ARTICLE SYNOPSIS...Duration, used in fixed-income portfolios to measure risk associated with changes in interest rates, is applied here to measure the risk of a stock portfolio. The duration statistic has proved to be a valuable risk indicator for fixed-income portfolios
ARTICLE SYNOPSIS...Building A Variable-Length Moving Average by George R. Arrington, Ph.D. Of the tools in the technician's arsenal, the moving average is one of the most popular. It is used to eliminate minor fluctuations in prices, filter data noise and identify any und
ARTICLE SYNOPSIS...Markov Chains by George R. Arrington, Ph.D. A Markov chain, the concept of which was developed in 1906 by Russian mathematician A.A. Markov, is a mathematical tool that traders might use to predict future price changes on the basis of past price changes
ARTICLE SYNOPSIS...Seasonal Adjustment Of Time Series Data by George R. Arrington, Ph.D. While time series data is the heart of most technical trading systems, some have a tendency to reflect seasonal patterns; for example, agricultural commodities tend to follow harves
ARTICLE SYNOPSIS...The Basics Of Moving Averages by George R. Arrington, Ph.D. Moving averages are one of the most common technical tools that technicians, both veteran and novice, may take advantage of. But for those novices, the concept may be somewhat confusing. What i
ARTICLE SYNOPSIS...The JSA Moving Average by George R. Arrington, Ph.D. Presenting the JSA, a unique moving average that could provide an early warning that other technical indicators may have an impending signal. In addition, comparing the JSA with other moving averages