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• Sunspots and Market Activity by J. Katz, Ph.D.

  ARTICLE SYNOPSIS ...Is increased sunspot activity a precursor to market volatility? As any amateur radio operator can tell you, one of the major influences on long-distance radio transmissions is sunspots, which appear to the observer as, literally, dark spots on the surface of the sun. Why they occur is not known, although theories abound. One theory holds that they are produced by certain peculiarities in the gravitational influences of neighboring planets on the sun's tidal rhythms, while another theory attributes sunspot activity to shifts in the sun's magnetic poles. During periods of high sunspot activity,...

AUTHOR: J. Katz, Ph.D.DATE: SEP 1997SUBJECT: Trading Techniques

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• Evaluating Trading Systems with Statistics by J. Katz, Ph.D.

  ARTICLE SYNOPSIS ...Here, in part 1 of two, these Contributing Writers explain the steps necessary to evaluate trading system behavior with the use of statistics. by Jeffrey Owen Katz, Ph.D., and Donna L. McCormick Most systems I have seen are simply optimized by being tested with different parameters, examined for profitability and sometimes assessed for a few other characteristics. On occa-sion, I have encountered systems tested on perhaps one or two out-of-sampleÝ periods to determine whether performance would hold up. However, few who write about system development or developers themselves have attempted to...

AUTHOR: J. Katz, Ph.D.DATE: JUL 1997SUBJECT: Trading Techniques