Directional Change Demonstrator
Written by Han AO; Released 2013.07.13
Directional Changes | High Frequency Finance Project


Directional Change is a new way to summarize price movements. This demo is designed to illustrate the concept of Directional Change (DC), a new concept for summarising financial data.


(To download the demo program, click the figure above) Directional Changes video on YouTube Directional Changes Definition on YouTube

This demo explains what directional changes are. There is also a video which explains this concept.

References


Disclaimer

Copyright (c) 2011. The University of Essex. All Rights Reserved.

Permission to use, copy, modify, and distribute this software and its documentation for educational, research, and not-for-profit and non commercial purposes, without fee and without a signed licensing agreement, is hereby granted, provided that the above copyright notice, this paragraph and the following two paragraphs appear in all copies, modifications, and distributions and all dealings between the University of Essex and third parties are governed exclusively by English law and all disputes are subject to the non–exclusive jurisdiction of the English courts. If you are not willing to accept these terms please return the software and its documentation to us. The creators must be immediately informed of all enhancements and modifications to the software and they shall be free to use these as they choose.

Contact: Prof Edward Tsang, CCFEA, University of Essex, Wivenhoe Park, Colchester, Essex, CO4 3SQ, UK

IN NO EVENT SHALL THE UNIVERSITY OF ESSEX BE LIABLE TO ANY PARTY FOR DIRECT, INDIRECT, SPECIAL, INCIDENTAL, OR CONSEQUENTIAL DAMAGES, INCLUDING LOST PROFITS, ARISING OUT OF THE USE OF THIS SOFTWARE AND ITS DOCUMENTATION, EVEN IF THE UNIVERSITY HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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Page maintained by Edward Tsang; updated 2013.11.22; relocated to bracil.net 2021.05.19