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The Origin of Market Dynamics

The Market Dynamics approach was introduced in May 2009 in response to a lingering question surrounding Technical Analysis and its use in studying chart patterns: "Why does Technical Analysis appear to work?"

Market Dynamics draws a parallelism between the price movement of a traded security and the classical sciences of motion.  Specifically, it equates price with an energy density and views changes in earnings per share or P/E ratio as external forces exerted on a security's price. These parallelisms lead to the development of various Price movement attributes referred to as Market Dynamics indicators, which may be used to track, analyse, and forecast the price movement behavior of the underlying security.

Market Dynamix Web Site

The Market Dynamix web site aims to provide investor education, charts, research, and tools that leverage this innovation in analyzing and forecasting price movement behavior of traded securities. Investors and researchers alike can utilize the presented methodology and site content to spot investment opportunities, identify supported price levels, study investment flow, and gain insight into a security's price movement behavior through close inspection of Market Dynamics indicators and the related dynamic price attributes.  The online web site presents an opportunity to show real-life application of Market Dynamics and its application to investment analysis and forecasting.

Commercial use is supported through licensing arrangements and customized solutions including XML based web services delivery and in-house hosted options. The site's content can provide investment groups and institutions with new tools for analyzing equity pricing, market timing of trade activities, and momentum or value investing.