Article Archive For
John Kean
The Ratio Of Inflation Rates And Currency Trends by John Kean
ARTICLE SYNOPSIS ...V.13:06: (252-254): The Ratio Of Inflation Rates And Currency Trends by John Kean
Exchange rates fluctuate on a second to second basis, but the long-term trends can be understood by using an indicator based on the ratio of inflation rates. The
case in point? The recent Mexican peso debacle.
Picture this: A robust developing economy, a democratically maturing political system and a newly adopted treaty eliminating trade tariffs with the world's greatest consumer economy (which also happens to be its northern neighbor). A situation like this could only point to good investment times ahead, w...
AUTHOR: John KeanDATE: JUN 1995SUBJECT: Real World
Determining Leverage For Trading Systems by John Kean
ARTICLE SYNOPSIS ...Determining Leverage For Trading Systems by John Kean
When your trading's going your way, you're apt to think about leveraging your trading based on your success in hindsight. However, leveraging can be a two-edged sword when it comes to profits and drawdowns.
Admit it. Getting rich quick has a certain allure, but pursuing it as a goal seldom pays off. In the world
of trading, fast or instant wealth plans usually involve the use of leverage far and above what is
reasonable. Often, those at risk don't realize what's involved, and they don't realize that overleveraging an
otherwise profitable ...
AUTHOR: John KeanDATE: MAY 1994
Stock Market Risk: A Monthly Look by John Kean
ARTICLE SYNOPSIS ...Stock Market Risk: A Monthly Look by John Kean
Have you ever wanted to know what the actual statistics of the month-to-month risk in the stock market are? This article looks at the question and formulates a possible reason.
Most stock market analysis focuses on whether prices will rise or fall, with much less attention given
to the question of drawdowns, or lows. Occasionally, however, even a month with a substantial stock
index gain will have a draw down that is beyond many investors' stamina levels.
Now take a look at monthly drawdowns in the Standard & Poor's 500 stock index from 1965 on...
AUTHOR: John KeanDATE: JAN 1994
Treasury Bond Yields: A Neural Net Analysis Approach by John Kean
ARTICLE SYNOPSIS ...Treasury Bond Yields: A Neural Net Analysis
Approach
by John Kean
In this article, STOCKS & COMMODITIES contributor John Kean uses a neural network to look for
predictable patterns between Treasury bond yields and two of the driving forces behind the bond market,
inflation and government deficits.
Treasury bond yields are one of the most closely watched financial statistics. Aside from bond traders,
those in the stock, commodities and foreign exchange markets know that moves in the Treasury bonds
often set off intermarket waves that spread out like a stone thrown into a pond. Besides the fin...
AUTHOR: John KeanDATE: APR 1993
Product Reviews: Three Neural Net Evaluations by John Kean
AUTHOR: John KeanDATE: 1993SUBJECT: Product Review
Using Neural Nets For Intermarket Analysis by John Kean
ARTICLE SYNOPSIS ...Using Neural Nets For Intermarket Analysis by John Kean
Changes in Treasury bill yields, Treasury bond yields, gold and the U.S. dollar affect the stock market in subtle but predictable ways. These are complex and challenging relationships to decipher - tasks well suited to the abilities of neural networks, since neural nets are designed to detect patterns in relationships. Here, systems analyst John Kean presents his work on utilizing a neural network for researching intermarket relationships.
Watching changes in market prices and interest rates may suggest that hidden somewhere in these
s...
AUTHOR: John KeanDATE: NOV 1992
Chaos Theory And Neural Network Analysis by John Kean
ARTICLE SYNOPSIS ...Chaos Theory And Neural Network Analysis
by John Kean
Do markets have memory? In this new theory by Edgar Peters, an offshoot of chaos theory, John Kean
explains, markets can be regarded as nonlinear dynamic systems, and neural networks can be used to
analyze and gauge behavioral patterns in price change data useful in prediction.
It's convenient that, at a time when the T behavioral natures of commodity and financial markets are
being rethought, a new technique for examining the data has appeared. Chaos theory, in its in fancy,
challenges the statistically based conventional view of markets...
AUTHOR: John KeanDATE: JUN 1992
Bond Yield Diagnosis by John Kean
ARTICLE SYNOPSIS ...Bond Yield Diagnosis by John Kean
Inflation is usually the first choice for analyzing the forces driving the direction of bond yields, but systems analyst John Kean illustrates that charting government borrowing can help determine the trend of interest rates.
Bond yields are one financial factor that stands out from the rest in importance. They are a critical item
in economic growth, have a particularly strong influence on stock prices and foreign exchange rates and
are often used as a metaphor for a country's overall economic and political health. Although bond yields
are acknowledged to be...
AUTHOR: John KeanDATE: DEC 1992