Article Archive For Keyword:
by Roger
Designing Trading Systems For The Stock Market by Roger Altman, Ph.D.
ARTICLE SYNOPSIS...Designing Trading Systems For The Stock Market by Roger Altman, Ph.D.
System designers are aware that the traditional methods used to select parameter values are prone to
overfitting. What, then, can be done about it? Stocks & Commodities Roger Altman p
AUTHOR: Roger Altman, Ph.D.DATE: OCT 1993
AUTHOR: Roger DarleyDATE: NOV 2000
Parameter Optimization by Roger Altman, Ph.D.
ARTICLE SYNOPSIS...Parameter Optimization by Roger Altman, Ph.D.
Optimizing the parameters of mechanical trading systems to improve performance is a common technique, but does such a procedure improve system profitability? Is there evidence that optimization will lead us
AUTHOR: Roger Altman, Ph.D.DATE: DEC 1990
Persistent Option Volatility by Roger Ison, Ph.D.
ARTICLE SYNOPSIS...Stocks & Commodities V. 23:8 (14-20): Persistent Option Volatility by Roger Ison, Ph.D.
Do you really understand what your options model is
doing? Let's find out.
If you trade options, you know that mathematical
option models are essential tools and, g
AUTHOR: Roger Ison, Ph.D.DATE: AUG 2005
AUTHOR: Roger Altman, Ph.D.DATE: JUN 1992
AUTHOR: Roger Altman, Ph.D.DATE: FEB 1993
Selecting And Interpreting Leading Indicators by Roger Pilloton
ARTICLE SYNOPSIS...Selecting And Interpreting Leading Indicators by Roger Pilloton
Adjusting for the weaknesses of leading indicators so that you are able to select, interpret, and check their reliability.
Leading indicators play a major role in economic and stock marke
AUTHOR: Roger PillotonDATE: AUG 1991
Split Synthetic Stock Positions by Roger Ison, Ph.D.
ARTICLE SYNOPSIS...Split Synthetic Stock Positions by Roger Ison, Ph.D.
Use this flexible but little-known strategy to buy stock
inexpensively, deploy cash more effectively, and diversify your
portfolio.
Suppose that a stock you follow, Abcd Inc.
[ABCD], has just taken a
AUTHOR: Roger Ison, Ph.D.DATE: APR 2003
Tactical Trading Revisited by Roger Altman, Ph.D.
ARTICLE SYNOPSIS...Tactical Trading Revisited by Roger Altman, Ph.D.
How would the Martingale trading technique work with a trading system that does not assume that the market is a random walk but instead relies on its own system parameters to determine stop-loss points,
AUTHOR: Roger Altman, Ph.D.DATE: SEP 1993
AUTHOR: Roger FarleyDATE: NOV 1990