Part1: An Overview of the Analysis
Chapter I:
This look at American Airlines begins with a Classical Time Series Analysis of the historical stock prices, providing a vantage point over patterns that will be explored in greater detail in the following chapters. See AMR Classical Analysis.
Chapter II:
Risks associated with short and long period price changes can be understood through Volatility Analysis. Here the impact of the Volatility Curve on the potential profitability positions across different time spans is shown. See American Airlines Price Volatility.
Chapter III:
This section shows historical volumes for sales of AMR stock, along with Seasonal and Cyclical Trends in Volume. See AMR Historical Volume.
Chapter IV:
The Traditional Seasonal Analysis of Price Trends can still yield valuable predictive information. See AMR Seasonal Trends.
Chapter V:
One of the most popular indicators, the Moving Average, comes in many variations. Here we test the predictive ability of different averages as applied to prediction of American Airlines prices. See Running Averages.
Part 2: Technical Analysis Topics
Chapter VI:
Technical Oscillators are compared to test their power as buy or sell signals for speculating in AMR stock. We conduct an extensive investigation of the popular "RSI" of Welles Wilder and some of its variations. See Technical Oscillators
Chapter VII:
This chapter takes a view somewhat similar to standard analysis of seasonal trends, but it is based on the 4 year or 2 year Political Calendar rather than the 1 year Standard Calendar. Political Seasons work better than Calendar Seasons for predicting prices of many companies. See Politics and Prices of AMR.
Chapter VIII:
Volume Stratification Analysis (or VSA) follows price behavior in relation to historical volumes of AMR stock sales. Knowledge of these behaviors gives us a quantitative metric useful for understanding Support or Resistance Levels, and predicting their strength. See Volumetric Analysis
Chapter IX:
Analysis of Market Momentum as the product of Price and Volume drives an interpretation considerably more sophisticated than those that consider Price Momentum alone. See Momentum Investing Indicators.
Chapter X:
Technical Analysis discovers the range of moods of investors toward AMR. See Market Sentiment.
Chapter XI:
The length of "Runs", (the number of consecutive price movements up or down) reveal some new ways to visualize Price Series Data. A discussion of the "Monte Carlo Fallacy" and it's relevance to Stock Price Prediction leads to a revisionist method of Price Projection using the Bernoulli Analysis. See Bernoulli Analysis of American Airlines
Chapter XII:
Japanese Candlesticks have a long history, but continue to be used because some of their best concepts are based on universal Investor Psychology. See Candlestick Analysis.
Chapter XIII:
Multi-spectral analysis reveals behavioral features of AMR prices that may not be apparent to ordinary analysis. See Multi-Spectral Analysis.
Chapter XIV:
Combining the historical behavior surfaces with the geometry of long standing periodic price oscillations yields a behavior surface of more than three dimensions which has an extremely low residual error compared to other methods of analysis. See Price Behavior Surfaces.
Part 3: Synthesis and Projections for the Future
Chapter XVI:
Forecasts are gathered from several sources to predict future price movements. See AMR Price Predictions.
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