Article Archive For
Scott W. Barrie
Seasons In Soybeans by Scott Barrie
ARTICLE SYNOPSIS ...Tracking Risk Premium
Seasons In Soybeans
Year after year, the Earth turns around its axis, producing
trading opportunities you can exploit with technical tools.
by Scott Barrie
Seasonality and technical analysis can be a
powerful combination. Traders who
understand the natural supply and demand
cycles in the commodities markets can
anticipate market turns more precisely, helping
them isolate good trading situations and avoid poor ones. Here's a practical application: tracking risk
premium in the soybean market.
Soybean prices change based on the perception of future
supply. The amount of c...
AUTHOR: Scott W. BarrieDATE: MAY 2001SUBJECT: Seasonality
AUTHOR: Scott W. BarrieDATE: MAR 2001SUBJECT: Technical Analysis
AUTHOR: Scott W. BarrieDATE: APR 2001SUBJECT: Grains
Trading Monthly Eurodollars by Scott W. Barrie
ARTICLE SYNOPSIS ...Trading Monthly Eurodollars by Scott W. Barrie
Traders tend to be more interested in trading short time frames than long ones, but a longer one can be of value as well. Here's a simple technical system based on monthly Eurodollar charts for entry and exit signals.
A tool often overlooked in trading futures is the monthly chart. Monthly charts present a clear picture of the trend, be it up, down or sideways. The price trend shown on monthly charts are the moves that as traders, we all wish we could participate in. However, most traders lack the patience and discipline necessary to
stay with ...
AUTHOR: Scott W. BarrieDATE: JUN 1998SUBJECT: Market Timing
Trend-Following The Corn/Wheat Spread by Scott W. Barrie
ARTICLE SYNOPSIS ...Grain markets offer profit opportunities due to the seasonal
nature of their planting, crop development and harvesting
cycle. During certain times of the year, the price of the grain crops are especially vulnerable due to these seasonal tendencies.
Here are some trading strategies based on seasonal
spread trading, using a trend-following method to filter
seasonal signals.
Seasonal analysis is comparable to
any other analytical method; we
assume that future price movement
will be similar to past price
movement. When working with
seasonal analysis, you review past
price behavior within the fram...
AUTHOR: Scott W. BarrieDATE: OCT 1997SUBJECT: Trading Techniques
Trading Soybean Spreads by Scott W. Barrie
ARTICLE SYNOPSIS ...Trading Soybean Spreads by Scott W. Barrie
Here are the basics of trading a soybean commodity spread using a seasonal strategy.
The price relationship between two or more given commodity contracts is known as a spread. Spread trading is the purchase of one commodity contract and
the simultaneous sale of another, related, futures contract. The price difference can change, and if it trends in the correct direction, the change in the relationship of the prices will be profitable. There are two basic types of spreads: intercommodity and intracommodity spreads.
An intercommodity spread is the p...
AUTHOR: Scott W. BarrieDATE: FEB 1997SUBJECT: Derivatives
Trading the Wheat/Corn Spread by Scott W. Barrie
ARTICLE SYNOPSIS ...Trading The Wheat/Corn Spread: by Scott W. Barrie
Here's a seasonally and statistically based intermarket spread trade.
Within a short time, every futures trader learns strategies that go beyond the simple long or short position. In riding the learning curve, the novice trader will, sooner or later, add spread trading to his or her arsenal of strategies.
Here's how one particular strategy works, as well as a his-torical review of it.
But first, here are some basic definitions. A spread is
simply the price relationship between two or more futures
contracts. Futures traders use three basic sp...
AUTHOR: Scott W. BarrieDATE: AUG 1997SUBJECT: Trading Techniques
The COT Index and Corn by Scott Barrie
ARTICLE SYNOPSIS ...The COT Index and Corn by Scott Barrie
Here's a study on using the Commitments of Traders index as an indicator for trading the corn market.
The clearing houses for futures exchanges list the current number of outstanding contracts as the open interest figures. Unlike securities, where the paper is referred to as shares and which are only issued by the
corporations, futures contracts can be created and dissolved by the parties actually trading the market.
Whenever a new buyer goes long a contract and the other side of the trade is a new seller establishing a short position, one new contract...
AUTHOR: Scott W. BarrieDATE: SEP 1996SUBJECT: Indicators
Pork Bellies and the COT Index by Scott W. Barrie
ARTICLE SYNOPSIS ...Pork Bellies And The COT Index by Scott W. Barrie
When presented with sentiment data, you'll need to know when to follow the crowd or be a contrarian. In our continuing look at using the COT index to predict market direction for commodities, here's a study on the
COT report as an indicator for trading pork bellies.
Previously, we showed some common misconceptions about the Commitments of Traders data and reevaluated some of the conventional interpretations surrounding it. Using the July corn contract on Chicago Board of Trade as the basis for our study, we determined how accurate the various...
AUTHOR: Scott W. BarrieDATE: OCT 1996SUBJECT: Indicators
Quasi-Seasonal Tendencies in Bond Futures by Scott Barrie
ARTICLE SYNOPSIS ...V.14:1 (19-25): Quasi-Seasonal Tendencies in Bond Futures by Scott Barrie
Markets may have certain persistent characteristics. Here, a market analyst takes a close look at the Treasury bond futures markets to see if there are tradable patterns.
Agricultural commodities traders are familiar with seasonal tendencies. Crops are planted at around the same time each year and harvested around the same time each year, so prices tend to follow the normal planting and harvesting cycle of production. Soybeans seem to rally in April, May or June based on drought scares, except in 1993, when soybeans ra...
AUTHOR: Scott W. BarrieDATE: JAN 1996SUBJECT: Classic Techniques
SIDEBAR: Filtering in Excel by Scott Barrie
ARTICLE SYNOPSIS ...V.13:07 (286): SIDEBAR: Filtering in Excel by Scott Barrie
Here are the Excel 4.0 formulas to perform individual market filters. For our example, we'll use the December 1994 Treasury bond futures market (sidebar Figures 1 and 2) with a 1% filter. The spreadsheet will use the following formulas in their respective cell locations: column A: contract symbol; column B: date (be sure to use trading days only); column C: opening price; column D: intraday high; column E: intraday low; column F: close or settlement.
In column headings, I have used the_ to represent spaces between words so my macros ...
AUTHOR: Scott W. BarrieDATE: JUL 1995
Using Filtered Waves for Trend Analysis by Scott Barrie
ARTICLE SYNOPSIS ...V.13:07 (282-287): Using Filtered Waves for Trend Analysis by Scott Barrie
Filtering is simply processing price data to remove extraneous, noisy, information. What's left after filtering can be considered to be the more important and perhaps tradable information. Here's a method to filter price data for reliable patterns as well as some suggested trading plans.
Technical analysts use past market behavior as a guidepost for future behavior. By studying the past, an analyst can glean patterns that can be used as the basis for trades. The challenge is determining which past behaviors are appr...
AUTHOR: Scott W. BarrieDATE: JUL 1995
Pattern Recognition and T-Bond Futures by Scott W. Barrie
ARTICLE SYNOPSIS ...V.13:08 (352-358): Pattern Recognition and T-Bond Futures by Scott W. Barrie
Pattern recognition is used to standardize and categorize market behavior into quantifiable market movements. After a collection of patterns have been
identified, the market movement following each pattern can be measured. This post-pattern description can be used as a forecasting tool. In this article, Merrill waves are used as the basis for the patterns and forecasting.
The goal of market analysis is to answer two simple questions: What is the direction of prices, and how much time will elapse before the direction...
AUTHOR: Scott W. BarrieDATE: AUG 1995