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• The 18.5-Year Economic Cycle

  ARTICLE SYNOPSIS ...Some believe that W.D. Gann was able to make accurate economic predictions based on the 18.5-year lunar cycle. Here is a look at this concept, with a study that plots lunar cycles against the stock market...

AUTHOR: Ron McEwanDATE: Bonus Issue 2021SUBJECT: Astrophysical Cycles

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• A Spreadsheet For A Trend-Following Approach

  ARTICLE SYNOPSIS ...Here's a template for a spreadsheet that anyone can use to set up a simple trend-following system...

AUTHOR: Ron McEwanDATE: FEB 2020SUBJECT: Coding

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• 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....

AUTHOR: Ron McEwanDATE: Bonus Issue 2014SUBJECT: Trading systems

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• The Volatility (Regime) Switch Indicator

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

AUTHOR: Ron McEwanDATE: FEB 2013SUBJECT: Trading systems

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• 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....

AUTHOR: Ron McEwanDATE: Bonus Issue 2013SUBJECT: Indicators

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• 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....

AUTHOR: Ron McEwanDATE: APR 2013SUBJECT: Trading systems

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• 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....

AUTHOR: Ron McEwanDATE: SEP 2012SUBJECT: Investing

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• Mining For Gold

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

AUTHOR: Ron McEwanDATE: NOV 2012SUBJECT: Futures

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• Pair Trading With Spreadsheets

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

AUTHOR: Ron McEwanDATE: APR 2012SUBJECT: At The Close

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Entropic Analysis Of Equity Prices by Ron McEwan

AUTHOR: Ron McEwanDATE: NOV 2006SUBJECT: Trading Techniques

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• 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....

AUTHOR: Ron McEwanDATE: APR 2004SUBJECT: Sidebar

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• 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...

AUTHOR: Ron McEwanDATE: APR 2004SUBJECT: Statistics