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Article Archive For Keyword: P Lukac

  • The value of optimization by Louis P. Lukac and B. Wade Brorsen

    ARTICLE SYNOPSIS...The value of optimization by Louis P. Lukac and B. Wade Brorsen Optimization based on historical data is used widely in the futures industry to determine the most profitable parameter sets for a trading system. The underlying premise is that if some par

  • Trading commodity spreads mechanically by Louis P. Lukac & B. Wade Brorsen

    ARTICLE SYNOPSIS...Trading commodity spreads mechanically by Louis P. Lukac & B. Wade Brorsen Using a mechanical rule to trade a futures market is not new--countless mechanical methods exist with the general purpose of creating a profit while eliminating the human factor f






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