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Stock Market Momentum Model
written by Matthew Mohorn
The Stock Market Momentum Model uses the change in price to predict a future change. In trading jargon, this change in price is referred to as momentum. Mathematically, the model can be considered to be a causal high pass filter of degree 1.

In this model,  the user can analyze the momentum indicator response as it relates to the daily closing price of a few popular stock indices.  The upper plot shows the closing price and a smoothed price (in blue) if the filter is turned on. The lower panel is the momentum indicator. Users can drag a cursor left and right to compare values on these two graphs. Below, the cursor is dropped at a point where the momentum shifts from negative to positive values, which happens to be the beginning of a bull market. A trader would want to buy at these opportunities and sell when the momentum becomes negative. Time is measured in years and in each year there are approximately 253 business days.

Please note that this resource requires at least version 1.6 of Java (JRE).
1 source code document is available
Subjects Levels Resource Types
Mathematical Tools
- Numerical Analysis
- Statistics
- Upper Undergraduate
- Lower Undergraduate
- Instructional Material
= Simulation
Intended Users Formats Ratings
- Learners
- Researchers
- Educators
- application/java
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Access Rights:
Free access
This material is released under a GNU General Public License Version 3 license.
Rights Holder:
Matthew Mohorn
Record Cloner:
Metadata instance created April 16, 2013 by Wolfgang Christian
Record Updated:
June 12, 2014 by Andreu Glasmann
Last Update
when Cataloged:
April 15, 2013
Other Collections:

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Record Link
AIP Format
M. Mohorn, Computer Program STOCK MARKET MOMENTUM MODEL (2013), WWW Document, (
M. Mohorn, Computer Program STOCK MARKET MOMENTUM MODEL (2013), <>.
APA Format
Mohorn, M. (2013). Stock Market Momentum Model [Computer software]. Retrieved July 28, 2016, from
Chicago Format
Mohorn, Matthew. "Stock Market Momentum Model." (accessed 28 July 2016).
MLA Format
Mohorn, Matthew. Stock Market Momentum Model. Computer software. 2013. Java (JRE) 1.6. 28 July 2016 <>.
BibTeX Export Format
@misc{ Author = "Matthew Mohorn", Title = {Stock Market Momentum Model}, Month = {April}, Year = {2013} }
Refer Export Format

%A Matthew Mohorn
%T Stock Market Momentum Model
%D April 15, 2013
%O application/java

EndNote Export Format

%0 Computer Program
%A Mohorn, Matthew
%D April 15, 2013
%T Stock Market Momentum Model
%8 April 15, 2013

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Citation Source Information

The AIP Style presented is based on information from the AIP Style Manual.

The APA Style presented is based on information from APA Electronic References.

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Stock Market Momentum Model:

Is Based On Easy Java Simulations Modeling and Authoring Tool

The Easy Java Simulations Modeling and Authoring Tool is needed to explore the computational model used in the Stock Market Momentum Model.

relation by Wolfgang Christian

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