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by Anthony W
Alpha-beta trend following system Version II, tuning for performance by Anthony W. Warren Ph.D.
ARTICLE SYNOPSIS...Alpha-beta trend following system
Version II, tuning for performance
by Anthony W. Warren Ph.D.
Several years ago, I published the alpha-beta trend following method in Technical Analysis of Stocks &
Commodities. Although similar in concept to the c
AUTHOR: Anthony W. Warren, Ph.D.DATE: APR 1989
Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D.
ARTICLE SYNOPSIS...Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D.
In the June and December 1985 issues of Technical Analysis of Stocks & Commodities magazine, I
presented a new method for trend-following based on the use of alpha-beta filtering for trade
AUTHOR: Anthony W. Warren, Ph.D.DATE: DEC 1986
AUTHOR: Anthony W. Warren, Ph.D.DATE: JAN 1984
Data Filtering For Trend Channel Analysis by Anthony W. Warren, Ph.D.
ARTICLE SYNOPSIS...Data Filtering For Trend Channel Analysis
by Anthony W. Warren, Ph.D.
Trend-following methods typically utilize moving averages of closing price data for buy and sell signals.
Often, the signals turn out to be false due to short-term market fluctuations
AUTHOR: Anthony W. Warren, Ph.D.DATE: MAR 1993
AUTHOR: Anthony W. Warren, Ph.D. and Jack HutsonDATE: JUL 1984
Momentum Trading Using Fourier/WAMI Optimization by Anthony W. Warren, Ph.D.
ARTICLE SYNOPSIS...Momentum Trading Using Fourier/Wami Optimization by Anthony W. Warren, Ph.D.
Technical analysis and the use of indicators may lend itself to well-defined rules for trading, but most traders develop their methods into more of an art form. Here, a longtim
AUTHOR: Anthony W. Warren, Ph.D.DATE: SEP 1994
Optimizing Momentum by Anthony W. Warren, Ph.D.
ARTICLE SYNOPSIS...Optimizing Momentum by Anthony W. Warren, Ph.D.
Longtime readers may remember the body of written work from Stocks & Commodities contributor Anthony W. Warren during the early days of this magazine, in particular Fourier transform and triple exponential
AUTHOR: Anthony W. Warren, Ph.D.DATE: APR 1994
AUTHOR: Anthony W. Warren, Ph.D.DATE: MAR 1984
AUTHOR: Anthony W. Warren, Ph.D.DATE: JUN 1985
AUTHOR: Anthony W. Warren, Ph.D.DATE: DEC 1985