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Random walk hypothesisJanuary effectSystematic riskEfficient-market hypothesisForecast biasTail riskTechnical analysisArbitrage pricing theoryTime-invariant systemBetaFlag and pennant patternsParameter identification problemAnomalyPivot pointCobweb modelOverdispersionMomentumStructural breakAdapted processEndogeneityRisk reversalStatistical stabilityCandlestick patternPseudorandomnessModel riskStochastic volatilityPredictabilitySpatial variabilityForecast errorInstabilityDynamic inconsistencyRational pricingDispersed knowledgeNonlinear systemComplex adaptive systemTechnical indicatorAccuracy paradoxStructural changeFree parameterRisk measureEconomic equilibriumExogenous and endogenous variablesAccumulation/distribution indexDouble top and double bottomTaleb distributionPairs tradePhysics of financial marketsPartial equilibriumEquity premium puzzleGravity anomalyStochastic simulationQuantum indeterminacyOutlierMargin of safetySecular variationSupport and resistanceEllsberg paradoxRandom variableTransient stateObservational errorApproximation errorSeasonalityAnomaly detectionOrder flow tradingKnightian uncertaintyRisk parityRobustnessMathematical coincidenceEconomic modelSingle-index modelIntermittencyOpen-high-low-close chartBias of an estimatorComplexitySupply and demandAuction theoryQuantum contextualityPrice mechanismEffective exchange rateLocal volatilityTax wedgeDelta oneDiscrepancy theorySingular perturbationTranscendental functionFactor investingNeoclassical economicsPerfect competitionDivergent seriesTemperature anomalyShape riskRandom dynamical systemCantor functionPredictable processExpected returnAdaptive expectationsPhenomenological modelDow theorySharpe ratioStudy heterogeneity