Speculation on short-term price movements of stocks is on the rise. Electronic direct access trading often simply called "day trading" has exploded in popularity. It has become the subject of intense interests particularly on the part of security exchange officials, brokerage firms, journalists and many individuals.

This presentation focuses on short-term trading. The main objectives are to review and demonstrate various approaches that can be deployed in practice for day trading. The presentation starts by discussing major changes that have occured in the past couple of years in the functioning of financial markets and in the access to market information. It then compares actual strategies for short-term trading. The focus is on pattern recognition, the use of self-organizing maps, and the exploitation of non-linear dynamics for intra-day trading. This presentation will also cover practical risk management tips and provide a surprisingly simple way of profiting from the seemingly random market movements.

Recommended Background Reading:

• Modeling Non-Linear Market Dynamics for Intra-Day Trading, PASE 2000, Leuven Belgium April 2-5, 2000.
• Picking Stocks with emergent self-organizing value maps, with Alfred Ultsch (Philipps-University of Marburg, Germany), PASE 2000, Leuven Belgium April 2-5, 2000.

Both available on http://www.dokus.com/whatsNew.htm.