Article Archive For Keyword: George R Arrington

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• A Duration Proxy For Stock Portfolios by George R. Arrington, Ph.D.

  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

AUTHOR: George R. Arrington, Ph.D.DATE: AUG 1998

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• Building A Variable-Length Moving Average by George R. Arrington, Ph.D.

  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

AUTHOR: George R. Arrington, Ph.D.DATE: JUN 1991

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• Guidelines For Risk Management by George R. Arrington

  ARTICLE SYNOPSIS...Guidelines For Risk Management by George R. Arrington Risk control is an essential part of trading successfully. Effective risk management requires not only the careful monitoring of risk exposure, but a strategy to minimize losses as well . Understandi

AUTHOR: George R. Arrington, Ph.D.DATE: FEB 1993

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• Markov Chains by George R. Arrington, Ph.D.

  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

AUTHOR: George R. Arrington, Ph.D.DATE: DEC 1993

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• Measuring An Indicator's Forecasting Ability by George R. Arrington

  ARTICLE SYNOPSIS...Measuring An Indicator's Forecasting Ability by George R. Arrington Indicators are used to forecast a market. Traders have their favorite indicators. How can a trader determine whether an indicator leads the market? How can we tell whether one indicator

AUTHOR: George R. Arrington, Ph.D.DATE: APR 1992

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• Price Changes During Non-Trading Hours by George R. Arrington and Howard E. Arrington

  ARTICLE SYNOPSIS...Price Changes During Non-Trading Hours by George R. Arrington and Howard E. Arrington One frustrating aspect of trading commodities is the price changes that occur during non-trading hours. It is difficult enough to make a profit when markets are open a

AUTHOR: George R. Arrington and Howard E. ArringtonDATE: OCT 1991

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• 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

AUTHOR: George R. Arrington, Ph.D.DATE: JAN 1999

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• The Basics Of Moving Averages by George R. Arrington, Ph.D.

  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

AUTHOR: George R. Arrington, Ph.D.DATE: JUN 1992

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• The JSA Moving Average by George R. Arrington, Ph.D.

  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

AUTHOR: George R. Arrington, Ph.D.DATE: OCT 1993