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Article Archive For George R. Arrington, Ph.D.

  • Seasonal Adjustment Of Time Series Data by George R. Arrington, Ph.D.

    ARTICLE SYNOPSIS ...Seasonal Adjustment Of Time Series Data by George R. Arrington, Ph.D. While time series data is the heart of most technical trading systems, some have a tendency to reflect seasonal patterns; for example, agricultural commodities tend to follow harvest cycles. Here's how to adjust data to see nonseasonal patterns more clearly. Time series data, which is data such as most price and volume data collected sequentially over time and usually at fixed inter-vals, is the basic fuel for most technical trading systems. As new data becomes available, it is used to recalculate the value of technical ...

  • A Duration Proxy For Stock Portfolios by George R. Arrington, Ph.D.

    ARTICLE SYNOPSIS ...Duration, used in fixed-income portfolios to measure risk associated with changes in interest rates, is applied here to measure the risk of a stock portfolio. The duration statistic has proved to be a valuable risk indicator for fixed-income portfolios. Duration gives an indication of how sensitive a portfolio is to changes in interest rates. A bond portfolio with a five-year duration would be expected to lose 5% of its value if interest rates rise by one percentage point, or gain 5% if interest rates fall by one percentage point. Dura-tion also provides a benchmark for comparing the relativ...

  • The JSA Moving Average by George R. Arrington, Ph.D.

    ARTICLE SYNOPSIS ...The JSA Moving Average by George R. Arrington, Ph.D. Presenting the JSA, a unique moving average that could provide an early warning that other technical indicators may have an impending signal. In addition, comparing the JSA with other moving averages raises interesting questions about the information that moving averages in general provide. Most traders use moving averages to identify underlying price trends and to help signal the timing of a trade. In slow- moving markets, the three most common moving averages (simple, linear and exponential) may do just fine. But in fast-moving markets w...

  • Guidelines For Risk Management by George R. Arrington

    ARTICLE SYNOPSIS ...Guidelines For Risk Management by George R. Arrington Risk control is an essential part of trading successfully. Effective risk management requires not only the careful monitoring of risk exposure, but a strategy to minimize losses as well . Understanding how to control risk exposure allows the trader, beginner or veteran, to continue trading even when the inevitable losses occur. S TOCKS & COMMODITIES contributor George R. Arrington offers guidelines for risk control. While every trade involves a degree of risk, some general principles of risk management, if applied, reduce the potential fo...

  • Markov Chains by George R. Arrington, Ph.D.

    ARTICLE SYNOPSIS ...Markov Chains by George R. Arrington, Ph.D. A Markov chain, the concept of which was developed in 1906 by Russian mathematician A.A. Markov, is a mathematical tool that traders might use to predict future price changes on the basis of past price changes. STOCKS & COMMODITIES contributor George R. Arrington explains how. A Markov chain is a mathematical tool that was developed in the early 1900s. It has been used in a variety of applications, including but not limited to forecasting weather changes, voting patterns, demographic trends, agricultural yields, insurance payout and even outcomes o...

  • The Basics Of Moving Averages by George R. Arrington, Ph.D.

    ARTICLE SYNOPSIS ...The Basics Of Moving Averages by George R. Arrington, Ph.D. Moving averages are one of the most common technical tools that technicians, both veteran and novice, may take advantage of. But for those novices, the concept may be somewhat confusing. What is a moving average, anyway? And what about all those variations -- linear, stepweighted, exponential, even triangular? George Arrington explains the basics of the moving averages. And for those veteran traders out there, it never hurts to brush up on those basics. The first maxim a trader learns is to ""buy low and sell high."" The trick, howev...

  • Measuring An Indicator's Forecasting Ability by George R. Arrington

    ARTICLE SYNOPSIS ...Measuring An Indicator's Forecasting Ability by George R. Arrington Indicators are used to forecast a market. Traders have their favorite indicators. How can a trader determine whether an indicator leads the market? How can we tell whether one indicator is superior to another? Arrington explains how to measure a technical indicator's ability to forecast prices. Many traders use a variety of technical indicators to forecast changes in the prices of stocks and commodities, including such diverse indicators as stochastics, relative strength, on-balance volume, sentiment index, weather patterns,...

  • Building A Variable-Length Moving Average by George R. Arrington, Ph.D.

    ARTICLE SYNOPSIS ...Building A Variable-Length Moving Average by George R. Arrington, Ph.D. Of the tools in the technician's arsenal, the moving average is one of the most popular. It is used to eliminate minor fluctuations in prices, filter data noise and identify any underlying trend. Ideally, a moving average is sensitive enough to signal when a new trend has begun, yet able to ignore short-term random price movements at the same time. As long as the underlying trend continues, longer averages work well, but shorter averages do a better job of indicating changes in trends. As a result, many technicians use t...






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