STOCKS & COMMODITIES magazine. The Traders' Magazine

Technical Analysis of STOCKS & COMMODITIES
The Tradersí Magazine since 1982
37,000 Page Tradersí Archive for $89.99

Article Archive For Ron McEwan

  • Inflation-Adjusted Market Returns

    ARTICLE SYNOPSIS ...Does inflation explain why markets are higher in dollar value and why they seem to be worth less in purchasing value? Here's a detailed look....

  • The Volatility (Regime) Switch Indicator

    ARTICLE SYNOPSIS ...Here's how you can construct a simple Excel spreadsheet for the volatility switch indicator....

  • Lunar Cycles And Stock Market Volatility

    ARTICLE SYNOPSIS ...Have you ever objectively analyzed the data of lunar cycles and its relationship with the financial markets? Here is one method that could bring some value to your trading....

  • Low-Frequency Trading

    ARTICLE SYNOPSIS ...Here's one way you can combat the high-frequency traders. The best part is, you can sleep well at night, using the one-year moving average of the cumulative advance-decline data....

  • Inflation-Adjusted Market Returns

    ARTICLE SYNOPSIS ...Often, we forget to take inflation into account when calculating long-term returns. Here's how you can include this necessary variable and get a more realistic picture of your returns....

  • Mining For Gold

    ARTICLE SYNOPSIS ...Here's how you can use the Commitment Of Traders report to help in trading commodities....

  • Pair Trading With Spreadsheets

    ARTICLE SYNOPSIS ...Build a spreadsheet to aid in revealing profitable opportunities in pair trades....

Entropic Analysis Of Equity Prices by Ron McEwan

  • Sidebar: Durbin Watson statistic by Ron McEwan

    ARTICLE SYNOPSIS ...Stocks & Commodities V. 22:4 (60): Sidebar: Durbin Watson statistic by Ron McEwan The Durbin Watson statistic is a test that looks for first-order autocorrelation in the residuals of a time-series regression. The residual for time period t is compared with the residual for time period t?1, resulting in a statistic that measures the significance of this correlation. The value of the statistic ranges from zero to 4, with 2 indicating that there is no serial correlation. Sidebar Figure 1 shows a spreadsheet for calculating the autocorrelation for 10 securities....

  • Come Here Quick, Durbin Watson by Ron McEwan

    ARTICLE SYNOPSIS ...Stocks & Commodities V. 22:4 (58-60): Come Here Quick, Durbin Watson by Ron McEwan Here's how you can use the Durbin Watson statistic to measure the autocorrelation of two securities. One of the most powerful statistical tools traders have at their disposal is the ability to measure the correlation between two sets of time series data. There are many approaches to this. One is to measure the relationship of stock prices (usually the closing prices). Another method, common among portfolio analysts, is to measure the correlation of the returns (daily, weekly, or monthly) of the underlying dat...

S&C Subscription/Renewal

Request Information From Our Sponsors 

DEPARTMENTS: Advertising | Editorial | Circulation | Contact Us | BY PHONE: (206) 938-0570

PTSK — The Professional Traders' Starter Kit
Home — S&C Magazine | Working Money Magazine | Advantage | Online Store | Traders’ Resource
Add a Product to Traders’ Resource | Message Boards | Subscribe/Renew | Free Trial Issue | Article Code | Search

Copyright © 1982–2019 Technical Analysis, Inc. All rights reserved. Read our disclaimer & privacy statement.