Article Archive For
APR2024
AUTHOR: John F. EhlersDATE: APR2024SUBJECT: Digital Signal Processing
AUTHOR: Steve J. Godwin & Louisa C. SchneiderDATE: APR2024SUBJECT: Indicators
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Testing And Validating A Trading Model
ARTICLE SYNOPSIS ...Stress tests? Scenario tests? Out-of-sample backtests? Monitoring? Paper trading? How can you decide a trading system is worthy of using? Last time, we presented the N-CAMA model, and tests were favorable. Has it generated profits on live data? Here's a look at backtesting and live-testing the N-CAMA trading model...
AUTHOR: Jacinta ChanDATE: APR2024SUBJECT: Trading Techniques
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Determining Risk Before It Happens
ARTICLE SYNOPSIS ...Assessing the risk of being in the markets is a topic that always looms large with investors. What are some ways to calculate and assess it, and what place should each method have in your work? Here's a look at the most important and commonly used measures of risk, and considerations for how you might use each...
AUTHOR: Perry J. KaufmanDATE: APR2024SUBJECT: Risk Analysis
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Interview: A Conversation With Andrea Unger
ARTICLE SYNOPSIS ...Andrea Unger is a full-time professional trader, president of Unger Academy, and author of The Unger Method (2021). He is a four-time World Trading Champion (2008, 2009, 2010, and 2012), an honorary member of SIAT (Italian Society of Technical Analysis, a branch of IFTA), and he speaks throughout Europe, America, Australia, and Asia. The Unger Academy works to help traders learn to implement a systematic way of trading and to improve their approach to trading. It offers education, research, trading strategies, and guidance. Stocks & Commodities interviewed Andrea Unger to find out how he becam...
AUTHOR: S&C StaffDATE: APR2024SUBJECT: Interview
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Overnight Trading In QQQ
ARTICLE SYNOPSIS ...They say the early bird gets the worm, but in the case of some trading opportunities, does the night owl reap the rewards? Here's a study to test the hypothetical profitability of trading one market's overnight session...
AUTHOR: Peter (Haoting) DingDATE: APR2024SUBJECT: Trading Strategies
AUTHOR: Carley GarnerDATE: APR2024SUBJECT: Futures Trading
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Algo Q&A
ARTICLE SYNOPSIS ...Have a question about system or algo trading? Kevin J. Davey is a full-time trader, and has over 25 years of system trading experience. Send your questions or topic suggestions to Kevin Davey at kdavey@kjtradingsystems.com. Selected questions will appear in a future issue of S&C. This month: Don't Ignore Extremes...
AUTHOR: Kevin J. DaveyDATE: APR2024SUBJECT: Algo Trading
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Explore Your Options
ARTICLE SYNOPSIS ...Got a question about options? Jay Kaeppel has over three decades of experience in the options markets. He was a head trader for a CTA firm, an options trading software developer, and is a portfolio manager for an investment management firm. This month: Covered Call Writing...
AUTHOR: Jay KaeppelDATE: APR2024SUBJECT: Options Trading
AUTHOR: Stella Osoba, CMTDATE: APR2024SUBJECT: Chart Patterns
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Market Rap
ARTICLE SYNOPSIS ...Unserious thoughts on serious topics in finance, from Emilio Tomasini, a professional trader and adjunct professor of corporate finance at the University of Bologna in Italy. This month: System Traders And Discretionary Traders, And The Gulf In Between...
AUTHOR: Emilio TomasiniDATE: APR2024SUBJECT: Trading
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Traders' Tips
ARTICLE SYNOPSIS ...For this month's Traders' Tips, the focus is John F. Ehlers' article in this issue, "The Ultimate Smoother." Here, we present the April 2024 Traders' Tips code with possible implementations in various softwa...
AUTHOR: Technical Analysis, Inc.DATE: APR2024SUBJECT: Traders' Tips code
AUTHOR: Technical Analysis, Inc.DATE: APR2024SUBJECT: Futures