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Article Archive For Keyword: Data

  • A Cup Of Security With Vasco Data

    ARTICLE SYNOPSIS...A cup is in the making.

  • A better way to smooth data by J.S. Payne, Ph.D.

    ARTICLE SYNOPSIS...A better way to smooth data by J.S. Payne, Ph.D. What every trader desires is indicators that give strong signals with no misleading period-to period jitter, or noise. We all know what noise is to a trader, but let's restate it. Noise is something in yo

  • Alliance Data Systems: Easy Short Into Support?

    ARTICLE SYNOPSIS...Shares of Alliance Data Systems (ADS) are heading lower after breaking a key support level.

  • Can Options Data Help You Trade Stocks?

    ARTICLE SYNOPSIS...There is a big difference between trading options and stocks. With options, you first need to understand the Greeks and then you need a good options chain data provider just for starters. But how about using complicated options data to trade stocks?

  • Clue Hunting Through Commitment Of Traders' Data

    ARTICLE SYNOPSIS...Like any indicator, Commitment of Traders (COT) data has its followers. For those who know how to read between the lines, there is always an interesting story to be had.

  • Comparing data vendors by Steven B. Achelis

    ARTICLE SYNOPSIS...Comparing data vendors by Steven B. Achelis If you think choosing stocks and/or commodities to buy is difficult, try selecting a data vendor to use with your technical analysis software. At Computer Asset Management we have written software (The Downloa

  • Computer Data Conversion by Hans Hannula, Ph.D., C.T.A.

    ARTICLE SYNOPSIS...Computer Data Conversion by Hans Hannula, Ph.D., C.T.A. Computers talk to each other all the time -- except when you get involved. A familiar feeling? Ever have data you'd love to have on your system, except the data aren't compatible with your setup and

  • Converting Data Files by Franz Hrazdira

    ARTICLE SYNOPSIS...Converting Data Files by Franz Hrazdira Most charting programs work with historical data stored in files of a specific data structure best suited to that program to access, process and present. Only one source I know of, Telescan in Houston, TX, supplie

  • 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

  • Data Filtering Methods For Technical Analysis by ANTHONY WARREN, Ph.D./Technical Analysis

    ARTICLE SYNOPSIS...Data Filtering Methods For Technical Analysis by ANTHONY WARREN, Ph.D./Technical Analysis staff writer Data filtering methods such as moving averages are quite prevalent in many trading systems. In this article we will discuss a methodology for selectin

Data Mining And Cubes For Traders by Art Tennick

  • Data Services

    ARTICLE SYNOPSIS...The advent of the Internet has made available data services of all kinds maintained by the vendor. This gives you, the buyer, a myriad of possibilities when it comes to data frequency, method, and delivery.

  • Data Smoothing using a Kalman Filter by Vince Banes

    ARTICLE SYNOPSIS...Data Smoothing using a Kalman Filter by Vince Banes ""The analysis of continuous pricing information works well with this form of filtering"" The concept of optimum estimation was introduced by Dr. R.E. Kalman in 1960. The first major application of hi

  • Discerning Portfolio Patterns Using Data Animation by Bruce Peterson, PhD

    ARTICLE SYNOPSIS...Discerning Portfolio Patterns Using Data Animation by Bruce Peterson, PhD Here is a method using animation that helps you visualize patterns of stock behavior for an entire portfolio. Traders have long used technical indicators and charts to identify p

  • Downloading Free Stock Data

    ARTICLE SYNOPSIS...Typically, market data is supplied by the exchanges and you have to pay for that data. Here's a look at how you can extract data from free resources

  • Electronic Data Systems And Breaking The Downtrend

    ARTICLE SYNOPSIS...Strong technicals in a fundamentally promising industry make EDS attractive.

  • FILTER PRICE DATA: Moving Averages vs. Exponential Moving Averages by Jack K. Hutson

    ARTICLE SYNOPSIS...FILTER PRICE DATA: Moving Averages vs. Exponential Moving Averages by Jack K. Hutson In the process of collecting stock or commodity time series data, such as daily closes, we lose a significant quantity of information. We are examining a single point (

  • Finding Cycles In Time Series Data by A. Bruce Johnson, Ph.D.

    ARTICLE SYNOPSIS...Finding Cycles In Time Series Data by A. Bruce Johnson, Ph.D. To improve the process of removing trend from stock market prices to see underlying cyclic movement, I have combined triangular moving averages with the moving average convergence/divergence

  • Finding patterns in random data by Nelson Weiderman, Ph.D.

    ARTICLE SYNOPSIS...Finding patterns in random data by Nelson Weiderman, Ph.D. Since the advent of the personal computer, a great deal of time has been devoted to finding tradeable patterns in stock and commodity data. The idea is that patterns found in historical data are

  • Forex Focus: Recycle Your Data by Patrick S. Nouvion

    ARTICLE SYNOPSIS...Stocks & Commodities V. 25:4 (14-17): Forex Focus: Recycle Your Data by Patrick S. Nouvion Access to foreign exchange trading has opened up exciting trading options for the retail trader. You can now trade alongside corporations and institutions in a hi

Historical Data

  • How Good Is Your Data? by Sunny Harris

    ARTICLE SYNOPSIS...Is all data equal? If truth be told, I never gave it much thought. I have been using one vendor nearly exclusively for about 20 years. My fills are good enough. My closing prices seem to match what I see on television or find online. As long as t

  • How Smooth Is Your Data Smoother? by Patrick E. Lafferty

    ARTICLE SYNOPSIS...How Smooth Is Your Data Smoother? Traders use moving averages to remove random fluctuations from price data. Some moving averages work better than others. Take a look. In 1995, I wrote an article for STOCKS & COMMODITIES presenting some of the properties

  • Interview: Bob Pelletier Of CSI Data by Jayanthi Gopalakrishnan

    ARTICLE SYNOPSIS...Stocks & Commodities V. 24:13 (40-45): Interview: Bob Pelletier Of CSI Data by Jayanthi Gopalakrishnan Not many current traders can remember a time when commodities weren't a driving force in the markets, but Robert Pelletier, president of CSI, can. Pel

Jurik Indicators And Data Preprocessors

  • Least-Squares Data Smoothing by Harold A. Kreamer

    ARTICLE SYNOPSIS...Least-Squares Data Smoothing by Harold A. Kreamer Superimposed on and often indistinguishable from daily market data trends are seemingly random fluctuations, known as noise. An analyst wants to remove as much noise from data as possible without degradi

  • Liquidity Data Bank: Big promises, small deliveries by Thomas K Bonen

    ARTICLE SYNOPSIS...Liquidity Data Bank: Big promises, small deliveries by Thomas K. Bonen In 1984, the Chicago Board of Trade (CBOT) introduced the revolutionary Liquidity Data Bank (LDB) to the general public. It was a truly unique venture intended to open up the exchang

  • Locating value with auction market data by Donald L. Jones

    ARTICLE SYNOPSIS...Locating value with auction market data by Donald L. Jones There are two fools in every market. One asks too little, one asks too much. -- Old Russian proverb The search for value in markets is a never-ending quest, since value changes with underlying

  • Market Profile/Liquidity Data Bank: A procedural outline by Donald L. Jones

    ARTICLE SYNOPSIS...Market Profile/Liquidity Data Bank: A procedural outline by Donald L. Jones The Chicago Board of Trade's Market Profile/Liquidity Data Bank report is an unparalleled source of market- generated information. Each price traded during the day is identified

  • On-Line Data Addiction by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...On-Line Data Addiction by Van K. Tharp, Ph.D. One of the most useful tools for the modern trader is the on-line quote monitor, which gives the trader a minute-by-minute picture of what is going on in the market. It allows the trader to position a trade

  • Predicting Market Data Using The Kalman Filter by R. Martinelli & N. Rhoads

    ARTICLE SYNOPSIS...Predicting Market Data Using The Kalman Filter by R. Martinelli & N. Rhoads The Kalman filter is a two-stage algorithm that assumes there is a smooth trendline within the data that represents the true value of the market before being perturbed by market

  • Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads

    ARTICLE SYNOPSIS...Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads Can the Kalman filter be used to predict future price movement? In this second part of this series we answer this question. Previously, we discussed the Kalman filter and

  • Predicting The VIX By Reordering Data

    ARTICLE SYNOPSIS...In recent years, the CBOE Volatility Index (VIX) has increased in importance and use as an indicator of market direction. This article demonstrates how the direction of tomorrow's change in the VIX might be determined by restructuring readily available m

  • Preprocessing Data And Fast Fourier Transform by Thom Hartle

    ARTICLE SYNOPSIS...Preprocessing Data And Fast Fourier Transform by Thom Hartle Preprocessing data is a popular buzzterm today, but what is it and why do we do it? Well, here's an explanation of data preprocessing and a tutorial on using fast Fourier transforms (Fft). Fft

  • Preprocessing Data For Neural Networks by Lou Mendelsohn

    ARTICLE SYNOPSIS...Preprocessing Data For Neural Networks by Lou Mendelsohn Today's global markets demand new analytical tools for survival and profit as prevailing methods of analysis lose their luster. Here, Stocks & Commodities contributor Lou Mendelsohn explains how a

Product Review: Correlation Reports: CSI Data by Jayanthi Gopalakrishnan

Product Review: Financial Data Calculator 3.0 by Jayanthi Gopalakrishnan

Product Review: LIFFE Data ver 1.0 with LIFFEstyle Software

Product Review: Level 3 Data by Jayanthi Gopalakrishnan

Product Review: Universal Market Data Server

Quick Scan:LIFFE Data Version 3.0 With Lifestyle Software

Quick Scan:Tick Data

  • SIDEBAR: Converting Absolute Data to Change in Log of Price

    ARTICLE SYNOPSIS...CONVERTING ABSOLUTE DATA TO CHANGE IN LOG OF PRICE Sidebar Figure 1 is a sample of weekly interest rate and S&P 500 index data and the formula used to convert absolute interest rate data to changes in logs. Formulas first calculate the log of price and

  • SIDEBAR: EXCEL FAST FOURIER TRANSFORMS, DECEMBER COPPER DATA by Technical Analysis, Inc.

    ARTICLE SYNOPSIS...EXCEL FAST FOURIER TRANSFORMS, DECEMBER COPPER DATA by Technical Analysis, Inc. Here is the layout for preprocessing data and running a fast Fourier transform (FFT) in Excel. Column A of the spreadsheet (sidebar Figure 8) is the date column. Our first d

SIDEBAR: Evaluating Your Computer©s Data Capacity

  • SIDEBAR: Integer data types

    ARTICLE SYNOPSIS...SIDEBAR: Integer data types Integer math gives the program a tremendous speed advantage over floating-point math on most computer systems, but it is not as easy to work with. Problems can arise with overflow, where a calculation yields a value too large

  • SIDEBAR: TRIPLE EXPONENTIALLY SMOOTHING A DATA SERIES

    ARTICLE SYNOPSIS...TRIPLE EXPONENTIALLY SMOOTHING A DATA SERIES One purpose of triple exponentially smoothing a data series is to remove meaningless fluctuations from the data while maintaining the correct appraisal of the direction of the trend. This is accomplished by s

  • SIDEBAR: Using BASIC Programs to Massage Data

    ARTICLE SYNOPSIS...Using BASIC Programs to Massage Data Microsoft BASIC has become the standard programming language on today's PC's and clones. It comes in a couple of slightly different flavors: BASIC, BASICA and GWBASIC, for example, are the most common IBM and clone v

  • Seasonal Adjustment Of Time Series Data by George R. Arrington, Ph.D.

    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

  • Smoothing Data With Faster Moving Averages by Patrick G. Mulloy

    ARTICLE SYNOPSIS...Smoothing Data With Faster Moving Averages By Patrick G. Mulloy Has the lag time of moving averages ever irritated you? Well, there is a way around it: a modified statistical version of exponential smoothing with less lag time than the standard exponent

  • Smoothing Data With Less Lag by Patrick G. Mulloy

    ARTICLE SYNOPSIS...Smoothing Data With Less Lag by Patrick G. Mulloy Last time, Mulloy discussed basic moving averages, introduced a new filter called DEMA1 and demonstrated a method with which to utilize exponential moving averages. Mulloy also explained how this new fil

  • Swiss Franc Fall Signaled By COT Data

    ARTICLE SYNOPSIS...The weekly Commitment of Traders report provided by the Commodities Futures Trading Commission can sometimes be useful to help spot trading opportunities.

  • Tech Data Firms At Support

    ARTICLE SYNOPSIS...Tech Data is firming at support, and traders should watch for a consolidation breakout to trigger the next signal.

  • The Hourly Liquidity Data Bank As A Tool For Day Traders by Donald L. Jones & C. Young

    ARTICLE SYNOPSIS...The Hourly Liquidity Data Bank As A Tool For Day Traders by Donald L. Jones & C. Young How hourly data from the Chicago Board of Trade's Liquidity Data Bank can help day traders manage their positions. A typical day trader takes a position and then wa

Traders Resource Data Services

  • Traders' Resource: Data Services

    ARTICLE SYNOPSIS...All kinds of vendor-maintained data services are available online these days. When selecting a data vendor, find out if it has the necessary technology to deliver data in the format you want.

Traders' Resorce: Data Services by Technical Analsysis, Inc.

  • Traders' Resource - Data Services

    ARTICLE SYNOPSIS...Traders' Resource -- Data Services If you thought brokerages have had to face a new world, think of data services. The advent of the Internet has made available many pieces of software with dedicated access to securities data maintained by the software v

  • Traders' Resource by Data Services

    ARTICLE SYNOPSIS...The advent of the Internet has made available data services of all kinds maintained by the vendor. This gives you, the buyer, a myriad of possibilities when it comes to data frequency, method, and delivery. It is now a key issue to sort out, of c

Traders' Resource: Data Services

Traders' Resource: Data Services

Traders' Resource: Data Services by Technical Analysis, Inc.

Traders' Resource: Data Services by Technical Analysis, Inc.

Traders' Resource: Data Services by Technical Analysis, Inc.

Traders' Resource: Data Services by Technical Analysis, Inc.

Traders' Resources: Data Services by Technical Analysis, Inc.

  • Using Cycles Data

    ARTICLE SYNOPSIS...If "what goes up must come down" is true, then there must be a way to use that information. Here's how.

  • Using Percentage-Based Back-Adjusted Data by Enrico Donner, Ph.D.

    ARTICLE SYNOPSIS...A continuous data series for remodeling a futures trading system can be created in a number of ways. Here's a new method that uses a percentage-based back-adjusted technique to ensure that profits and losses from a trading system are equivalent over time

  • Warehousing Data For Better Trading Systems by Joseph M. Fisher, M.D.,Ph.D.

    ARTICLE SYNOPSIS...Warehousing Data For Better Trading Systems by Joseph M. Fisher, M.D., Ph.D. Technically based trading systems are generally back-tested with tens to hundreds of entry signals. Here's a method to develop robust trading systems using more than 2.5 milli

  • Zero-Lag Data Smoothers by John F. Ehlers

    ARTICLE SYNOPSIS...Zero-Lag Data Smoothers by John Ehlers Here's a technique that can reduce lag to nearly zero. A causal filter can never predict the future. As a matter of fact, the laws of nature demand that all filters must have lag. However, if we assume steady-stat






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