Article Archive For Keyword: PhD and

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• 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

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• 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

AUTHOR: Leo Zamansky, Ph.D., and David StendahlDATE: JUL 1997

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• 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

AUTHOR: Jeffrey Owen Katz, Ph.D., and Donna L. McCormickDATE: FEB 1998

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• Market Profile Part 2 by Thomas P. Drinka, Ph.D. and Robert L. McNutt

  ARTICLE SYNOPSIS...Market Profile Part 2 by Thomas P. Drinka, Ph.D. and Robert L. McNutt The market is composed of time, price and volume. Each day, the market--in attempting to facilitate trade--develops a price range delineated by the daily high and low and a Value Area w

AUTHOR: Thomas P. Drinka, Ph.D. and Robert L. McNuttDATE: JAN 1988

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• Market Profile and trends Part 3 by Thomas Drinka, Ph.D. and Robert L. McNutt

  ARTICLE SYNOPSIS...Market Profile and trends Part 3 by Thomas Drinka, Ph.D. and Robert L. McNutt The key to market opportunity is knowing when current market price diverges from value and being able to judge whether price will move to value or value to price. A divergence

AUTHOR: Thomas Drinka, Ph.D. and Robert L. McNuttDATE: FEB 1988

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• Market profile Part 4 by Thomas Drinka, Ph.D. and Robert L. McNutt

  ARTICLE SYNOPSIS...Market profile Part 4 by Thomas Drinka, Ph.D. and Robert L. McNutt Previously, we considered the manner in which the market utilizes price probes and rotation during the trading day to promote trade. Depending on the response of other-time-frame traders

AUTHOR: Thomas Drinka, Ph.D. and Robert L. McNuttDATE: MAR 1988

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

  ARTICLE SYNOPSIS...Maximum Entropy Optimization by Anthony W. Warren, Ph.D. and Jack K. Hutson The Maximum Entropy Method (MEM) is a promising new system for short-term Spectrum Analysis and trend forecasting. In this article we discuss the process of obtaining an optimal

AUTHOR: Anthony W. Warren, Ph.D. and Jack HutsonDATE: JUL 1984

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• On Using Volatility Bands by Ahmet Tezel, Ph.D., and Suzan Koknar-Tezel, M.S.

  ARTICLE SYNOPSIS...We've all seen a stock break out of its trading range and trend to new levels. The initial surge will appear as a sudden increase in activity, pushing the price higher. The higher prices often reach levels that indicate the stock is temporarily overbough

AUTHOR: Ahmet Tezel, Ph.D., and Suzan Koknar-Tezel, M.S.DATE: OCT 1997

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• Price path: a new volatility measure by Joanne Hill, Ph.D. and Matthew Celebuski

  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,

AUTHOR: Joanne Hill, Ph.D. and Matthew CelebuskiDATE: DEC 1988

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• Reversals In Weekly Stock Returns by A. Tezel, PhD, and R. Sharma, PhD

  ARTICLE SYNOPSIS...Reversals In Weekly Stock Returns by A. Tezel, PhD, and R. Sharma, PhD Nasdaq stocks provide the highest net returns from a long strategy after a week of declining returns and declining highs and lows. Stock prices with strong momentum during the prio

AUTHOR: A. Tezel, PhD, and R. Sharma, PhDDATE: Bonus Issue 2009

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• Secure Fractional Money Management by L. Zamansky, Ph.D., and D. Stendahl

  ARTICLE SYNOPSIS...Secure Fractional Money Management by Leo J. Zamansky, Ph.D., and David C. Stendahl Here's how to find a new fractional value of capital to invest in every trade to maximize returns subject to a constraint on drawdown, using a variation of the optimal f

AUTHOR: L. Zamansky, Ph.D., and D. StendahlDATE: JUL 1998

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• 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

AUTHOR: L. Zamansky, Ph.D., and M. StolzDATE: AUG 1999

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• 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

AUTHOR: Jeffrey Owen Katz, Ph.D., and Donna L. McCormickDATE: MAR 1998

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• 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

AUTHOR: Van K. Tharp, Ph.D., and Jennifer BensonDATE: SEP 1993

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• 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

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• 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