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This methodology assumes that harmonic patterns or cycles, like many patterns and cycles in life, continually repeat. The key is to identify these patterns and to enter or to exit a position based upon a high degree of probability that the same historic price action will occur. Below is a list of commonly used harmonic patterns: Bat; Butterfly ...
William Delbert Gann (June 6, 1878 – June 18, 1955) or WD Gann, was a finance trader who developed the technical analysis methods like the Gann angles [1] [2] and the Master Charts, [3] [4] where the latter is a collective name for his various tools like the Spiral Chart (also called the Square of Nine), [5] [6] [7] the Hexagon Chart, [8] and the Circle of 360.
Volume is often lower in wave five than in wave three, and many momentum indicators start to show divergences (prices reach a new high but the indicators do not reach a new peak). At the end of a major bull market, bears may very well be ridiculed (recall how forecasts for a top in the stock market during 2000 were received).
In a right triangle with legs a and b and altitude h from the hypotenuse to the right angle, h 2 is half the harmonic mean of a 2 and b 2. [17] [18] Let t and s (t > s) be the sides of the two inscribed squares in a right triangle with hypotenuse c. Then s 2 equals half the harmonic mean of c 2 and t 2.
Dollar cost averaging is also called pound-cost averaging (in the UK), and, irrespective of currency, unit cost averaging, incremental trading, or the cost average effect. [ 1 ] [ circular reference ] It should not be confused with the constant dollar plan , which is a form of rebalancing investments .
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In mathematics, Hodge theory, named after W. V. D. Hodge, is a method for studying the cohomology groups of a smooth manifold M using partial differential equations.The key observation is that, given a Riemannian metric on M, every cohomology class has a canonical representative, a differential form that vanishes under the Laplacian operator of the metric.
The concept of a local volatility fully consistent with option markets was developed when Bruno Dupire [1] and Emanuel Derman and Iraj Kani [2] noted that there is a unique diffusion process consistent with the risk neutral densities derived from the market prices of European options.