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Article Archive For Keyword: Price Changes

  • Do Small Price Changes Matter Or Are They Just Noise?

    ARTICLE SYNOPSIS...Can trend trading be improved by filtering out small price moves to emphasize the trend? Here are two test cases to help find out

  • Price Changes During Non-Trading Hours by George R. Arrington and Howard E. Arrington

    ARTICLE SYNOPSIS...Price Changes During Non-Trading Hours by George R. Arrington and Howard E. Arrington One frustrating aspect of trading commodities is the price changes that occur during non-trading hours. It is difficult enough to make a profit when markets are open a

  • SIDEBAR: Comparison between actual price changes and normal distribution.

    ARTICLE SYNOPSIS...COMPARISON BETWEEN ACTUAL PRICE CHANGES AND NORMAL DISTRIBUTION The average weekly natural log changes in the Standard & Poor's 500 index from April 1986 through December 1995 was measured and the standard deviation of these changes calculated. The resu






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