Article Archive For Keyword: B Wade Brorsen

Download
Article

• Do funds distort price movements? by B. Wade Brorsen and Scott H. Irwin

  ARTICLE SYNOPSIS...Do funds distort price movements? by B. Wade Brorsen and Scott H. Irwin The rapid rise of large-scale technical trading by futures funds has led to a concern that such trading could distort futures price movements. Our previous research shows that quite

AUTHOR: B. Wade Brorsen and Scott H. IrwinDATE: OCT 1989

Download
Article

• Reducing profit variability from technical trading systems by Milton S. Boyd and B. Wade Brorsen

  ARTICLE SYNOPSIS...Reducing profit variability from technical trading systems by Milton S. Boyd and B. Wade Brorsen Some technical traders spend a sizable portion of their time searching for the perfect trading system or the ""optimal"" parameters, hoping the newly discov

AUTHOR: Milton S. Boyd and B. Wade BrorsenDATE: MAR 1990

Download
Article

• Slippage Cost Of A Large Technical Trader by Thomas V. Greer, B. Wade Brorsen and Shi-Miin Liu

  ARTICLE SYNOPSIS...Slippage Cost Of A Large Technical Trader by Thomas V. Greer, B. Wade Brorsen and Shi-Miin Liu If traders rely on technical trading systems, they need to know the size of slippage, which is the difference between estimated transaction costs and actual t

AUTHOR: Thomas V. Greer, B. Wade Brorsen and Shi-Miin LiuDATE: JAN 1992

Download
Article

• The value of optimization by Louis P. Lukac and B. Wade Brorsen

  ARTICLE SYNOPSIS...The value of optimization by Louis P. Lukac and B. Wade Brorsen Optimization based on historical data is used widely in the futures industry to determine the most profitable parameter sets for a trading system. The underlying premise is that if some par

AUTHOR: Louis P. Lukac and B. Wade BrorsenDATE: JUL 1988

Download
Article

• Trading commodity spreads mechanically by Louis P. Lukac & B. Wade Brorsen

  ARTICLE SYNOPSIS...Trading commodity spreads mechanically by Louis P. Lukac & B. Wade Brorsen Using a mechanical rule to trade a futures market is not new--countless mechanical methods exist with the general purpose of creating a profit while eliminating the human factor f

AUTHOR: Louis P. Lukac and B. Wade BrorsenDATE: AUG 1989