ucf.edu

Graduation Date

2018

Semester

Spring

Advisor

Morrow, Patricia Bockelman

Degree

Master of Science (M.S.)

College

College of Engineering and Computer Science

Degree Program

Modeling and Simulation

Format

application/pdf

Identifier

CFE0007394

URL

http://purl.fcla.edu/fcla/etd/CFE0007394

Language

English

Release Date

November 2019

Length of Campus-only Access

1 year

Access Status

Masters Thesis (Open Access)

Download

Included in

Finance Commons

Share

COinS