ARTICLE SYNOPSIS...A Nonparametric Performance Measure by Guy Brys and Luc Van Hof Many an indicator generates buy/sell signals, but how effective are they? We can measure the quality of such signals by embedding them into a fairly simple trading system. We will apply tw
ARTICLE SYNOPSIS...Here is a sophisticated tool you can use to not only identify trends but also to help measure their significance. Formulas and functions that you can use in Excel to calculate it are provided for easy implementation
ARTICLE SYNOPSIS...Price path: a new volatility measure by Joanne Hill, Ph.D. and Matthew Celebuski Many trading strategies rely on market levels or changes in those levels for allocation among asset classes. In an option replication program, such as portfolio insurance,
ARTICLE SYNOPSIS...Want to find out where the market is headed? Market breadth reveals plenty.
ARTICLE SYNOPSIS...You stare at a chart to try and figure out where prices will go. Will they go up or down? Here's one way to make a prediction using the height of common chart patterns, and the nice thing is, you can do it with a high degree of probability
ARTICLE SYNOPSIS...Volatility has often been measured by standard deviation but there are other ways to look at volatility. Here we look at how true range can be used as a reliable volatility measure
ARTICLE SYNOPSIS...When the Oracle of Omaha speaks, people listen, especially when it's about stock values.
ARTICLE SYNOPSIS...As markets continue higher some historic market indicators, including one of Mr. Buffett's favorites, get even more stretched.
ARTICLE SYNOPSIS...Which Volatility Measure? by Gordon Gustafson Is it true? Is average true range, an approximation, superior to standard deviation, the most beloved of quants, as a measure of volatility? Many traders use some measure of volatility to generate signals i