Article Archive For Keyword:
J Katz
Barrier Stops And Trendlines by J. Katz, Ph.D., and D. McCormick
ARTICLE SYNOPSIS...Barrier Stops
And
Trendlines by Jeffrey Owen Katz, Ph.D., and Donna L. McCormick
Last time, Katz and McCormick measured the performance
of using this strategy as an exit rule. This time, we examine the
effect of eliminating entries that would have been
AUTHOR: J. Katz, Ph.D., and D. McCormickDATE: JUL 1998
Evaluating Trading Systems with Statistics by J. Katz, Ph.D.
ARTICLE SYNOPSIS...Here, in part 1 of two, these Contributing Writers explain the steps necessary to evaluate trading system behavior with the use of statistics.
by Jeffrey Owen Katz, Ph.D., and Donna L. McCormick
Most systems I have seen are simply optimized by being te
AUTHOR: J. Katz, Ph.D.DATE: JUL 1997
Sunspots and Market Activity by J. Katz, Ph.D.
ARTICLE SYNOPSIS...Is increased sunspot activity a precursor to market volatility?
As any amateur radio operator can
tell you, one of the major influences
on long-distance radio transmissions
is sunspots, which appear
to the observer as, literally,
dark spots on the surfa
AUTHOR: J. Katz, Ph.D.DATE: SEP 1997
Using Barrier Stops In Exit Strategies by J. Katz, Ph.D., and D. McCormick
ARTICLE SYNOPSIS...Using Barrier Stops In Exit Strategies by J. Katz, Ph.D., and D. McCormick
A simple technical method for exiting a trade is the break of a trendline on a chart. This article measures the performance of using this strategy as an exit rule.
In recent ar
AUTHOR: J. Katz, Ph.D., and D. McCormickDATE: MAY 1998
Using Trailing Stops In Exit Strategies by J. Katz, Ph.D., and D. McCormick
ARTICLE SYNOPSIS...Using Trailing Stops In Exit Strategies by J. Katz, Ph.D., and D. McCormick
Last issue, we saw a demonstration of how an exit strategy can affect the performance of a trading system. This time, we will discover how to measure the impact of exiting the m
AUTHOR: J. Katz, Ph.D., and D. McCormickDATE: APR 1998