Creating Excellence
Useful Literature and Books on Market Timing
Following is a collection of useful books, articles, and research papers on market timing.
Read this literature to increase your awareness and knowledge of market timing.
Subscribe to our weekly RISXX Market Risk Report
67 market risk ratings
44 investment signals
performance reports
Books on Market Timing and Trading Systems
Market Wizards – Interviews with top traders
Jack D. Schwager
New York Institute of Finance
1989
The New Market Wizards – Conversations with America’s Top Traders
Jack D. Schwager
HarperCollins Publishers
1994
Stock Market Wizards – Interviews with America’s Top Stock Traders
Jack D. Schwager
John Wiley & Sons
2001
Design, Testing, and Optimization of Trading Systems
Robert Pardo
John Wiley & Sons
1992
Smarter Trading – Improving Performance in Changing Markets
Perry J. Kaufman
McGraw-Hill Companies
1995
Trading Systems and Methods
Perry J. Kaufman
John Wiley & Sons
1998
The Inner Game of Trading – Creating the Winner’s State of Mind
Robert Koppel, Howard Abell
McGraw-Hill Companies
1994
The Trading Athlete: Winning the Mental Game of Online Trading
Shane Murphy Ph.D., Doug Hirschhorn MS
John Wiley & Sons
2001
MindTraps: Mastering the Inner World of Investing
Roland Barach
Irwin Professional Publishing
1988
Super Trader, Expanded Edition: Make Consistent Profits in Good and Bad Markets
Van Tharp
McGraw-Hill Education
2010
Trade Your Way to Financial Freedom
Van Tharp
McGraw-Hill Companies
1998
The Mathematics of Money Management
Ralph Vince
John Wiley & Sons
1992
Portfolio Management Formulas
Ralph Vince
John Wiley & Sons
1990
Advanced Modeling in Finance Using EXCEL And VBA
Mary Jackson, Mike Staunton
John Wiley & Sons
2001
Paving Wall Street: Experimental Economics & The Quest for the Perfect Market
Ross M. Miller
John Wiley & Sons
2002
Street Smarts: High Probability Trading Strategies for The Futures and Equities Markets
Laurence A. Connors, Linda Bradford Raschke
M.Gordon Publishing
1995
Modern Portfolio Theory & Investment Analysis
Edwin Elton, Martin Gruber
John Wiley & Sons
1991
Value at Risk
Philippe Jorion
McGraw-Hill Companies
1997
Trading in the Stillness
Rick Harris
TIS [email protected]
2003
More Than You Know: Finding Financial Wisdom in Unconventional Places
Michael J. Mauboussin
Columbia University Press
2006
ISBN 0-231-13870-9
Enhancing Trader Performance
Brett N. Steenbarger
John Wiley & Sons
2006
ISBN 0-470-03866-7
The 7 Deadly Sins of Investing: How to Conquer Your Worst Impulses and Save Your Financial Future
Maury Fertig
AMACOM
2006
ISBN 0-8144-0874-5
Beating the Financial Futures Market – Combining Small Biases into Powerful Money-Making Strategies
Art Collins
John Wiley & Sons
2006
ISBN 0-470-03865-9
Master Trades: Strategies for Superior Returns from Today’s Top Traders
Fari Hamzei
John Wiley & Sons
2006
ISBN 0-471-79062-1
Trend Trading – Timing Market Tides
Kedrick Brown
John Wiley & Sons
2006
ISBN 0-471-98021-8
Trade with Passion and Purpose
Mark Whistler
John Wiley & Sons
2007
ISBN 978-0-470-03908-3
Articles on Market Timing and Trading Systems
Timing the Market with COTs – The Smart Money? Follow the Dumb Money!
Who says you can’t time trades using the Commitments of Traders reports? This COTs-based mechanical system beat the NASDAQ by 728 percentage points – with only one trade needed per year.
– Alex Roslin
– Technical Analysis of Stocks & Commodities Magazine
[2007] – May 2007 – Volume 25 – Number 6
The Defensive Trader – You’re Right, I’m Wrong
Not trading as well as you would like to? Can you take some constructive criticism?
– Adrienne Toghraie
– Technical Analysis of Stocks & Commodities Magazine
[2007] – Bonus Issue 2007 – Volume 25 – Number 4
Recognize Your Mistakes – Developing Discipline With Daily Debriefing
It’s easier to design a system that will produce returns of 100% than it is to trade the system to get those results. Here’s why.
– Van K. Tharp, PhD
– Technical Analysis of Stocks & Commodities Magazine
[2007] – January 2007 – Volume 25 – Number 1
What Can Neural Networks Do for You? – Using Neural Nets to Analyze the Markets
Neural networks can multiply your profits – if you know how to use them.
– Dima Vonko
– Technical Analysis of Stocks & Commodities Magazine
[2006] – December 2006 – Volume 24 – Number 13
Trading in The Middle Zone – Not Too Hot and Not Too Cold, Making Sure It’s Just Right
Having trouble trading at the start of the day? This strategy will help you find your trading spot.
– Anthony Trongone
– Technical Analysis of Stocks & Commodities Magazine
[2006] – December 2006 – Volume 24 – Number 13
Trading Your Beliefs with Van K. Tharp
Often imitated, never bested, Van Tharp is an original and a pioneer in the field of trading psychology. Van Tharp has been a coach and consultant to traders since 1982. He is the author of numerous books and home-study program and is widely recognized for his best-selling books TRADE YOUR WAY TO FINANCIAL FREEDOM and SAFE STRATEGIES FOR FINANCIAL FREEDOM. His Peak Performance program is a well-regarded classic that is suitable for all levels of traders and investors.
– Lee Leibfarth
– Technical Analysis of Stocks & Commodities Magazine
[2006] – November 2006 – Volume 24 – Number 12
Measuring Risk – Saving Money to Make Money
The most important concept in building a profitable trading system is to protect your capital. Here’s a look at some of the techniques you can apply to measure your risks. – Van K. Tharp, PhD
– Technical Analysis of Stocks & Commodities Magazine
[2006] – November 2006 – Volume 24 – Number 12
The state of systematic trading
Want to make a million dollars with a commodity trading system? Boy, do we have some software for you! Just realize that it doesn’t come shrink-wrapped with those stacks of Ben Franklins and that the biggest variable in the trading success equation – good old hard work – must come from elsewhere.
– James T. Holler
– Futures Magazine
[2003] – November 2003 – Volume 32 – Number 12
Casino Trading – Applications to Systematic Trading
The Monte Carlo simulation, a statistical technique used to model the expected outcomes of a random series of events such as casino games, also has valuable applications in the evaluation of a systematic trading program.
– Phil Abel
– Technical Analysis of Stocks & Commodities Magazine
[2003] – November 2003 – Volume 21 – Number 11
Shrinking from Opportunity – Staying Flexible to Handle Change
Stretch your comfort zone of predictable patterns and look for your shot at the gold ring.
– Adrienne Laris Toghraie
– Technical Analysis of Stocks & Commodities Magazine
[2003] – October 2003 – Volume 21 – Number 10
How Fit Are You for Trading?
Reach your full potential as a trader by understanding your psychological makeup.
– Ned Gandevani, Ph.D.
– Technical Analysis of Stocks & Commodities Magazine
[2003] – June 2003 – Volume 21 – Number 6
Trading S&P futures using the Dow
A market adage says that the S&P 500 index leads the Dow Jones Industrial Average. Using that relationship alone can lead to trading profits, but tied to other trading concepts, profits can get impressive. Here are some ideas on how to do just that.
– Art Collins
– Futures Magazine
[2003] – April 2003 – Volume 32 – Number 5
Measuring risk against returns
Though we all know that past performance is not necessarily indicative of future results, often the first thing we look at from a manager is past performance. Before deciding on a manager, though, it is important to look at what is risked to achieve that performance.
– Daniel P. Collins
– Futures Magazine
[2003] – April 2003 – Volume 32 – Number 5
Seeking the perfect formula through portfolio weighting
Trend-following works – but not all the time in all markets. That is why managers trade many markets in many sectors. That way, they can catch what trends are out there and avoid being concentrated in markets that may correlate after a major event.
– Daniel P. Collins
– Futures Magazine
[2003] – February 2003 – Volume 32 – Number 3
Overcoming Addictions
Are You in Control? – Addictions will turn your successful trading into a lost cause. What to do?
– Adrienne Laris Toghraie, MNLP
– Technical Analysis of Stocks & Commodities Magazine
[2003] – February 2003 – Volume 21 – Number 2
Fresh Start
Your New Year’s Trading Resolutions – Start off the New Year on the right foot.
– Adrienne Laris Toghraie, MNLP
– Technical Analysis of Stocks & Commodities Magazine
[2003] – January 2003 – Volume 21 – Number 1
Trading the E-Mini
Using the Endpoint Fast Fourier Transform – Here’s a technique you can use to trade the e-mini futures intraday.
– Dennis Meyers, Ph.D.
– Technical Analysis of Stocks & Commodities Magazine
[2003] – January 2003 – Volume 21 – Number 1
Trading Secrets of the Consistent Losers
A few tips on getting started right.
– Roy M. Sidewitz, Ph.D.
– Technical Analysis of Stocks & Commodities Magazine
[2003] – January 2003 – Volume 21 – Number 1
Revisiting The 4% Solution
How has the 4% model indicator performed since 2000?
– David Penn
– Technical Analysis of Stocks & Commodities Magazine
[2002] – December 2002 – Volume 20 – Number 12
Realistic measures: Mechanical options trading
Options are unique financial instruments that, in many ways, are based and traded on theory. However, for the rigor demanded by prudent systematic traders, the theory doesn’t always cut it. In this article, we continue a multi-part discussion of the feasibility of trading and testing mechanical trading systems on options.
– Murray A. Ruggiero, Jr.
– Futures Magazine
[2002] – December 2002 – Volume 31 – Number 15
Designing Volatility Breakout Systems
Understand Your Market – Interested in improving your system’s profit factor? Here are some suggestions.
– Paolo Pezzutti
– Technical Analysis of Stocks & Commodities Magazine
[2002] – October 2002 – Volume 20 – Number 10
Improve Your System with the Profitability Rule
Insight into System Capability – What are the capabilities and limitations of your trading system or investment strategy? You can ensure your system or strategy has a high probability of meeting your profit objective by using this simple model as a measure of profitability.
– Michael Harris
– Technical Analysis of Stocks & Commodities Magazine
[2002] – September 2002 – Volume 20 – Number 9
Setting Stops and Taking Profits with Maximum Excursion
Maximum Excursion – With a Twist – This simple new variation of John Sweeney’s maximum excursion method should help you determine how well your system takes profits and cuts losses.
– Sergei Dobrovolsky
– Technical Analysis of Stocks & Commodities Magazine
[2002] – August 2002 – Volume 20 – Number 8
Waiting for the Fed
How are monetary-based stock market timing models holding up in the Age of the Bear Market?
– David Penn
– Technical Analysis of Stocks & Commodities Magazine
[2002] – August 2002 – Volume 20 – Number 8
Finding option values in the eye of events
Traditional option valuation models are sufficient in most cases but not when ‘news’ is expected from a scheduled report or event that occurs close to option expiration. Here’s a model for resolving that problem.
– Boris Gleyzer, Emmanuel Livshits, Dmitry Taubman
– Futures Magazine
[2002] – July 2002 – Volume 31 – Number 9
Building a better MACD indicator
MACD is a popular technical indicator but, surprisingly, was successful less than a third of the time in a 10-year study of stocks. However, a model that exploits only high degrees of crossing signals had a success rate as high as 90%. Here’s how to enhance the MACD and apply it to options trading.
– Gunther Meissner, Albin Alex, Kai Nolte
– Futures Magazine
[2002] – July 2002 – Volume 31 – Number 9
Sticking to the program
Trading professionals often cite discipline as an extremely important attribute for a money manager. There may not be a better measure or definition for discipline than a manager’s ability to stick with his designated methodology and strategy. While a trader can stray from a strategy and remain successful in the short term, style drift is a sign of a lack of discipline and should be seen as a warning sign.
– Daniel P. Collins
– Futures Magazine
[2002] – July 2002 – Volume 31 – Number 9
Do Equations Tell the Whole Story?
Dangers of the True Optimal f – Success in systems trading depends on having good trading systems and good money management practices. Optimal f can help you.
– Gordon Gustafson
– Technical Analysis of Stocks & Commodities Magazine
[2002] – June 2002 – Volume 20 – Number 6
Timing your S&P trades with the VIX
As a dynamic indicator, the Volatility Index, or VIX, measures the fear factor in the marketplace. Watching for extremes in those readings can tip you off that the market is about to reverse, perhaps sharply.
– Larry Connors
– Futures Magazine
[2002] – June 2002 – Volume 31 – Number 7
How impressive are those historical results?
When you are evaluating or developing a trading system, the historical results may look quite impressive. But are you being misled by the data used to produce the results? Here’s a way to tell.
– Alex Strashny
– Futures Magazine
[2002] – May 2002 – Volume 31 – Number 6
Market timing: A better way to invest
Conventional stock market wisdom still touts the myth of buy-and-hold investing. But evidence supports an approach familiar to futures traders as a better way to succeed in today’s market environment. Here’s the case for market timing.
– Mark W. Arnold
– Futures Magazine
[2002] – May 2002 – Volume 31 – Number 6
Plan to Win
Conquer the Monster of Ego, Fear, Greed, And Hope – There are two kinds of traders: amateurs and professionals. The amateurs supply the money. Which would you rather be?
– Richard Ahrens
– Technical Analysis of Stocks & Commodities Magazine
[2002] – May 2002 – Volume 20 – Number 5
Frictional Costs in Futures Trading
Additional Costs Can Affect Your Bottom Line – If we could trade in a perfect, cost-free world, there would be many more systems that would exhibit profitable return profiles. But we don’t. So, what can we do about frictional costs?
– Jesse Wolff
– Technical Analysis of Stocks & Commodities Magazine
[2002] – April 2002 – Volume 20 – Number 4
Equity Curve Analysis
How Will Your System Perform in the Long Run? – What can you expect from your trading system?
– Vladimir Stepnov
– Technical Analysis of Stocks & Commodities Magazine
[2002] – April 2002 – Volume 20 – Number 4
How Accurate Is The A/D Line?
Market Breadth and Market Direction – Maybe not as accurate as you think. Here’s one way to get more realistic results.
– Lawrence G. McMillan
– Technical Analysis of Stocks & Commodities Magazine
[2002] – April 2002 – Volume 20 – Number 4
What are asset allocators looking for?
Why do some commodity trading advisors who consistently have double-digit yearly performance seem to have problems increasing their money under management while others grow exponentially with only modest gains? Perhaps it is because of that precise fact. Pool operators, fund-of-fund managers, and other institutional allocators rarely cite absolute returns as their priority when allocating funds.
– Daniel P. Collins
– Futures Magazine
[2002] – April 2002 – Volume 31 – Number 5
Old statistical methods for new tricks in analysis
The frequent occurrence of an approximately normal distribution for stock closing prices opens the way for market technicians to apply traditional, well-founded, statistical decision methods instead of more specialized methods of current technical analysis, at least for short-term trading.
– Dennis McNicholl
– Futures Magazine
[2002] – April 2002 – Volume 31 – Number 5
Determining Equity Growth Performance
What Can You Realistically Expect from Your Trading System? – What are the merits of using technical analysis trading systems? Evaluate them here.
– John F. Ehlers, Mike Barna
– Technical Analysis of Stocks & Commodities Magazine
[2002] – March 2002 – Volume 20 – Number 3
The four pillars of profitable trading
The key to success in trading isn’t having a sure-fire trading system because no such thing exists. Only by being honest about your abilities, getting experience in the markets, carefully preparing your analysis approach, and effectively managing your assets can you expect profits over the long-term.
– Ray Kelly
– Futures Magazine
[2002] – March 2002 – Volume 31 – Number 4
Optimizing Portfolios Using Value at Risk
Create Portfolios Based on Your Risk and Return Preferences – Most of us own more than one security at any given time. But how do you decide which ones to hold and which ones to fold?
– Luis Ballesca-Loyo
– Technical Analysis of Stocks & Commodities Magazine
[2002] – February 2002 – Volume 20 – Number 2
Debunking the drawdown myth
Properly measuring drawdowns is a difficult task in trading system development and one that many traders don’t give its full due. Here, we’ll discuss the right way and the wrong way of assessing the drawdown statistics of trading systems. The conclusion may surprise you.
– Murray A. Ruggiero, Jr.
– Futures Magazine
[2002] – January 2002 – Volume 31 – Number 1
Price Persistency
Let Me Count the Days – Interested in measuring a short-term trend? Here’s an indicator you can use.
– Gordon Gustafson
– Technical Analysis of Stocks & Commodities Magazine
[2002] – January 2002 – Volume 20 – Number 1
Buy-And-Hold Comparisons to Evaluate Stock Trading
Benchmark comparisons are a standard technique for the performance of a trading system. One particular benchmark is the buy-and-hold approach. This noted market analyst looks at the steps to using it.
– Jack Schwager
– Technical Analysis of Stocks & Commodities Magazine
[2001] – December 2001 – Volume 19 – Number 13
Dare to Trade – The Making of the Modern Trader
To understand how much courage it takes to be a trader, take the trader’s journey.
– Adrienne Laris Toghraie, MNLP, MCH
– Technical Analysis of Stocks & Commodities Magazine
[2001] – December 2001 – Volume 19 – Number 13
A System for Trading Fidelity Select Funds
The key techniques for trading stocks, options, and futures can also be applied successfully to mutual funds. Here’s a systematic approach to mutual fund trading.
– Jay Kaeppel
– Technical Analysis of Stocks & Commodities Magazine
[2001] – December 2001 – Volume 19 – Number 13
Hello, Mr. Frankenstein
Last month we defined three subsystems, which we will integrate into one model. We will develop rules for combining these systems by using several other indicators, also discussed last month. The result will be a game theory-based, intelligent trading solution.
– Murray A. Ruggiero, Jr.
– Futures Magazine
[2001] – December 2001 – Volume 30 – Number 15
Trade Sector Funds with Pure Momentum
Investing with Inertia. – Can you trade mutual funds once a month, never cut losses, and still make a lot of money?
– Jay Kaeppel
– Technical Analysis of Stocks & Commodities Magazine
[2001] – November 2001 – Volume 19 – Number 11
The Lazy Man’s Guide to Long-Term Investing
Are you a buy-and-hold believer? Enhance your returns by using this simple technique.
– R.M. Sidewitz, Ph.D.
– Technical Analysis of Stocks & Commodities Magazine
[2001] – November 2001 – Volume 19 – Number 11
Good trading is not rocket science
Being highly intelligent is not a sure-fire precursor to high trading profits. Here are some of the pitfalls traders suffer when they rely too much on their IQ for trading success, as well as some tips for where to refocus your efforts.
– Tom Basso
– Futures Magazine
[2001] – November 2001 – Volume 30 – Number 14
The X-factor: Synthesizing trading system reports
As important as how you build your trading systems is how you judge and compare them. A better measuring stick can give you an edge in trading system development. Here’s one tool for better performance assessment.
– Bill A. Sadek
– Futures Magazine
[2001] – November 2001 – Volume 30 – Number 14
Building a trading robot
Deciding which approach we’ll use to build our intelligent trading system is one thing. Fitting that approach to the problem of market analysis is another. Here we take our method of choice, game theory, and begin adapting it to trading.
– Murray A. Ruggiero, Jr.
– Futures Magazine
[2001] – November 2001 – Volume 30 – Number 14
Money Management Indicators
How Does Your Trading System Respond to the Market? Here’s How You Can Test It. – Keeping track of your system’s performance will alert you to changes in market behavior.
– Michael R. Byrant, Ph.D.
– Technical Analysis of Stocks & Commodities Magazine
[2001] – October 2001 – Volume 19 – Number 10
Position Trading The S&P
Time Your Trade with This System When The S&P Is Basing. – Use linear regression to predict short-term trend changes of the Standard & Poor’s 500.
– Clifton Mitchell, Ph.D.
– Technical Analysis of Stocks & Commodities Magazine
[2001] – October 2001 – Volume 19 – Number 10
Life on Hold – Put Yourself Back in the Trading Picture
If you have put your trading on hold, you no doubt have a compelling reason – or are you just making excuses? Find out how to overcome your roadblocks in trading.
– Adrienne Laris Toghraie
– Technical Analysis of Stocks & Commodities Magazine
[2001] – September 2001 – Volume 19 – Number 9
System building basics
Now that we have looked in-depth at a variety of technical systems, we turn our attention to the general tips and tricks to building that successful system. What we found were some steps to help move away from a stab in the dark.
– Susan Bisset
– Futures Magazine
[2001] – September 2001 – Volume 30 – Number 11
Equity futures: Traders site in this bold new markets
Many think that individual equity futures have enough benefits over existing markets to overcome any hurdles their similarities will cause. To get a head start in the race to trade these new products, we can examine those differences and see how they might affect various trading strategies.
– Murray A. Ruggiero, Jr.
– Futures Magazine
[2001] – September 2001 – Volume 30 – Number 11
Probability theory: A winning bet
While most traders are familiar with multiple sophisticated methods of forecasting market turns, the understanding of chance is quite ancient. Using risk control ultimately can determine your trading success.
– Gregory E. Wagner
– Futures Magazine
[2001] – September 2001 – Volume 30 – Number 11
Trading the Turtle System on Currencies
Slow and Steady Earn the Simoleans – The system was developed two decades ago based on a bet, but since then, it’s been a proven winner. The Turtle system was developed on daily data, but it has some promising real-life results when used with intraday data, in this case, currencies.
– Guy Brys, Anja Struyf, Luc Van Hof
– Technical Analysis of Stocks & Commodities Magazine
[2001] – August 2001 – Volume 19 – Number 8
Bonds: A first-order system with second-order polynomials
Day-trading T-bonds can be treacherous, but with this fairly streamlined system model, you can identify likely points of short-term swings.
– Dennis Meyers
– Futures Magazine
[2001] – July 2001 – Volume 30 – Number 9
Classifying your trading system
Understanding the risk and reward characteristics of your trading system is vital to consistent success with the approach, both individually and as part of a portfolio of systems. A style-based classification process will make knowing your system easier.
– Tushar Chande
– Futures Magazine
[2001] – July 2001 – Volume 30 – Number 9
Delving for dynamic dollars
When developing a dynamic trading system, you need to start with the core of your approach, your actual logical premise. A properly constructed premise will allow your system to flow and ebb with the whims of the markets.
– Murray A. Ruggiero, Jr.
– Futures Magazine
[2001] – July 2001 – Volume 30 – Number 9
Is the trend still, your friend?
The old bromide ‘the trend is your friend’ may be the most widely used and repeated cliché heard in the trading business. There is a certain wisdom in its simplicity that should not be overlooked. After all, many, if not all traders have lost money on trades because they ignored the obvious in favor of a more complicated market direction analysis.
– Daniel P. Collins
– Futures Magazine
[2001] – July 2001 – Volume 30 – Number 9
Your Crash Potential
The Longer You Can Stay, The Longer You Can Play. – Money management alone can increase your chances of trading survival. Here’s a practical explanation.
– Wolf von Roenik
– Technical Analysis of Stocks & Commodities Magazine
[2001] – July 2001 – Volume 19 – Number 7
Estimating Future Drawdowns
Manage Expectations, Adjust Leverage, And Manage Risk in Your Own Portfolio. – You’re going to get hit by a big one sooner or later, but how big is it going to be?
– Tushar S. Chande
– Technical Analysis of Stocks & Commodities Magazine
[2001] – July 2001 – Volume 19 – Number 7
New age trading systems for dynamic markets
Once you recognize the non-stationary nature of markets, you need to know how to adjust your approach to system development to avoid the pitfalls in building your systems. This month, we’ll cover the steps you should take in developing a system. Next month, we’ll apply them using original logic.
– Murray A. Ruggiero, Jr.
– Futures Magazine
[2001] – June 2001 – Volume 30 – Number 7
Market realities & options pricing
The most popular option pricing models wrongly assume that market returns are distributed normally – in the form of the familiar bell-shaped curve. For day-traders, this misconception is particularly troublesome. Here’s how to integrate reality into theoretical options prices.
– Jeffrey Owen Katz, Donna L. McCormick
– Futures Magazine
[2001] – May 2001 – Volume 30 – Number 6
Plan ahead
Successful trading requires having a plan that includes entry, exit, and money management methodologies. These point-and-figure patterns may be a valuable addition to your day-trading system.
– Sherwood Tucker, Jeremy Huth
– Futures Magazine
[2001] – April 2001 – Volume 30 – Number 5
Market realities & options pricing
The most popular option pricing models wrongly assume that market returns are distributed normally – in the form of the familiar bell-shaped curve. For day-traders, this misconception is particularly troublesome. Here’s how to integrate reality into theoretical options prices.
– Jeffrey Owen Katz, Donna L. McCormick
– Futures Magazine
[2001] – May 2001 – Volume 30 – Number 6
System testing via Monte Carlo
How often have you tested a system that performed extremely well on historical data but floundered in actual practice? Take randomness into account with Monte Carlo simulation to scrutinize your system more thoroughly.
– Wolf van Roenik
– Futures Magazine
[2001] – April 2001 – Volume 30 – Number 5
Qualifying streaks
Streaks are traded in a variety of ways. But how many time periods constitutes a streak? And how do you determine whether to go with or against the trend? Quantitative analysis can help – here’s how.
– David Ciocca
– Futures Magazine
[2001] – April 2001 – Volume 30 – Number 5
Position Sizing with Monte Carlo Simulation
How to Make It Just Right – Need to know how much to put on your next trade? You can figure it out with 95% reliability using this simulation technique.
– Michael R. Byrant, Ph.D.
– Technical Analysis of Stocks & Commodities Magazine
[2001] – February 2001 – Volume 19 – Number 2
Christmas Comes Early with the DJIA
Diving into the Dow Jones Industrial Average is made easier with this seasonal timing trick.
– John L. Momsen
– Technical Analysis of Stocks & Commodities Magazine
[2001] – January 2001 – Volume 19 – Number 1
You and Money – Are You Tripping Yourself Up?
Do you honestly and truly want to make money?
– Adrienne Laris Toghraie
– Technical Analysis of Stocks & Commodities Magazine
[2001] – January 2001 – Volume 19 – Number 1
The Maximum Favorable Excursion Strategy
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 the tendency of the MFE of the trades. This article explains how to use the information to enhance profitability.
– David C. Stendahl, Leo J. Zamansky
– Technical Analysis of Stocks & Commodities Magazine
[2000] – December 2000 – Volume 18 – Number 13
Using Maximum Adverse Excursions for Stops
In the October 1985 issue of STOCKS & COMMODITIES, John Sweeney described how to determine stop placement quantitatively. Responding to a reader’s request for a concrete example, here he shows how to use the information on Treasury bonds.
– John Sweeney
– Technical Analysis of Stocks & Commodities Magazine
[2000] – December 2000 – Volume 18 – Number 13
Overcoming Trader’s Block
A Spiritual Center May Help You Overcome Your Trading Problems – You’ve done everything you can think of to profit from your trading. Why aren’t you making any money? Maybe the problem isn’t with your system.
– Hal Masover
– Technical Analysis of Stocks & Commodities Magazine
[2000] – December 2000 – Volume 18 – Number 12
Enhanced Fund Switching – Improvements on a Strategy
Jay Kaeppel published a highly successful fund switching strategy in July 1999. Here’s how to make it even juicier.
– Jack Singer
– Technical Analysis of Stocks & Commodities Magazine
[2000] – October 2000 – Volume 18 – Number 10
Questions Are the Heart of The Matter
Questions Can Lead You Out of a Trading Slump – Or Lead You into One. – Questions can confound you, or they can enlighten you. How can they help you in your trading?
– Ruth Barrons Roosevelt
– Technical Analysis of Stocks & Commodities Magazine
[2000] – October 2000 – Volume 18 – Number 10
Disclaimer
Sniper Market Timing is providing this website and its information for guidance and information purposes only. The information contained herein has been compiled from sources deemed reliable. It is accurate to the best of our knowledge and belief; however, Sniper Market Timing cannot assure its accuracy, completeness, and validity and be held liable for any errors or omissions. All information contained herein should be independently verified and confirmed. Sniper Market Timing does not accept any liability for any loss or damage howsoever caused in reliance upon such information. Reader agrees to indemnify and hold harmless Sniper Market Timing from and against any damages, costs, and expenses, including any fees, potentially resulting from the application of any of the information provided by Sniper Market Timing. The Sniper timing system has not been applied over a significant period in real trading. Recommendations made in the future may or may not equal or better the Sniper timing system’s performance as simulated by historical backtesting.
The analysis, ratings, and/or recommendations made by Sniper Market Timing, snipermarkettiming.com, and/or any of its suppliers do not provide, imply, or otherwise constitute performance assurance. Past actual or simulated performance is no guarantee of future results. Therefore, it should not be assumed that future results will be positive or will equal past performance, real, indicated, or implied. Sniper Market Timing offers no assurance regarding the accuracy, market predictive powers, suitability, or effectiveness (either expressed or implied) of any of the information provided. This website has been prepared solely for informational purposes. It is not an offer to purchase or sell or solicit any offer to buy or sell any security or instrument or participate in any trading strategy. The trading instruments and the trading signals discussed on this website may be unsuitable for investors depending on their specific objectives and financial position. The trading instruments’ price or value to which this website relates, either directly or indirectly, may fall or rise against investors’ interest. Any market exposure always entails the possibility of substantial loss of equity. Reader agrees to assume all risk resulting from applying any of the information provided by Sniper Market Timing.
Additionally, to usual risks embedded with investing, international trading may involve the risk of capital loss due to fluctuation in currency values, from differences in accounting principles, or economic and/or political instability in foreign countries. Any commercial realization of the information provided by this website without written permission from Sniper Market Timing is strictly forbidden. Trademarks and copyrights mentioned on this website are the ownership of their respective companies. The names of products and services presented are used only in an educational fashion and to the benefit of the trademark and copyright owner, with no intention of infringing on trademarks or copyrights. Sniper Market Timing and/or its principals may purchase or sell any of the securities cited on this website.