Article Archive For Keyword: Model

Download
Article

• 4 % Model

  ARTICLE SYNOPSIS...4 % Model

AUTHOR: Jason K. HutsonDATE: APR 2000

Download
Article

• Applying The Sector Rotation Model

  ARTICLE SYNOPSIS...Two simple tools can help you incorporate the macro perspectives of the stock market in your technical analysis: the sector rotation model and the yield curve. Both are based on macro fundamentals, both have a technical application, and both have signals

AUTHOR: Giorgos E. Siligardos, Ph.D.DATE: AUG 2012

Download
Article

• Building A Workable Trading Model by Seth Weinstein

  ARTICLE SYNOPSIS...Stocks & Commodities V. 23:2 (32-35): Building A Workable Trading Model by Seth Weinstein Having trouble designing a successful trading system? Here's how you can develop a robust, non?curve fitted system for trading. Statistical models allow you to re

AUTHOR: Seth WeinsteinDATE: FEB 2005

Download
Article

• Constructing an efficient short-term timing model by Marcus S. Robinson

  ARTICLE SYNOPSIS...Constructing an efficient short-term timing model by Marcus S. Robinson You can use two sets of ratios to forecast short-and intermediate-term turning points in stocks and commodities . In my trading, I look for these ""change in trend"" (CIT) days usin

AUTHOR: Marcus S. RobinsonDATE: OCT 1989

Download
Article

• Developing A Model With Auction Market Theory by Donald L. Jones

  ARTICLE SYNOPSIS...Developing A Model With Auction Market Theory by Donald L. Jones Here's an intraday trading model that uses auction market theory. A tenet of auction market theory is the unpredictability of the markets. An auction market model is built from market kno

AUTHOR: Donald L. JonesDATE: NOV 2002

Download
Article

• Early Warning System Dynamic Model

  ARTICLE SYNOPSIS...When can you confidently enter or exit a trade? It's never easy, but there are dynamics between adoption models and supply & demand that, if understood, can provide the trader with valuable insights in the form of advanced warning signals

AUTHOR: Michael SlatteryDATE: JUN 2018

Download
Article

• Evolution of a Timing Model by Nelson Freeburg

  ARTICLE SYNOPSIS...Evolution of a Timing Model by Nelson Freeburg How does a trading model evolve? Formula Research newsletter publisher Nelson Freeburg discusses the evolution of a trading model and explains such concepts as out-of-sample testing, parameter sensitivity t

AUTHOR: Nelson FreeburgDATE: FEB 1994

Download
Article

• Fourier Series Model Of The Market

  ARTICLE SYNOPSIS...Traders are aware that cyclical activity can be observed in market data. Here's a way to use a Fourier series indicator to model the market and describe cyclic market activity so you can develop realistic trading strategy rules for swing trades

AUTHOR: John F. EhlersDATE: JUN 2019

Download
Article

• Is .SPX An Effective Trading Model?

  ARTICLE SYNOPSIS...Trading systems do not need to be expensive or complicated, but traders still need to know when their chances of success are best when relying on one.

AUTHOR: Donald W. Pendergast, Jr.DATE: APR 2012

Download
Article

• Life Cycle Model Of Crowd Behavior

  ARTICLE SYNOPSIS...Editor's note: On occasion of the recent passing of Henry "Hank" Pruden, who was a longtime industry associate, a dedicated teacher of technical analysis, and a past contributor to this magazine, we are presenting an article from our archives that he had

AUTHOR: Henry O. Pruden, Ph.D.DATE: NOV 2017

Download
Article

• Life Cycle Model Of Crowd Behavior by Henry O. Pruden, Ph.D.

  ARTICLE SYNOPSIS...Life Cycle Model Of Crowd Behavior by Henry O. Pruden, Ph.D. For a large part of the past 30 years, the discipline of finance has been under the aegis of the efficient market hypothesis. But in recent years, enough anomalies have piled up, cracking its

AUTHOR: Henry O. Pruden, Ph.D.DATE: JAN 1999

Download
Article

• Market Forecasting Model: ARIMA by Albert E. Parish Jr., Ph.D.

  ARTICLE SYNOPSIS...Market Forecasting Model: ARIMA by Albert E. Parish Jr., Ph.D. Numerous statistical and time series techniques have been adapted for use in modeling futures prices series by using the microcomputer. One such model is the AutoRegressive Integrated Moving

AUTHOR: Albert E. Parish Jr., Ph.D.DATE: OCT 1990

Download
Article

• Option Valuation Model by Steve Barr

  ARTICLE SYNOPSIS...Option Valuation Model by Steve Barr Radix Research Limited 1652 Mount Batten Pl. Victoria, B.C., Canada V8S 5J9 (604)592-5308. Product: Stock options evaluation program. Price: $250 Canadian. Equipment: IBM PC/XT/AT Have you ever bought a cheap

AUTHOR: Steve BarrDATE: NOV 1988

Download
Article

• SIDEBAR: MATH MODEL FORMULAS

  ARTICLE SYNOPSIS...MATH MODEL FORMULAS My mathematical model of the stock market is based on fundamental economic parameters and has been modified slightly from the model described in the article ""Determining stock value from price and earnings."" The Standard & Poor's 5

AUTHOR: Technical Analysis, Inc.DATE: MAR 1992

Download
Article

• SIDEBAR: Model identification

  ARTICLE SYNOPSIS...SIDEBAR: Model identification ARIMA models are specified by defining three parameters q represented by the variables p, d and q. Mathematically, this is expressed with the notation ARIMA (p,d,q), where. . .

AUTHOR: Technical Analysis, Inc.DATE: OCT 1990

Download
Article

• SIDEBAR: Zweig's Super Model by Technical Analysis, Inc.

  ARTICLE SYNOPSIS...Zweig's Super Model by Technical Analysis, Inc. Zweig's Super Model combines the monetary model and the momentum model to create the Super Model for identifying favorable stock market conditions. The monetary model is a collection of three indicators,

AUTHOR: Technical Analysis, Inc.DATE: APR 1994

Download
Article

• Testing And Validating A Trading Model

  ARTICLE SYNOPSIS...Stress tests? Scenario tests? Out-of-sample backtests? Monitoring? Paper trading? How can you decide a trading system is worthy of using? Last time, we presented the N-CAMA model, and tests were favorable. Has it generated profits on live data? Here's a

AUTHOR: Jacinta ChanDATE: APR 2024

Download
Article

• The 4% Model: Using The Value Line Composite by Bob Kargenian, C.M.T.

  ARTICLE SYNOPSIS...The 4% Model: Using The Value Line Composite by Bob Kargenian, C.M.T. Looking for an indicator that doesn't predict huge booms or busts, but tells you what the safest course of action is? Here it is. For this model, all you need is the Value Line Index.

AUTHOR: Bob Kargenian, C.M.T.DATE: MAR 1992

Download
Article

• The Black-Scholes Model Demystified

  ARTICLE SYNOPSIS...The Black-Scholes formula looks complicated but understanding its key components actually only requires some basic arithmetic and elementary algebra. Since trading derivatives always involves this model in one way or another, we'll break down the logic b

AUTHOR: Ken MuranakaDATE: AUG 2019

Download
Article

• VIX / Nasdaq Weekly Timing Model

  ARTICLE SYNOPSIS...My previous article showed a compelling inverse relationship between VIX and the Nasdaq on the daily chart. How does this hold up on a weekly chart ?

AUTHOR: Gary GrosschadlDATE: MAR 2002

Download
Article

• VIX's One-Two Punch Timing Model

  ARTICLE SYNOPSIS...The Volatility Index (VIX) can be used as a visual tool for improving market timing.

AUTHOR: Gary GrosschadlDATE: MAR 2002