Abstract

The subject of security price movements and its possible physical parallel has long remained elusive.  Market Dynamics bridges this gap by demonstrating parallelisms between security price indicators and their physical counterparts.  Specifically, the security price is viewed as a potential energy density, and events such as earnings releases as forces that affect security prices.  In doing so, Market Dynamics provides insight into mechanisms responsible for security price movements and their underlying chart patterns.  The approach leads to the development of various price indicators representing the security's expected price appreciation and related price movement attributes.  The linkage with classical sciences enables access to a vast pool of existing scientific knowledge with its potential application to the fields of finance and investment management.

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