Books
Chaos and Order in the Capital Markets, Wiley 1991 and 1996 (second edition)
“The bible of Market Chaologists.” - Business Week
“It ranks among the most provocative financial books of the last few years.” - The Financial Analysts Journal
Fractal Market Analysis, Wiley 1994
Contains the Fractal Market Hypothesis which has been shown by academic studies to explain investor behavior in periods of crisis such as the Tech Bubble of 2000 and the Global Financial Crisis of 2008.
“We show that the most turbulent times of the Global Financial Crisis can be very well characterized by . . . the assertions of the Fractal Market Hypothesis.” - L. Kristoufek, “Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence,” Scientific Reports 2013
Patterns in the Dark: Understanding Risk and Financial Crisis with Complexity Theory, (also titled Complexity Risk and Financial Markets in paperback), Wiley 1999
“A fascinating account of one of today’s great paradoxes: the irreducible uncertainty that lies at the heart of social and economic order. Ed Peters takes our most cherished beliefs, turns them upside down, and convinces us they’re much better that way.” - Ian Stewart
“ . . . Peters’s trilogy remains the best introduction to fractal market analysis, and the final volume demonstrates the largely Austrian foundation on which the economic interpretation of fractal analysis is based.” -R. Mulligan, The Quarterly Journal of Austrian Economics, Spring 2004
Downloadable papers published at First Quadrant: 2008 - 2022
Market Uncertainty
Inflation
Financial Instability, Risk and Complexity
Google Scholar has links to some papers in journals.
Other non-FQ Publications