Technical Analysis of STOCKS & COMMODITIES
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Optimizing the Maximum Entropy Method by Anthony W. Warren, Ph.D.
ARTICLE SYNOPSIS...Optimizing the Maximum Entropy Method
by Anthony W. Warren, PhD
This article is the second in a series on the Maximum Entropy Method (MEM) and its use in technical
analysis for short data length spectrum estimation and short term forecasting. In the fir
The Maximum Favorable Excursion Strategy by D. Stendahl and L. Zamansky
ARTICLE SYNOPSIS...The Maximum Favorable
Excursion Strategy
by David C. Stendahl and Leo J. Zamansky
Maximum favorable excursion (MFE) is the peak profit that
a trade earns before the trade is closed out. Reviewing the
performance of a trading system allows us to measure