Auction Market Theory

• Foreword
  • Definitions: Financial Market Theory (Financial Economics)
    • Capital Market Theory (CAPM)
    • Book: Portfolio Theory and Capital Markets (PTCM) - By Sharpe
  • Behavioral Economics (BE)
  • J. Peter Steidlmayer - Market Profile (MP) - conveys what is occurring as the market is trading
  • Auction Market Theory (AMT)
    • Accepts market as a complex system that can not be described with current mathematics. AMT explains how the market works and gives enough information to support market decisions.

Contents of Auction Market Theory Theories Market Profile Defined Overlay Demand Curve Defined Auction Market Theory Auction Market Knowledge: Auction Market Knowledge: The Longer Timeframe Development of an Overlay: Market Condition from Overlays: Calculating Risk Auction Market Theory Reviewed Applications Short Covering Rally Buy/Sell Confirmation of the Original Premise for Short Covering Commercial Capping Volatility Value Areas from LDB and Market Profile Conclusion Unfinished Business

Current Market Theories Review

• CAPM: An Equilibrium Theory of Financial Markets