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Article Archive For Keyword: PhD

  • A Closer Look At Divergences by Clive Roffey, Ph.D.

    ARTICLE SYNOPSIS...A Closer Look At Divergences by Clive Roffey, Ph.D. In 1972, the investor and well-known goldbug James Dines produced a 600-page treatise called How The Average Investor Can Use Technical Analysis For Stock Profits. I regard this book, unfortunately now

  • 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

  • A Marriage In Artificial Intelligence by D.M. Wong, Ph.D.

    ARTICLE SYNOPSIS...Stocks & Commodities V. 23:4 (38-41): A Marriage In Artificial Intelligence by D.M. Wong, Ph.D. Can you really make better decisions with more information? Perhaps artificial intelligence has the answer. Find out how you can develop skills to gain contr

  • A New Utility Average Stock Market System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...A New Utility Average Stock Market System by Dennis Meyers, Ph.D. This month, Meyers uses a daily indicator based on the Dow Jones Utility Average as a market timing system for the Standard & Poor's 500 index. In the August 1995 STOCKS & COMMODITIES,

  • A Rule-Based Approach to Trading by Jeffrey Owen Katz, Ph.D.

    ARTICLE SYNOPSIS...A Rule-Based Approach to Trading by Jeffrey Owen Katz, Ph.D. Last month, Katz presented his experience developing a trading system using a neural network?based approach. This month, he delves into a rule-based approach to trading. Previously, I showed

  • A better way to smooth data by J.S. Payne, Ph.D.

    ARTICLE SYNOPSIS...A better way to smooth data by J.S. Payne, Ph.D. What every trader desires is indicators that give strong signals with no misleading period-to period jitter, or noise. We all know what noise is to a trader, but let's restate it. Noise is something in yo

  • A more conservative estimate of risk by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...A more conservative estimate of risk by Clifford J. Sherry, Ph.D. Risk is, or at least should be, of interest to all investors. One of the traditional measures of risk is the standard deviation of expected returns (that is, the spread of the expected re

  • A/D Volume, New-High, New-Low System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...V.14:7 (304-310): A/D Volume, New-High, New-Low System by Dennis Meyers, Ph.D. Here, classic stock market indicators have been combined into a trading system for the market. Previously, I developed a stock market system using the weekly advance-decline

  • ARIMA Forecasting by ERIC WEISS, PH.D.

    ARTICLE SYNOPSIS...ARIMA Forecasting by ERIC WEISS, PH.D. In the October 1982 of Technical Analysis, I discussed Autoregressive-Integrated Moving Average (ARIMA) and why it is such an accurate forecasting technique. In this article, I'll discuss how to build an ARIMA mode

  • Adapting Moving Averages To Market Volatility by Tushar S. Chande, Ph.D.

    ARTICLE SYNOPSIS...Adapting Moving Averages To Market Volatility by Tushar S. Chande, Ph.D. If a market is active, it has volatility: that cannot be avoided. And because the market is continuously changing, an indicator that attempts to predict market activity must itself

  • Adding The Human Element To Neural Nets by Jeffrey Owen Katz, Ph.D. with Donna L. McCormick

    ARTICLE SYNOPSIS...Adding The Human Element To Neural Nets by Jeffrey Owen Katz, Ph.D., with Donna L. McCormick Is it possible to train a neural network to ""see"" the way you and I do? These Contributing Writers walk you through their research in selecting chart-based tr

  • Alpha-beta trend following system Version II, tuning for performance by Anthony W. Warren Ph.D.

    ARTICLE SYNOPSIS...Alpha-beta trend following system Version II, tuning for performance by Anthony W. Warren Ph.D. Several years ago, I published the alpha-beta trend following method in Technical Analysis of Stocks & Commodities. Although similar in concept to the c

  • Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D.

    ARTICLE SYNOPSIS...Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D. In the June and December 1985 issues of Technical Analysis of Stocks & Commodities magazine, I presented a new method for trend-following based on the use of alpha-beta filtering for trade

  • Applied artificial intelligence by Jerry Felsen, Ph.D.

    ARTICLE SYNOPSIS...Applied artificial intelligence by Jerry Felsen, Ph.D. Both the science of cybernetics and artificial intelligence (AI) techniques are central to the design of viable man-computer investment decision systems. Cybernetics has been defined as the interdi

  • Applying ARIMA Forecasts by ERIC WEISS, Ph.D.

    ARTICLE SYNOPSIS...Applying ARIMA Forecasts by ERIC WEISS, Ph.D. ""Applying ARIMA Forecasts"" is an article continuing a series started in the October (82) and the January (83) issues of Technical Analysis. AutoRegressive-lntegrated Moving Average(ARIMA) is a forecasting

  • Are Your Inputs Correlated? by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...Are Your Inputs Correlated? by Clifford J. Sherry, Ph.D. If you use neural nets to model the behavior of equity markets in an effort to develop a trading strategy, it's likely that your model has multiple inputs. You may very well find that two or more

  • Are there patterns in financial ratios? by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...Are there patterns in financial ratios? by Clifford J. Sherry, Ph.D. Technical analysts strive to find patterns in the past history of the prices of stocks and commodities (using charts, moving averages, etc.) that will allow them to predict future pric

  • Artificial Intelligence by Neil Gordon, Ph.D.

    ARTICLE SYNOPSIS...Artificial Intelligence by Neil Gordon, Ph.D. Artificial intelligence (AI) is the field of computer science that attempts to imitate human cognitive behavior in computers. In problem solving, AI reflects the approach, knowledge, viewpoints and biases of

  • Automated Support And Resistance by Mel Widner, Ph.D.

    ARTICLE SYNOPSIS...Automated Support And Resistance by Mel Widner, Ph.D. Support and resistance analysis is a proven method for selecting key price levels for trading decisions; traders usually perform the analysis by hand. The automatic charting method and new oscillator

  • Avoiding Bull And Bear Traps by Nauzer J. Balsara, Ph.D.

    ARTICLE SYNOPSIS...Avoiding Bull And Bear Traps by Nauzer J. Balsara, Ph.D. Bull and bear traps are gap openings that are reversed the same day and that can cost a trader dearly. S&C contributor Nauzer Balsara presents his method of analyzing market history to calculate t

  • Avoiding Overconfidence by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...Avoiding Overconfidence by Van K. Tharp, Ph.D. If I could give just one piece of advice to a trader, it would be: Avoid overconfidence--it could be your worst enemy. Thousands of traders make the mistake of becoming overconfident each month and lose subs

  • BandwidthVolatility Extremes by Barbara Star, Ph.D.

    ARTICLE SYNOPSIS...Stocks & Commodities V. 24:13 (50-57): Bandwidth Volatility Extremes by Barbara Star, Ph.D. Knowing when volatility has reached extremes could work in your favor. Volatility refers to the range or spread between high and low prices over a given time, b

  • 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

  • Bear Market Survival Kit by Anthony Trongone, PhD, CFP, CTA

    ARTICLE SYNOPSIS...Bear Market Survival Kit by Anthony Trongone, PhD, CFP, CTA Any system can produce stellar results when it suggests taking a position in the same direction of a trending market. But what do you do when the market quickly changes direction? Few if any

  • Beat the market with no-load mutual funds by Gary Zin, Ph.D.

    ARTICLE SYNOPSIS...Beat the market with no-load mutual funds by Gary Zin, Ph.D. In the past, I have invested in mutual funds based on their long-term performance, typically requiring that a fund's five-year history exceed the compounded return of Standard & Poor's 500-sto

  • Behavior of the Standard & Poor's 500 Stock Index by Cliff Sherry, Ph.D.

    ARTICLE SYNOPSIS...Behavior of the Standard & Poor's 500 Stock Index by Cliff Sherry, Ph.D. Is it stationary, random or independent? Editor's note: In preparing for magazine publication, this article has been heavily condensed. Some insights that were peripheral to the S

  • Bonanza Bottoms by Scott Brown Ph.D.

    ARTICLE SYNOPSIS...Stocks & Commodities V. 25:6 (46-48): Bonanza Bottoms by Scott Brown Ph.D. Powerful reversal patterns are synonymous with good buying opportunities. Here's how to identify them. To succeed in the stock market you must buy low and sell high. Why is this

  • Breadth Stix And Other Tricks By Tushar S. Chande, Ph.D.

    ARTICLE SYNOPSIS...Breadth Stix And Other Tricks By Tushar S. Chande, Ph.D. Interested in advance-decline indicators? Well, you're in luck. Here, Chande reviews popular versions of these indicators and explains that since they are all derived from the same raw data, they

  • 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

  • Building Automatic Trendlines by Giorgos E. Siligardos, Ph.D.

    ARTICLE SYNOPSIS...Stocks & Commodities V. 24:11 (36-44): Building Automatic Trendlines by Giorgos E. Siligardos, Ph.D. Here's a simple mechanical method for automatic trendline construction using monoparametric trendlines. Despite the continuing evolution in technical a

  • Can Stock Fundamentals Protect You? by Lewis Carl Mokrasch, Ph.D.

    ARTICLE SYNOPSIS...Can Stock Fundamentals Protect You? by Lewis Carl Mokrasch, Ph.D. To use fundamental information to find the characteristics of crash-proof stocks, I correlated the price action of stocks during the October 1987 crash with their fundamental statistics.

  • Combining Negatively Correlated Forecasts by Denis Ridley, Ph.D.

    ARTICLE SYNOPSIS...Combining Negatively Correlated Forecasts by Denis Ridley, Ph.D. Will combining two negatively correlated forecasts of price data produce a more accurate forecast? STOCKS & COMMODITIES contributor Denis Ridley says yes. It's called ""antithetic forecast

  • Combining Technical And Fundamental Analysis by Mark C. Snead, Ph.D.

    ARTICLE SYNOPSIS...Combining Technical And Fundamental Analyses The two forms of analysis approach market forecasting in radically different styles. Can they be combined? Few topics generate as much heated discussion as the time-honored debate of technical vs. fundamenta

  • Computer Data Conversion by Hans Hannula, Ph.D., C.T.A.

    ARTICLE SYNOPSIS...Computer Data Conversion by Hans Hannula, Ph.D., C.T.A. Computers talk to each other all the time -- except when you get involved. A familiar feeling? Ever have data you'd love to have on your system, except the data aren't compatible with your setup and

  • Computer spread analysis by Jim Summers, Ph.D.

    ARTICLE SYNOPSIS...Computer spread analysis by Jim Summers, Ph.D. Many traders shy away from spread trading owing to the extra difficulties of calculating the spread and the analysis of the spread in both its legs. Data and software now available for IBM-PCs and clones ca

  • Computer-Assisted Trading by Tushar S. Chande, Ph.D.

    ARTICLE SYNOPSIS...Computer-Assisted Trading by Tushar S. Chande, Ph.D. You can't be a good trader without being a good analyst. But the two are not synonymous: Just because you're a good analyst doesn't guarantee you'll be a good trader. To the accomplished analyst, trad

  • Confirming Price Trend by Barbara Star, PhD

    ARTICLE SYNOPSIS...Confirming Price Trend by Barbara Star, PhD Regression And R-Squared, Together Again Confirming Price Trend Here's a technique using linear regression slope and r-squared to confirm the price trend. Linear regression is a statistical method some trade

  • Correlations: serial and auto by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...Correlations: serial and auto by Clifford J. Sherry, Ph.D. Suppose you are testing a pricing pattern to see what relationship it has to future price movement. Or, you are testing an indicator's correlations with price movement. In each case, you need a

  • Covered Call Writing by Steven Schinke, Ph.D.

    ARTICLE SYNOPSIS...DERIVATIVES Covered Call Writing Here's a primer on writing options to boost return on investment. by Steven P. Schinke, Ph.D. Options derivatives for stocks and commodities come in two types: One is bought and sold in transactions between two parti

  • Creating Your Own Trading System by Rene Koch, Ph.D.

    ARTICLE SYNOPSIS...Creating Your Own Trading System by Rene Koch, Ph.D. It can be done -- and without the headache you would expect. IN technical analysis, when you hear the word band it consists of two boundaries: one above and one below the price series similar to what

  • Custom messages Part 10 by Jim Summers, Ph.D.

    ARTICLE SYNOPSIS...Custom messages Part 10 by Jim Summers, Ph.D. Believe it or not, all the work we've done so far programming Lotus does not complete the Directional Movement Index system (DMI). We also must include message modules -- the only way some correct signals can

  • Cycles In Time And Money by Stuart Belknap, Ph.D.

    ARTICLE SYNOPSIS...Stocks & Commodities V. 23:5 (28-35): Cycles In Time And Money by Stuart Belknap, Ph.D. Wouldn't you like to be able to identify top and bottom extremes and get signals to open new positions or close current ones? This may help. When was the last time

  • Cycles and Trading Systems by Jeffrey Owen Katz, Ph.D.

    ARTICLE SYNOPSIS...Cycles and Trading Systems by Jeffrey Owen Katz, Ph.D. This time, this Contributing Writer looks at using cycles as the basis of a trading system. In previous articles, my search for successful trading systems led me to discover a very effective devel

  • Cycles without tears by Hans Hannula, Ph.D.

    ARTICLE SYNOPSIS...Cycles without tears by Hans Hannula, Ph.D. No doubt you have seen the ad in The Wall Street Journal for the book Math Without Tears . Well, this is how to find cycles without math and, therefore, without tears. Even though I have done a lot of technica

  • DMI trading rules by Jim Summers, Ph.D.

    ARTICLE SYNOPSIS...DMI trading rules by Jim Summers, Ph.D. In this issue, we start programming into Lotus 1-2-3 the trading rules used in J. Welles Wilder's Directional Movement Index (DMI) system. In the previous columns, we programmed the various mathematical components

  • Data Filtering For Trend Channel Analysis by Anthony W. Warren, Ph.D.

    ARTICLE SYNOPSIS...Data Filtering For Trend Channel Analysis by Anthony W. Warren, Ph.D. Trend-following methods typically utilize moving averages of closing price data for buy and sell signals. Often, the signals turn out to be false due to short-term market fluctuations

  • Daytrading QQQ by Misha T. Sarkovich, Ph.D.

    ARTICLE SYNOPSIS...Daytrading QQQ by Misha T. Sarkovich, Ph.D. Looking at price history can help you become a more successful trader. The QQQ is an exchange-traded fund (ETF), sometimes referred to as "cubes" or "Qs." The QQQ is traded primarily on the exchange floor of

  • Dealing with conflict Part 2 by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...Dealing with conflict Part 2 by Van K. Tharp, Ph.D. ""I have an elaborate computer system, on-line market quotes direct from the major exchanges, and a program that gives me distinct buy-sell signals. I know that if I followed those signals, I'd make mo

  • Dealing with conflict by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...Dealing with conflict by Van K. Tharp, Ph.D. Emotional conflict is one of the most significant problems that most traders (or people) have to deal with in their lives. Yet explaining what it is or how it occurs is not easy. What follows is an interview

  • Debugging and the virtues of experimentation Part 6 by Jim Summers, Ph.D.

    ARTICLE SYNOPSIS...Debugging and the virtues of experimentation Part 6 by Jim Summers, Ph.D. In last month's column we discussed the use of {Put} and @Index(...) menu commands in Lotus 1-2-3. These can increase significantly program speed by avoiding cursor movement and r

  • Defining Advance/Decline Indicators by Fay H. Dworkin, Ph.D.

    ARTICLE SYNOPSIS...Defining Advance/Decline Indicators by Fay H. Dworkin, Ph.D. The notion is simple. When fewer and fewer issues participate in the upward trend of a primary bull market, ""bad breadth"" warns of a market turnaround. Although it is easy to track advancing

  • Defining directional movement Part 8 by Jim Summers, Ph.D.

    ARTICLE SYNOPSIS...Defining directional movement Part 8 by Jim Summers, Ph.D. Given the old adage that ""the trend is your friend"" and that most trading systems follow trends, J. Welles Wilder's Directional Movement Index (DMI) lets you measure whether a trend is in effe

  • Designer Funds by Gary H. Elsner, Ph.D.

    ARTICLE SYNOPSIS...Designer Funds by Gary H. Elsner, Ph.D. Mutual funds show a less than stellar performance relative to the Standard & Poor's 500 index. It should come as no surprise, then, that Wall Street has responded by offering products that mimic the S&P 500. Goin

  • Designing Trading Systems For The Stock Market by Roger Altman, Ph.D.

    ARTICLE SYNOPSIS...Designing Trading Systems For The Stock Market by Roger Altman, Ph.D. System designers are aware that the traditional methods used to select parameter values are prone to overfitting. What, then, can be done about it? Stocks & Commodities Roger Altman p

  • Detecting Seasonality by Lewis Carl Mokrasch, Ph.D.

    ARTICLE SYNOPSIS...Detecting Seasonality by Lewis Carl Mokrasch, Ph.D. Seasonal or cyclical patterns, whether real or only imagined, have been a popular topic among traders for years. Lewis Carl Mokrasch, continuing research published originally in his article in April 19

  • Detecting Trend Direction And Strength by Barbara Star, Ph.D.

    ARTICLE SYNOPSIS...Detecting Trend Direction And Strength by Barbara Star, Ph.D. Using an indicator by itself can reveal a portion of the entire picture. Combining it with another can reveal more. Traders use technical indicators to recognize market changes. They look to

  • Detecting a dependent process by Clifford J. Sherry Ph.D.

    ARTICLE SYNOPSIS...Detecting a dependent process by Clifford J. Sherry Ph.D. If you know the price of a commodity today, can you predict what the price will be tomorrow? Can you predict whether the price will increase or decrease? Dr. Sherry proposes a statistical method

  • Detecting dependence part 2 by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...Detecting dependence part 2 by Clifford J. Sherry, Ph.D. In an article in the last issue (Stocks & Commodities, April 1986), I outlined a means of detecting whether dependence existed between prices in a time series. To read this article, you should rec

  • Detecting hidden signals by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...Detecting hidden signals by Clifford J. Sherry, Ph.D. Do you have a signal, such as a particular pattern of price movements, that is buried in noise like random fluctuations or seasonal trends? If you believe this signal is time-locked to some internal

  • Developing An Expert System To Forecast The Stock Market by Mike Flanagan, Ph.D.

    ARTICLE SYNOPSIS...Developing An Expert System To Forecast The Stock Market by Mike Flanagan, Ph.D. Nowadays, computers are often used to develop rule-based trading strategies. Frequently, these rules will be based on work provided by experts; such rule-based models are g

  • Developing Discipline With Daily Debriefing by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...Stocks & Commodities V. 25:1 (50-53): Developing Discipline With Daily Debriefing by Van K. Tharp, Ph.D. It is easy to design a system that will produce annual returns of 100% or more. Trading the system so you will get those returns is not so easy. Her

  • Developing Neural Network Forecasters For Trading by Jeffrey Owen Katz, Ph.D.

    ARTICLE SYNOPSIS...Developing Neural Network Forecasters For Trading by Jeffrey Owen Katz, Ph.D. Neural networks, for many, still exist only in the realm of theory, without having real, practical, everyday uses -- yet. But neural network applications need not be confined s

  • Directional Breakout Indicator by Barbara Star, PhD

    ARTICLE SYNOPSIS...Stocks & Commodities V. 23:2 (44-51): Directional Breakout Indicator by Barbara Star, PhD Price breakouts of moving averages present many profitable trading opportunities. Here's an indicator you can use to detect breakouts and identify price direction.

  • Discerning Portfolio Patterns Using Data Animation by Bruce Peterson, PhD

    ARTICLE SYNOPSIS...Discerning Portfolio Patterns Using Data Animation by Bruce Peterson, PhD Here is a method using animation that helps you visualize patterns of stock behavior for an entire portfolio. Traders have long used technical indicators and charts to identify p

  • Do Five-Year Growth Rates Mean Anything? by Lewis Carl Mokrasch, Ph.D.

    ARTICLE SYNOPSIS...Do Five-Year Growth Rates Mean Anything? by Lewis Carl Mokrasch, Ph.D. The five-year growth rate, usually of earnings, is a common index of a company's well-being. Other factors being the same, you would want to own the stock of a company with a high fi

  • Do Momentum Indicators Follow Trends? by Clive Roffey, Ph.D.

    ARTICLE SYNOPSIS...Do Momentum Indicators Follow Trends? by Clive Roffey, Ph.D. Do momentum indicators follow trends, or are they independent of them? The stochastic oscillator, relative strength index (RSI), rate of change (ROC), and moving average convergence/ divergen

  • Dollar-Weighted Put/Call Ratios by Fari Hamzei and Barbara Star Ph.D.

    ARTICLE SYNOPSIS...Stocks & Commodities V. 22:4 (52-55): Dollar-Weighted Put/Call Ratios by Fari Hamzei and Barbara Star Ph.D. Does this new twist on the popular sentiment indicator hold some predictive value? Find out here. Many years have passed since Martin Zweig used

  • Dynamic Asset Allocation: Beyond Buy and Hold by Gary Harloff, Ph.D.

    ARTICLE SYNOPSIS...Dynamic Asset Allocation: Beyond Buy and Hold by Gary Harloff, Ph.D. Even during the strongest of bull markets, not every investment rises at the same rate. This range of performance among different investments has led to money managers developing strat

  • Dynamic Zones by Leo Zamansky, Ph.D., and David Stendahl

    ARTICLE SYNOPSIS...Dynamic Zones by Leo Zamansky, Ph.D., and David Stendahl Most indicators use a fixed zone for buy and sell signals. Here's a concept based on zones that are responsive to past levels of the indicator. One approach to active investing employs the use of

ELLI-VOL II by James S. Gould, Ph.D.

  • Elastic Moving Averages by Christian P. Fries, Ph.D.

    ARTICLE SYNOPSIS...Elastic Moving Averages by Christian P. Fries, Ph.D. Approximating the average price paid per share can generate a very responsive moving average. What if the period of your average fluctuated with volume? You'd have an elastic volumeweighted moving av

  • Emotionally Intelligent Trading by Eliot Brenner, Ph.D.

    ARTICLE SYNOPSIS...V. 22:9 (62-65): Emotionally Intelligent Trading by Eliot Brenner, Ph.D. Increase your trading profits by incorporating these strategies for emotional intelligence with a sound trading plan. A few months after I began daytrading equities, I learned a t

  • Evaluating Sysem Efficiency by Leo Zamansky, Ph.D.

    ARTICLE SYNOPSIS...We've all experienced good trades, bad trades and so-so trades. Wouldn't it be better if you had steps you could take to improve the entries and exits of the trades that your system generated to quantify the good from the bad? This article provides basic

  • 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

  • Exits, Stops And Strategy by Jeffrey Owen Katz, Ph.D., and Donna L. McCormick

    ARTICLE SYNOPSIS...Exits, Stops And Strategy by Jeffrey Owen Katz, Ph.D., and Donna L. McCormick Everyone's looking for entry trading signals, but what about after you're in the trade? Here are different techniques for making a graceful -- and profitable -- exit. Previous

  • FOURlER ANALYSIS! IN A NUTSHELL FASTER and BETTER by Anthony Warren Ph.D.

    ARTICLE SYNOPSIS...FOURlER ANALYSIS! IN A NUTSHELL FASTER and BETTER by Anthony Warren Ph.D. For those individuals who are currently using Fourier Spectrum analysis, this article describes some techniques that make the analysis easier to perform and the spectral plots eas

  • Finding Cycles In Time Series Data by A. Bruce Johnson, Ph.D.

    ARTICLE SYNOPSIS...Finding Cycles In Time Series Data by A. Bruce Johnson, Ph.D. To improve the process of removing trend from stock market prices to see underlying cyclic movement, I have combined triangular moving averages with the moving average convergence/divergence

  • Finding patterns in random data by Nelson Weiderman, Ph.D.

    ARTICLE SYNOPSIS...Finding patterns in random data by Nelson Weiderman, Ph.D. Since the advent of the personal computer, a great deal of time has been devoted to finding tradeable patterns in stock and commodity data. The idea is that patterns found in historical data are

  • Finishing DMI calculations Part 9 by Jim Summers, Ph.D.

    ARTICLE SYNOPSIS...Finishing DMI calculations Part 9 by Jim Summers, Ph.D. Having completed the lengthiest formulas that J. Welles Wilder developed in his Directional Movement Index (DMI) system, in this issue we'll complete the calculations for the basic DMI system. Futu

  • Finite Impulse Response Filter by ANTHONY WARREN, Ph.D. with JACK K. HUTSON

    ARTICLE SYNOPSIS...Finite Impulse Response Filter by ANTHONY WARREN, Ph.D. with JACK K. HUTSON Figure 1 and 2 show a comparison of computer output using Fourier analysis Power and then Amplitude plots. It can be seen that the Power Spectrum plot, which is Amplitude square

  • Fitting your "social style" into trading by Herbert Friedman, Ph.D.

    ARTICLE SYNOPSIS...Fitting your ""social style"" into trading by Herbert Friedman, Ph.D. When it comes to investing, each of us must develop his or her own methodology and manner of approaching the markets. To a large degree, our ability to do this determines our investme

  • Fixing The Flaws In Fixed-Fractional Position Sizing by Christian B. Smart, PhD

    ARTICLE SYNOPSIS...Fixing The Flaws In Fixed-Fractional Position Sizing by Christian B. Smart, PhD Fixed-fractional position sizing is a time-tested method for money management, but in the long run, it will never achieve system expectancy. Here's how you can fix this flaw

  • Flowing With The Markets by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...Flowing With The Markets by Van K. Tharp, Ph.D. Imagine yourself flowing down a river, only you don't know that you are. You do, however, notice that when you move in one direction, with the flow of the river, you move rapidly. When you move in another

Following The Crowd After A One-Day Correction by A. Trongone, PhD, CFP, CTA

  • Forecasting Commodity Prices Using ARIMA by ERIC WEISS, Ph.D.

    ARTICLE SYNOPSIS...Forecasting Commodity Prices Using ARIMA by ERIC WEISS, Ph.D. Back in December 1981, J. Louis Anon wrote an article in Commodities called ""Catch Short Term Profits using ARIMA'' and touched off a minor revolution in forecasting commodity and stock opti

  • Forecasting Tomorrow's Trading Day by Tushar S. Chande, Ph.D.

    ARTICLE SYNOPSIS...Forecasting Tomorrow's Trading Day by Tushar S. Chande, Ph.D. Using linear regression as a crystal ball for forecasting the market? After all, if you were to be able to determine tomorrow's high, low and close for trend changes and placement of stop poi

  • Forecasting With Maximum Entropy by Jack K. Hutson and Anthony W. Warren, Ph.D.

    ARTICLE SYNOPSIS...Forecasting With Maximum Entropy by Jack K. Hutson and Anthony W. Warren, Ph.D. The most obvious ability that stock or commodity buyers and sellers wish for is foresight. If there was a method or technique that we could use to predict what tomorrow will

  • Gann made easy by Hans Hannula, Ph.D.

    ARTICLE SYNOPSIS...Gann made easy by Hans Hannula, Ph.D. Author: Bill McLaren with Mathew J. Foreman Publisher: Gann Theory Publishing Co. 10290 Rosewood Overland Park, KS 66204 (913) 491-5411. 155 pages, hardbound 60-page manual of charts $180 If you ever wanted

Ganntrader I by Hans Hannula, Ph.D.

  • Gauging Mobility with Price Distributions by Mel Widner, Ph.D.

    ARTICLE SYNOPSIS...NEW TECHNIQUES Gauging Mobility With Price Distributions The price distribution function, which analyzes the distribution of prices over a lookback period, is useful for predicting price mobility. Here's a new method called the mobility oscillator that

  • Hidden Divergence by Barbara Star, Ph.D.

    ARTICLE SYNOPSIS...Divergence, which is a term that technicians use when two or more averages or indices fail to show confirming trends, is one of the mainstays of technical analysis. Here's a new way to use oscillators and divergence as well as methods to locate entry lev

Holding Overnight Positions by Anthony Trongone, Ph.D.

  • How Fit Are You For Trading? by Ned Gandevani, Ph.D.

    ARTICLE SYNOPSIS...How Fit Are You For Trading? by Ned Gandevani, Ph.D. Reach your full potential as a trader by understanding your psychological makeup. Trading psychology plays an instrumental role in successful trading. Traders who are successful realize they are not

  • How Random Is Random? by Clifford J. Sherry, Ph.D.

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Jokes Of (Trading) Wisdom by Giorgos E. Siligardos, PhD

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Mathematica Version 2.0 by Tushar Chande, Ph.D.

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Moving Averages: Long On Talk, Short On Action by Anthony Trongone, Ph.D.

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Nison Candle Scanner by Barbara Star, PhD

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Option Evaluator by Hans Hannula, Ph.D.

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Predicting Turning Points With Cobweb Theory by Chris Satchwell, Ph.D.

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Product Review: Best Choice Software by Barbara Star, PhD.

Product Review: CQGNet Professional 7.38 by Barbara Star, Ph.D.

Product Review: Profit Trader 7.0 by Barbara Star, Ph.D.

Product Review: Relevance III Advanced Market Analysis by Barbara Star, Ph.D.

Product Review: eSignal 10 & Advanced Get Edition (pt 2) by Barbara Star, PhD

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    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

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Sidebars: Mathematical formulas, and MetaStock code by Giorgos Siligardos, Ph.D.

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    ARTICLE SYNOPSIS...Spectral Forecasting And The Financial Markets by Denis Ridley, PhD. Ever considered spectral wave analysis to determine cycles in the stock market? Denis Ridley tells you how. As a rule, the financial markets are not easy to forecast. While forecast

  • Spike Up The Volume by Giorgos Siligardos, Ph.D.

    ARTICLE SYNOPSIS...Stocks & Commodities V. 23:6 (30-37): Spike Up The Volume by Giorgos Siligardos, Ph.D. A long spike appearing in the volume histogram usually catches your attention. But how do these spikes in volume really affect indicators and prices? Volume can be c

  • Split Synthetic Stock Positions by Roger Ison, Ph.D.

    ARTICLE SYNOPSIS...Split Synthetic Stock Positions by Roger Ison, Ph.D. Use this flexible but little-known strategy to buy stock inexpensively, deploy cash more effectively, and diversify your portfolio. Suppose that a stock you follow, Abcd Inc. [ABCD], has just taken a

  • Squashing Functions by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...Squashing Functions by Clifford J. Sherry, Ph.D. Here's one way to mathematically transform data from one scale to another while maintaining the information content. Those who use neural nets to model equity markets to develop a trading strategy probab

  • Starting A Technical Analysis Group by Barbara Star, Ph.D.

    ARTICLE SYNOPSIS...Starting A Technical Analysis Group by Barbara Star, Ph.D. While the perfect trading system may be elusive, sharing information with others is very attainable. One way to do so is to become part of a technical analysis group. Technical analysts constan

  • Statistically Analyzing Volume by William M. Goodman, Ph.D.

    ARTICLE SYNOPSIS...Statistically Analyzing Volume by William M. Goodman, Ph.D. Is an increase in the activity of a stock a meaningful indication of the direction of price? To answer this question, you can use statistical methods and most any spreadsheet to analyze the rel

  • Statistics Of Chaotic Markets by Hans Hannula, Ph.D., C.T.A.

    ARTICLE SYNOPSIS...For those of us who have had ""chaotic"" days - when everything was topsy-turvy and nothing went the way it should have - maybe the problem isn't in those days; maybe it's in what we expect. - by Hans Hannula, Ph.D., C.T.A. Have you ever had a truly cha

  • Stop worrying yourself out of profits By Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...Stop worrying yourself out of profits By Van K. Tharp, Ph.D. Every time Michael thought about entering the market, he said to himself ""But what if I lose?"" Those thoughts often paralyzed him from action or delayed his entry so long that many opportuni

  • 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

  • Support & Resistance Axioms by David G. Ondercin, Phd

    ARTICLE SYNOPSIS...Support & Resistance Axioms by David G. Ondercin, Phd Here are seven axioms for the practical application of support and resistance levels to your trading. Support and resistance are of central importance to all traders and a necessary starting point f

  • Surfing The Linear Regression Curve . . . by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...Surfing The Linear Regression Curve With Bond Futures by Dennis Meyers, Ph.D. Linear regression, a statistical technique that fits a straight line to data points, can also be a proxy for a market trend. Here's a trading system that uses the measured per

  • System Optimization And Money Management by L. Zamansky, Ph.D., and M. Stolz

    ARTICLE SYNOPSIS...System Optimization And Money Management Most traders focus on optimizing the trading system rules and ignore money management rules until after the system rules have been established. Here's why you should test both sets of rules simultaneously. Moder

System Writer Plus by Jim Summers, Ph.D.

  • Tactical Trading Revisited by Roger Altman, Ph.D.

    ARTICLE SYNOPSIS...Tactical Trading Revisited by Roger Altman, Ph.D. How would the Martingale trading technique work with a trading system that does not assume that the market is a random walk but instead relies on its own system parameters to determine stop-loss points,

  • Technical analysis of industry groups by Richard K. Carlin, Ph.D.

    ARTICLE SYNOPSIS...Technical analysis of industry groups by Richard K. Carlin, Ph.D. Stock market analysis is usually done in one of two ways: either on the market itself to predict whether stocks as a group are in an uptrend or downtrend, or on individual stocks to disco

  • Testing Exit Strategies by Jeffrey Owen Katz, Ph.D., and Donna L. McCormick

    ARTICLE SYNOPSIS...Testing Exit Strategies by Jeffrey Owen Katz, Ph.D., and Donna L. McCormick Everyone's looking for entry trading signals, but what about after you're in the trade? Last time, Katz and McCormick looked at different techniques for making a graceful -- and

The 21st Century Technician by Henry "Hank" Pruden, PhD

  • The 350 Swing Trade by Barbara Star, PhD.

    ARTICLE SYNOPSIS...The 350 Swing Trade by Barbara Star, PhD. This indicator can help you identify the beginning and end of a price swing. When markets exhibit greater and greater volatility, traders move away from longer-term trading methods with their potentially dev

  • 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

  • The Bond Futures Noise Channel-2 Breakout System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...The Bond Futures Noise Channel-2 Breakout System by Dennis Meyers, Ph.D. Here's how to develop a system using a filter to remove the random price movement and identify the trend of the Treasury bond market.

  • The British Pound, Cubed by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...Currency markets are popular with trend-followers because of the tendency for currency markets to follow long-term trends. Here's how to smooth out the trend and recognize the major turns. The British pound (BP) is a major currency traded worldwide by

  • The Commodity Channel Index by Barbara Star, Ph.D.

    ARTICLE SYNOPSIS...The Commodity Channel Index by Barbara Star, PhD. A technical analytical standard that's often misunderstood, the Commodity Channel Index, which was developed by technician/programmer Donald Lambert more than a decade ago, offers a broad range of tradin

  • The Compulsive Trader Part 1 by Van K Tharp, Ph.D.

    ARTICLE SYNOPSIS...The Compulsive Trader Part 1 by Van K Tharp, Ph.D. Compulsiveness is perhaps the most serious of all trading problems. I have evaluated psychological profiles on thousands of commodity and option traders. Despite the fact that about 50% of the traders I

  • The Concept Of Equivalence by Giorgos Siligardos, Ph.D.

    ARTICLE SYNOPSIS...The Concept Of Equivalence by Giorgos Siligardos, Ph.D. Try this to avoid using two indicators that are equivalent. Let me present an objective, mathematical way to determine when two indicators are equivalent with respect to divergence. Knowing when t

  • The Cumulative Market Thrust Line by Tushar S. Chande, Ph.D.

    ARTICLE SYNOPSIS...The Cumulative Market Thrust Line by Tushar S. Chande, PhD. STOCKS & COMMODITIES contributor Tushar Chande originally introduced the concept of market thrust in August 1992 as a method by which to overcome the limitations of the Arms index. Since then,

  • The Decomposition Method by Giorgos Siligardos, Ph.D.

    ARTICLE SYNOPSIS...V. 22:9 (22-29): The Decomposition Method by Giorgos Siligardos, Ph.D. You never know what you might find by studying high, low, and closing prices separately. In this article, I will introduce the decomposition method of price information, and show ho

  • The Discrete Fourier Transform Illusion by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...TheDiscreteFourier Transform Illusion by Dennis Meyers, Ph.D. The Fourier transform is a mathematical technique for analyzing data to determine cyclical component. Take a close look. The Fourier transform is a mathematical technique named after mathema

  • The Electric Utility Bond Market Indicator by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...V.14:1 (11-18): The Electric Utility Bond Market Indicator by Dennis Meyers, Ph.D. There's a close relationship between the performance of the electric utilities stock index and the bond market. Technicians use this relationship to forecast the directio

  • The Endpoint Fast Fourier Transform System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...The Endpoint Fast Fourier Transform System Last time, we explored the Fourier transform, a mathematical technique for analyzing data to determine cyclical component. This time, we use the fast Fourier transform as a trend determinant for a model for tra

  • The GMI Bond Market System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...The GMI Bond Market System by Dennis Meyers, Ph.D. This S&C Contributing Editor details a trading system for predicting Treasury bond yields that uses Barron's Gold Mining Index (GMI) to signal changes. He compares the performance of the trading system

  • The German Mark Noise Channel Breakout System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...The German Mark Noise Channel Breakout System by Dennis Meyers, Ph.D. Interested in a trend-following method for currency markets? Currency markets generally exhibit the strongest tendency to trend, a key feature for trend-followers. Here's a method tha

  • The Gold and Silver Bond Fund System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...The Gold And Silver Bond Fund System by Dennis Meyers, Ph.D. Building on his previous Gmi system article, this Contributing Editor develops a system using the Philadelphia Stock Exchange daily gold and silver stock index to trade a long-term government

  • The Instantaneous Trendline by John F. Ehlers, Ph.D.

    ARTICLE SYNOPSIS...The Instantaneous Trendline by John F. Ehlers, Ph.D. Is it possible to have an instantaneous trendline? To say that a trendline is "instantaneous" may be presumptuous, but because you can compute a continuous trendline with modern technology and thus a

  • 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

  • The Keys To Technical Conditions by James S. Gould, Ph.D.

    ARTICLE SYNOPSIS...The Keys To Technical Conditions by James S. Gould, Ph.D. In the beginning, before personal computers routinely made trading decisions, there were traders who were able to decipher the language of the markets and earn trading profits. Today, traders hav

The Language of Money by Walter T. Downs, PhD

  • The MACD Momentum Oscillator by Barbara Star, Ph.D.

    ARTICLE SYNOPSIS...The MACD Momentum Oscillator by Barbara Star, Ph.D. The moving average convergence/divergence (MACD) is one of the most popular indicators around. Here, Barbara Star reviews and updates ways to use it. At present, virtually every charting software pac

  • The MACD Profit Alert by Barbara Star, Ph.D.

    ARTICLE SYNOPSIS...The moving average convergence/divergence (MACD) is a momentum indicator, and here, it's combined with pattern recognition to help you identify exit points for your system. It takes more than a good entry strategy to trade profitably. Many traders have

The MIDAS Touch, Part 1 by Andrew Coles, PhD

The MIDAS Touch, Part 2 by Andrew Coles, PhD

  • The Midpoint Oscillator by Tushar Chande, Ph.D.

    ARTICLE SYNOPSIS...Here's an indicator based on the concept used in %K and %R. The Midpoint Oscillator by Tushar Chande, Ph.D. I would like to share one of my own indicators based on the same underlying concept used in the popular stochastics (%K) and Williams' %R overbo

  • The Perfect Trader by Van K. Tharp, Ph.D., and Jennifer Benson

    ARTICLE SYNOPSIS...The Perfect Trader by Van K. Tharp, Ph.D., and Jennifer Benson What is a perfect trader and is such a condition desirable? Does such a creature exist? Psychologist Van K. Tharp of Investment Psychology Consulting says not and further, you're far more li

  • The Phase Method: 1998 by Christopher L. Cagan, Ph.D.

    ARTICLE SYNOPSIS...The Phase Method: 1998 by Christopher L. Cagan, Ph.D. Here's a unique technique to understand the cycles prevalent in the markets. The broad movement of the stock market, as measured by the Dow Jones Industrial Average (DJIA), tends to rise and fall o

  • The Psychology Of David Ryan by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...The Psychology Of David Ryan by Van K. Tharp, Ph.D. David Ryan won the U.S. Investing Championships three years in a row. I first interviewed David in May 1988 and again in August 1989. Q: What makes you successful as opposed to the average trader? A:

  • The Seasonal Cycle by Hans Hannula, Ph.D.

    ARTICLE SYNOPSIS...The Seasonal Cycle by Hans Hannula, Ph.D. I use natural cycles to help me trade stocks and commodities profitably. One of the most obvious and powerful of nature's cycles is the cycle of the seasons. Its effect is obvious not only in commodities, but in

  • The Tape-Reading Edge by Thomas Carr, Ph.D.

    ARTICLE SYNOPSIS...Stocks & Commodities V. 23:7 (16-24): The Tape-Reading Edge by Thomas Carr, Ph.D. Tape-reading skills are a product of your intuition. Here's how you can sharpen your intuitive power into a tremendous profit-making talent. First, it must be said that

  • The Trader and the Internet by Suzanne Withers, Ph.D.

    ARTICLE SYNOPSIS...The Trader and the Internet by Suzanne Withers, Ph.D. By now, much has been written about the Internet, the international computer users' network. But details have not been as forthcoming. How can Internet help traders and investors? The profitable us

  • The Turbo A/D, NH Market System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...The Turbo A/D, NH, NL Market System This Contributing Editor has looked into using the internal market statistics to generate stock market trading signals. Here, he upgrades one of his previously published market timing systems and discusses optimizatio

  • The Ulcer Index by Gary H. Elsner, Ph.D.

    ARTICLE SYNOPSIS...The Ulcer Index by Gary H. Elsner, Ph.D. A good risk index can be useful in the selection of stocks, funds, and trading systems. Here, then, is the ulcer index, why it is superior to the standard deviation statistic, and how it can be used in a variety

  • The Utility Average Stock Market Indicator by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...V.13:08 (321-328): The Utility Average Stock Market Indicator by Dennis Meyers, Ph.D. Here's a new indicator for trading the Standard & Poor's 500 index, based on the relative performance of the Dow Jones Utilities Average to the S&P. Trading rules and

  • The Yen, Recursed by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...Combine the exponential moving average with a trend estimate to identify changes in the direction of the market. The Japanese yen (JY) is a major currency traded worldwide by corporations, institutions, banks, commodity funds and futures traders. The y

  • The algebra of inequalities by Donald D. Bump, Ph.D.

    ARTICLE SYNOPSIS...The algebra of inequalities by Donald D. Bump, Ph.D. Many technical systems, simple and complex, come down to a decision based on inequality. For example, ""If the 10-day moving average for today is greater than that of yesterday, go (or remain) long.""

  • The compulsive trader Part 2 by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...The compulsive trader Part 2 by Van K. Tharp, Ph.D. ""When water passes over your head, it makes no difference if it does so by an inch or afoot. You're drowning. You don't want to admit that it is easier to get out of a $100,000 debt than a million dol

  • The danger in profits by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...The danger in profits by Van K. Tharp, Ph.D. Have you ever wondered why you can paper trade successfully, but fail miserably when real money is at stake? The reason is simple. The trader who concentrates on profits will have difficulty winning, as will

  • The loss trap by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...The loss trap by Van K. Tharp, Ph.D. Do you remember playing with a toy called the Chinese Finger Trap when you were a child? This toy is a woven straw cylinder with an opening at each end just large enough for a finger. Once you insert a finger in each

  • The n-method by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...The n-method by Clifford J. Sherry, Ph.D. Are large increases or decreases in the price of a given stock or commodity evenly distributed throughout the trading day? The trading week? The trading month? Or are there detectable patterns in these price cha

  • The secret of trading success: COMMITMENT by Van K. Tharp, Ph.D.

    ARTICLE SYNOPSIS...The secret of trading success: COMMITMENT by Van K. Tharp, Ph.D. Jack had a successful business, but he wanted to be a trader. Still, he wasn't willing to give up his annual $75,000 salary until he was certain he could be successful as a trader. So, he

  • The seven best brokers in America by Norm Zadeh, Ph.D.

    ARTICLE SYNOPSIS...The seven best brokers in America by Norm Zadeh, Ph.D. The vast majority of brokers do not make their own investment decisions. When they phone a client with a recommendation, it is that of the firm, not their own. Out of roughly 65,000 brokers, perhaps

  • Time And Money Charts by Stuart Belknap, Ph.D.

    ARTICLE SYNOPSIS...Time And Money Charts by Stuart Belknap, Ph.D. Interested in a universal price display? This might be the ticket. Whether you use indicators, automated setup and signal rules, or any other method, before opening or closing positions you probably read c

  • Trade The Chart, Not The System by Anthony Trongone, Ph.D., CFP, CTA

    ARTICLE SYNOPSIS...Stocks & Commodities V. 24:6 (44-47): Trade The Chart, Not The System by Anthony Trongone, Ph.D., CFP, CTA This is why you need to constantly monitor the performance of your trading system. Changing economic conditions can affect the performance of any

  • Trade The Price Swings by Barbara Star, Ph.D.

    ARTICLE SYNOPSIS...Trade The Price Swings by Barbara Star, Ph.D. You can use this method to identify shortterm price reversals. n the futures markets, timing is critical. The ability to recognize price shifts quickly is not only a desirable trait; it is a crucial trading

  • Trade like a cheetah by Hans Hannula, Ph.D.

    ARTICLE SYNOPSIS...Trade like a cheetah by Hans Hannula, Ph.D. The cheetah: an endangered species who's survived against the odds. It has survived by using a simple set of two rules: be faster than anyone else, and be smarter than anyone else. Sound like a good trading p

  • Trading IBM Intraday by Dennis Meyers, PhD

    ARTICLE SYNOPSIS...Trading IBM Intraday by Dennis Meyers, PhD Here's how to develop a trading system that measures the real price dynamics of the market. The fading memory polynomial was first introduced in one of my previous articles, titled "The Yen Recursed." In that

  • Trading In Restrictive Intraday Price Ranges by A. Trongone, Ph.D., CFP, CTA

    ARTICLE SYNOPSIS...Stocks & Commodities V. 24:10 (34-36): Trading In Restrictive Intraday Price Ranges by Anthony Trongone, Ph.D., CFP, CTA When the commodity markets are moving in a narrow price range, are there any trading opportunities? Discover how you can find them a

  • Trading Planetary Eclipses by Hans Hannula, Ph.D., C.T.A.

    ARTICLE SYNOPSIS...Trading Planetary Eclipses by Hans Hannula, Ph.D., C.T.A. Stock market lore has long been filled with claims that planetary motion affects stock and commodity prices. As most market students who pursue this topic find out, however, many rules and explan

  • Trading Stocks With A Cyclical System by Jeffrey O. Katz, Ph.D., with D.L. McCormick

    ARTICLE SYNOPSIS...Trading Stocks With A Cyclical System by Jeffrey Owen Katz, Ph.D., with Donna L. McCormick There may be a tradable pattern in individual stocks and indices. Read about one way to systematically look for and track this cycle. More than a decade ago, w

  • Trading The E-Mini by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...Trading The E-Mini by Dennis Meyers, Ph.D. Here's a technique you can use to trade the e-mini futures intraday. In my April 1999 article, "The Discrete Fourier Transform Illusion," I demonstrated the misuses of the mathematical technique called the Fou

  • Trading The Eclipse Cycle by Hans Hannula, Ph.D., C.T.A.

    ARTICLE SYNOPSIS...Trading The Eclipse Cycle by Hans Hannula, Ph.D., C.T.A. The ancients saw eclipses of the sun and moon as something mysterious and magical. The high priest of the day controlled the masses by telling them: ""Look out, there is an eclipse coming. Do as I

  • Trading Tomorrow's Wall Street Journal by Hans Hannula, Ph.D., C.T.A.

    ARTICLE SYNOPSIS...Trading Tomorrow's Wall Street Journal by Hans Hannula, Ph.D., C.T.A. W.D. Gann once remarked some people would not be able to make money even if they had tomorrow's Wall Street Journal, just because they would be held hostage to fear. In October 1987,

  • Trend Exhaustion Index by Clifford L. Creel, Ph.D.

    ARTICLE SYNOPSIS...When a price trend changes direction, it is sometimes difficult to predict whether that change is just a small correction or the start of a major trend change. I use a simple indicator, which I call the trend exhaustion index (TEI), to help interpret suc

  • Understanding Randomness Exercises For Statisticians by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...Understanding Randomness Exercises For Statisticians by Clifford J. Sherry, Ph.D. Author: David Salsburg Publisher: Marcel Dekker, NY, 1983 If you are an investor, whether you believe in the efficient market hypothesis or not, it important for you to

  • 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

  • Using Percentage-Based Back-Adjusted Data by Enrico Donner, Ph.D.

    ARTICLE SYNOPSIS...A continuous data series for remodeling a futures trading system can be created in a number of ways. Here's a new method that uses a percentage-based back-adjusted technique to ensure that profits and losses from a trading system are equivalent over time

  • Using Probability Stops In Trading by Nauzer Balsara, Ph.D.

    ARTICLE SYNOPSIS...Using Probability Stops In Trading by Nauzer Balsara, Ph.D. Does controlling losses by using predetermined stop-loss points help? To find out, Nauzer Balsara selected randomly moving average crossover systems and ascertained the best stop-loss points to

  • Using Statistics with Trading Systems J.Katz, Ph.D.

    ARTICLE SYNOPSIS...Using Statistics With Trading Systems: by Jeffrey Owen Katz, Ph.D., and Donna L. McCormick In part 1, Katz and McCormick looked at the underpinnings of how statistics can help the trader determine the feasibility of a system. This month, in part 2, they

  • 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

  • V.15:11 (488- 496) The T-Bond Futures & Stock Market Breadth System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...Market timers develop models to decide when to be in the stock market and when to be out. These models can be based on theories that range from simple technical analysis to complex econometric models. With that in mind, here's a timing model based on the

  • Van K. Tharp, Ph.D.: Trader's Psychologist by John Sweeney

    ARTICLE SYNOPSIS...Van K. Tharp, Ph.D.: Trader's Psychologist by John Sweeney In purely technical terms, Van K. Tharp is a psychological researcher and counselor specializing in neurolinguistic programming. In the lay language of his clients, he's the specialist who helps

  • Volume Variations by Barbara Star, Ph.D.

    ARTICLE SYNOPSIS...Volume Variations by Barbara Star, Ph.D. This month, Barbara Star uses a 1986 STOCKS & COMMODITIES article by Howard Waxenberg titled ""Technical analysis of volume"" as a basis for a tutorial on volume-based indicators. volume offers a view of the int

  • Volume-Weighted Average Pricing by Michael Tanksley, Ph.D.

    ARTICLE SYNOPSIS...Volume-Weighted Average Pricing by Michael Tanksley, Ph.D. What price should you aim to beat in your trades? Here's what the pros use. J. Welles Wilder once said, "Somewhere amidst the maze of open, high, low, and close prices is a phantom line that is

WM: Using Moving Averages To Trade Retracements by Mike Moody, Ph.D.

  • Walk Forward With the Xau Bond Fund System by Dennis Meyers, Ph.D.

    ARTICLE SYNOPSIS...Walk Forward With the Xau Bond Fund System by Dennis Meyers, Ph.D. The system developer has various optimization techniques to choose from. Here, Contributing Editor Dennis Meyers updates his previous work using the walk-forward optimization method. P

  • Weighted Moving Averages by Thomas Hutchinson and Peter G. Zhang, Ph.D.

    ARTICLE SYNOPSIS...Weighted Moving Averages by Thomas Hutchinson and Peter G. Zhang, PhD. The moving average is well known and much used in the field of technical analysis, but it also has a flaw: its lack of flexibility. But it need not be fatal. First-time STOCKS & COMM

  • What is the Impact of the S&P 500? by Clifford J. Sherry, Ph.D.

    ARTICLE SYNOPSIS...What is the Impact of the S&P 500? by Clifford J. Sherry, Ph.D. What impact does the variability of the market have on the price behavior of an individual stock? Technicians often use the Standard & Poor's 500 stock index as a model for the market when

  • Wilder's Directional Movement Index System Part 2 by Jim Summers, Ph.D.

    ARTICLE SYNOPSIS...Wilder's Directional Movement Index System Part 2 by Jim Summers, Ph.D. As I noted in the last issue, I need both a charting program and Lotus 1-2-3 to trade with discipline and confidence, along with maintaining my emotional health. My first major prog

  • Winning under stress: the fight-flight reaction by Van K. Tharp, PhD.

    ARTICLE SYNOPSIS...Winning under stress: the fight-flight reaction by Van K. Tharp, PhD. In primitive times, basic survival was man's most potent source of stress. Life or death, quite literally, hung in the balance of everyday decisions and one way early man learned to c

Working Money: Trading Secrets Of The Consistent Losers by Roy M. Sidewitz, Ph.D

WorkingMoney: Swing Trading With Trendlines by Phillip S. Duke, Ph.D.







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