Elliott Wave Theory in Finance

From Subjective Interpretation to Testable Models with Python
1. Auflage 2027
ISBN: 978-1-041-10335-6
Verlag: Taylor & Francis Ltd

Buch, Englisch, 200 Seiten, Format (B × H): 178 mm x 254 mm

Elliott Wave Theory in Finance: From Subjective Interpretation to Testable Models with Python examines how far a traditionally discretionary approach can be expressed as explicit, testable rules. Sofien Kaabar, CFA, develops a Python framework for identifying swings, evaluating impulse and corrective counts, preserving alternate interpretations, and recording when each decision became possible. Worked market charts connect theory to prospective forecasts, while empirical tests across stocks and foreign exchange compare wave-based strategies with matched random entries and account for trading costs. The book offers readers a way to investigate Elliott Wave claims rigorously; it does not present a ready-made profitable trading system.

Features

- Explains Elliott Wave structure, Fibonacci projections, confirmation delays and invalidation in accessible language.

- Provides Python examples and charting tools for readers who want to implement and test the rules themselves.

- Includes a companion GitHub repository and reports backtests with trading costs and random-entry controls.

Zielgruppe

Professional Practice & Development and Professional Reference

Autoren/Hrsg.

Kaabar, Sofien

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Inhaltsverzeichnis

1. Foundations and Critique of Elliott Wave Theory 2. Technical Analysis Essentials for Elliott Wave 3. Financial Time-Series Research in Python 4. Algorithmic Swing Detection 5. Formalising Elliott Wave Rules 6. Detecting Impulse Waves 7. Detecting Corrective Waves 8. Recursion, Invalidation, and Alternate Counts 9. Supporting Indicators for Elliott Wave 10. Strategy Design and Backtesting 11. Implementation and the Trading Robot

Über Autor(innen)

Sofien Kaabar, CFA, is the founder of Quant Atlas, a quantitative market-forecasting platform and alternative-data provider for institutional funds and asset managers. He began his career in professional technical analysis at BBSP Research, where he covered major institutional clients using Elliott Wave Theory and other advanced charting methods. That experience gave him a strong grounding in discretionary analysis and in the discipline required to apply it consistently. Today, his work focuses on developing robust market locators, systematic investment strategies, and portfolio frameworks for institutional clients. He combines quantitative research with technical analysis to turn market behaviour, price structure, and trading concepts into practical tools that can be used in research, risk management, asset allocation, and portfolio construction. Sofien has designed dozens of technical indicators used by traders around the world and is the author of several books on technical analysis, pattern recognition, and deep learning for financial markets. This book brings that same research-driven approach to Elliott Wave Theory, with the aim of making its principles more systematic, measurable, and practical.