Stock Market Cycles

 One of the ways of analyzing cycles in financial data is to detect cycles in traded volume. In particular, there are interesting correlations between the fixed amount of volume traded and price reversals in intraday trading. However, once you have detected the active correlations between volume Stock Market Cycles and price movements, this behavior will not remain static. It is, therefore, quite difficult to keep pace with the dominant volume cycles as these cycles are dynamic. A genetic algorithm (GA) is a promising way to detect volume cycles and to incorporate the flow of traders on a daily basis.