Article Archive For JUL2024
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Taming The Effects Of Whipsaw, Part 2
ARTICLE SYNOPSIS ...Last time in part 1, we presented a filter to help protect your trend-following strategy against whipsaws. This time, we show how to include the effects of volatility to further improve filtering effectiveness and trading performance...
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How To Enhance A Trading Strategy On Gold Futures By Using An AI-Based Volatility Predictor
ARTICLE SYNOPSIS ...Here's how you can apply the benefits of machine learning to a traditional trading system with the help of some Python libraries...
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Trading Volatility Derivatives
ARTICLE SYNOPSIS ...Volatility is eminently tradable, though not directly as an instrument itself. However, the trader can access instruments that are derived from volatility. Here is a look at some of the choices for the adventurous trader...
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What Is The Real Meaning Of The EMA Alpha?
ARTICLE SYNOPSIS ...In an exponential moving average, the smoothing fac tor, also known as a weighted multiplier or alpha, is the parameter that determines how values in the lookback period are weighted. Weights decline exponentially as the data points get older. How is alpha found, and why is this significant? Here are some analytical and practical insights....
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Futures For You
ARTICLE SYNOPSIS ...Want to find out how the futures markets really work? DeCarley Trading senior analyst and broker Carley Garner answers your questions about today's futures markets. This month: Complacency kills...
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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: Smooth rollovers...
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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: Iron condors for income...
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The Savvy Technician
ARTICLE SYNOPSIS ...Recognizing and applying technical chart patterns to trading. This month: How many eggs can one basket hold...
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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: Is your trading a business that you can pass along...
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Traders' Tips
ARTICLE SYNOPSIS ...For this month's Traders' Tips, the focus is Perry Kaufman's article in the June 2024 issue, "Trading Opening Gaps And Extreme Closes In Stocks." Here, we present the July 2024 Traders' Tips code with possible implementations in various softwa...
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Futures Liquidity
ARTICLE SYNOPSIS ...Trading liquidity is often overlooked as a key technical measurement in the analysis and selection of commodity futures. The following explains how to read the futures liquidity chart published by Technical Analysis of STOCKS & COMMODITIES every month...