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• Measuring Risk With The Normalized Risk Index

  ARTICLE SYNOPSIS ...Risk - there are many ways to measure it, but how effective are they? Here's one measure that is versatile and suitable for just about any type of risk profile...

AUTHOR: Mike B. SirokyDATE: JAN 2018SUBJECT: Risk Management

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• Volatility: What's The Best Measure?

  ARTICLE SYNOPSIS ...Volatility has often been measured by standard deviation but there are other ways to look at volatility. Here we look at how true range can be used as a reliable volatility measure...

AUTHOR: Mike B. SirokyDATE: APR 2018SUBJECT: Trading Techniques

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• Estimating The Fractal Dimension Of Stock Prices

  ARTICLE SYNOPSIS ...Are markets completely random and unpredictable, or are they partially predictable? Here, we explore how the fractal dimension (or the related Hurst exponent) of a stock or index price series can help answer this question...

AUTHOR: Mike B. SirokyDATE: NOV 2017SUBJECT: Quantitative Analysis

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• Gain Probability Index

  ARTICLE SYNOPSIS ...You have to know (or estimate) your probability of gain and your payoff odds before entering a trade, but how do you estimate gain probability and payoff odds? Let's find out...

AUTHOR: Mike B. SirokyDATE: JUN 2017SUBJECT: Money Management

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• Wilder's RSI: Extending The Time Horizon

  ARTICLE SYNOPSIS ...The relative strength index (RSI) is a popular indicator among traders, but how do you figure out how many price bars to include in its calculation, or how high is high, or how low is low? Here's one way to do it....

AUTHOR: Mike B. SirokyDATE: MAY 2014SUBJECT: Indicators

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• Defining Stock Trends With The RSI

  ARTICLE SYNOPSIS ...The relative strength index (RSI) is considered an indicator to apply when markets are range-bound. But here's one way you can use the RSI to identify intermediate- and long-term trends in the equity markets....

AUTHOR: Mike B. SirokyDATE: JUL 2014SUBJECT: Indicators