Trading regime analysis: the probability of volatility

Trading regime analysis: the probability of volatility

Gunn, Murray

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INDICE: Foreword Acknowledgements PART I: SUPPLY AND DEMAND 1 There is NO Holy Grail 2 The Nature of Markets 3 Volatility Defined PART II: EXISTING TRADING REGIME ANALYSIS 4 Orthodox Pattern Recognition 5 Japanese Candlesticks 6 Volume Considerations 7 Previous Highs and Lows 8 Elliott Wave Principle 9 Moving Average Envelopes 10 Bollinger Band Width 11 The ADX 12 Point and Figure Charts 13 Rate of Change and Divergence 14 Williams %R 15 Donchian Channels 16 A Nod to the Quants PART III: FURTHER IDEAS FOR TRADING REGIME ANALYSIS 17 Implied Volatility Curves 18 The Volatility Smile 19 My MATE 20 Trend-Following Performance Indicator 21 Trading Regime Indicator PART IV: COMBINING AND USING TRADING REGIME ANALYSIS 22 An Eclectic Approach 23 Applications for Traders and Investors 24 Trading Regime Analysis for Economists and Fundamentalists 25 Case Studies 26 There is Still No Holy Grail Appendix 1: Time Fractals and the Supply/Demand Index Appendix 2: Why Do Trend Lines Work? Appendix 3: Examples ofTrend Lines References Index

  • ISBN: 978-0-470-98785-8
  • Editorial: John Wiley & Sons
  • Encuadernacion: Cartoné
  • Páginas: 440
  • Fecha Publicación: 23/01/2009
  • Nº Volúmenes: 1
  • Idioma: Inglés