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Article Archive For Jeffrey Owen Katz, Ph.D.

  • Cycles and Trading Systems by Jeffrey Owen Katz, Ph.D.

    ARTICLE SYNOPSIS ...Cycles and Trading Systems by Jeffrey Owen Katz, Ph.D. This time, this Contributing Writer looks at using cycles as the basis of a trading system. In previous articles, my search for successful trading systems led me to discover a very effective development methodology: the use of genetic algorithms to find not only appropriate rule parameters, but also optimal combinations of rules chosen from a large set of rule templates I provided. Since then, my intention has been to acquire useful knowledge about the markets that may be cast into rule templates. With that in mind, I decided to explore...

  • Developing Systems With a Rule-Based Approach by Jeffrey Owen Katz

    ARTICLE SYNOPSIS ...Developing Systems With a Rule-Based Approach by Jeffrey Owen Katz This month, Katz discusses a trading system he developed using a rule-based approach. Previously, I explored the development of simple rule-based trading systems. Specifically, I looked at a rule-based system that revolved around a theory, the thrust-retracement hypothesis, about how the market functions. This time, I'll also explore rule-based trading systems, but rather than constructing a set of rules to reflect a hypothesis of market behavior, I will engage in "data mining" -- that is, empirically determining tradable rul...

  • On Developing Trading Systems by Jeffrey Owen Katz, Ph.D.

    ARTICLE SYNOPSIS ...On Developing Trading Systems by Jeffrey Owen Katz, Ph.D.,with Donna L. McCormick This neural network developer details steps in developing a trading system using advanced technology. STOCKS & COMMODITIES readers have one thing in common: We have all taken on the challenge of attempting to forecast and trade the financial markets. For me, I first considered this challenge as the result of a chance remark. Since I had also become curious about trading at the time, I decided to take on the challenge of modeling the markets. That was more than a decade ago. Initially, I developed several model...

  • A Rule-Based Approach to Trading by Jeffrey Owen Katz, Ph.D.

    ARTICLE SYNOPSIS ...A Rule-Based Approach to Trading by Jeffrey Owen Katz, Ph.D. Last month, Katz presented his experience developing a trading system using a neural network?based approach. This month, he delves into a rule-based approach to trading. Previously, I showed that attempts to model the markets by applying sophisticated technology such as neural networks in a simplistic manner does not work well. Present-day attempts to apply the neural-net novice approach fail because the market inefficiencies discovered by the simplistic application of sophisticated technologies have already been ""traded away"" b...

  • Developing Neural Network Forecasters For Trading by Jeffrey Owen Katz, Ph.D.

    ARTICLE SYNOPSIS ...Developing Neural Network Forecasters For Trading by Jeffrey Owen Katz, Ph.D. Neural networks, for many, still exist only in the realm of theory, without having real, practical, everyday uses -- yet. But neural network applications need not be confined solely to theory and simulation for trading purposes. Ambitious traders can build neural nets for themselves. There are pitfalls along the way, but Jeffrey Owen Katz explains what they are and how to avoid them. For many traders, neural networks exist only as fantasy, surrounded by an aura of mystery, unknown and unexplainable. For some, the te...







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