Modeling the Markets Using Statistical Network Data Mining
About the Editor and Contributors
AbTech Corporation
Acquiring Market Data
Adding another Filter to Improve the system
ADDING STOPS
Add subtract an increment
Advanced Indicators and Forecasting
ADVANCED MONEY MANAGEMENT
amount of money
Annual Trading Summary
application of Mobility Oscillators
APPLYING THE KCAT APPROACH
Assessing the Market and Yourself
Asset allocation
Audio Commentary
Average Profit and Loss
Backtesting
Bad Ticks
Bar Length and Trading Day
Bar Length or Trading Interval
Basic macros
Basic Money Management
Basic Trading Skills and Methods
benefits of diversification
Black-Scholes model
Bollinger Bands (BB)
breakeven stops
Buffer Overflow
Building an Advanced Trading System
buy and sell points
buy-signal system
Cable Transmission
calculation of price Distribution Function
chances of small traders
Chart Pattern Recognition
classifying indicators
Close to Open
Combining Trend Analysis with Indicator Readings
Commitment of Traders (COT) Reports
Commodity Channel Index (CCI)
Commodity options
Complex Indicators: Nonlinear Pricing and Reflexivity
Complexity in the Design and Testing of Systems
Computerized trading
Conflicting Data and Expected Values
Consecutive Trades
CONSUMER PROTECTION AGENCIES
Contract Rollover (for Futures and Commodities Trading)
Customer Support
Data Accumulation and Correction
Data Adequacy in the Design of a System
data analysis
Data Production
DATA RECEPTION
Data Reliability
Data Representation and Preprocessing
David C. Stendahl
Delayed Data
Describing the Patterns to the network
detection system
developing a model of a market
Developing a Simple System based on a premise
Developing a Trading System Using Intermarket Analysis
developing the indicators
Drawdown
Elaboration of Key Points
End-of-Day Data
Entering a Market
EQUITY CURVES
Equity Line Techniques
evaluate market conditions
Evaluating Trading Performance
Example of a Statistical Network Trading Application
Exiting a Market
expectations to systems trading
Exponential Moving Average
Feature Extraction
figures and tables
Financial Data Sources
financial section
Finding the Best Data
Forecasting
Forecasting with Mobility Oscillators
Foreign Exchange Data
Fuzzy Logic
genetic algorithms
goal-directed strategies
Hardware and Software Development headaches
Higher Time Frame Screens
highly successful systems
high-tech onslaught
Historical Data Quality
How the Crowd reacted
Improving the Odds
Incremental Approach
indicator construction
Information Content Analysis
investigate the futures markets
Judgmental trading
Kase DevStop system
Kevin N. Marder
Know Your stopping Points
Leave-One-Out testing
linear and nonlinear assumptions
Long Positions
Looking at the markets
Maintaining Your Rate of return as You Expand
Making Profits with Data Preprocessing
market congestion
market pundits
Market Quality
Markets and Time Frames
Market Structure Indicators
Maximizing Day Trading and Overnight Profits
Measuring Congestion
Michael de la Maza
Mobility Oscillators
Modeling Phenomena
MODELING THE DATA
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