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Article Archive For Patrick E. Lafferty

  • How Smooth Is Your Data Smoother? by Patrick E. Lafferty

    ARTICLE SYNOPSIS ...How Smooth Is Your Data Smoother? Traders use moving averages to remove random fluctuations from price data. Some moving averages work better than others. Take a look. In 1995, I wrote an article for STOCKS & COMMODITIES presenting some of the properties of three methods for removing random noise from financial time series. I discussed the lags between the turning point of a simple test data sequence and the turning points of three types of moving averages. I showed that for equal moving average periods, the three moving averages had markedly different lag characteristics. Specifically, for ea...

  • The End Point Moving Average by Patrick E. Lafferty

    ARTICLE SYNOPSIS ...INDICATORS The End Point Moving Average by Patrick E. Lafferty Moving averages have been used for decades to smooth out the noise in the prices of tradables. Here's an entry in the category, one that may provide a more accurate representation of market trends and turn out to be a more sensitive indicator of trend changes. A century ago, Charles Henry Dow observed that trends and noise were major components of stock market price movements. Recent research into the fractal nature of markets has confirmed those observations by demonstrating that economic and capital market time series are bi...

  • A Regression-Based Oscillator by Patrick E. Lafferty

    ARTICLE SYNOPSIS ...A Regression-Based Oscillator by Patrick E. Lafferty Editor's note: Mr. Lafferty originally submitted this article as an entry to the June Traders' Challenge contest. We decided to run it as a separate article because the idea that Mr. Lafferty presented in his entry intrigued me and we thought that STOCKS & COMMODITIES readers would similarly be interested in his techniques. Although my primary interest in trading is in stock index options, after reading the June STOCKS & COMMODITIES interview with John Murphy, I realized that my stock index analyses could benefit from better understanding ...

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