|
PureBytes Links
Trading Reference Links
|
At 11:09 AM -0400 9/10/99, Jim Johnson wrote:
>I've read a bit on chaos but not as it relates to finance, prices etc.
>
>Which of the following should I start with?
>
>B. Mandelbrot: Fractals and Scaling in Finance, 1997
>E. Peters: Chaos and Order in the Capital Markets, 1996
>E. Peters: Patterns in the Dark, 1999
>E. Peters: Fractal Market Analysis, 1994
>C. May: Nonlinear Pricing, 1999
I liked:
E. Peters: Chaos and Order in the Capital Markets, 1996
Very convincing evidence that markets are fractal but no clue about
how to use that fact to make money, but interesting. I do not have
the latest peters book but he writes well so I may get it. The
Mandelbrot book seemed pretty obscure to me.
Bob Fulks
|