Trading Systems and Methods

<h4>1: Introduction
*Technical versus Fundamental * Professional and Amateur * Random Walk * Background Material * Research Skills * Objectives of this Book * Profile of a Trading System * A Word on Notation Used in this Book

2: Basic Concepts
*About Data and Averaging * On the Average * Distribution * Dispersion and Skewness * Standardizing Returns and Risk * The Index * Probability * Supply and Demand

3: Regression Analysis
* Characteristics of the Price Data * Linear Correlation * Nonlinear Approximations for Two Variables * Second-Order Least Squares * Evaluation of 2-Variable Techniques * Multivariate Approximations * ARIMA * Linear Regression Model

4: Trend Calculations

* Forecasting and Following * Least-Squares Model * The Moving Average * Geometric Moving Averages * Drop-Off Effect * Exponential Smoothing * Relating Exponential Smoothing and Standard Moving Averages

5: Trend Systems
* Basic Buy and Sell Signals * Bands and Channels * Applications of Single Trends * Comparison of Major Trend Systems * Techniques Using Two Trendlines * Comprehensive Studies * Selecting the Right Moving Average * Moving Average Sequences: Signal Progression * Living with a Trend-Following Philosophy

6: Momentum and Oscillators
Momentum * Oscillators * Double-Smoothed Momentum * Adding Volume to Momentum * Velocity and Acceleration * Other Rate –of-Change Indicators * Momentum Divergence * Momentum Smoothing * Some Final Comments on Momentum

7: Seasonality

*A Consistent Factor * The Seasonal Pattern * Popular Methods for Calculating Seasonality * Weather Sensitivity * Seasonal Filters * Common Sense and Seasonality

8: Cycle Analysis
*Cycle Basics * Uncovering the Cycle * Maximum Entropy * Cycle Channel Index * Phasing

9: Charting
* Finding Consistent Patterns * Interpreting the Bar Chart * Chart Formations * Tops and Bottoms * Gaps * Key Reverasal Days * Episodic Patterns * Price Objectives for Bar Charting * Candlestick Charts * Using the Bar Chart

10: Volume, Open Interest, and Breadth

* Contract Volume vs. Total Volume * Variations from the Normal Patterns * Standard Interpretation * Volume Indicators * Interpreting Volume Systematially * An Integrated Probability Model * Intraday Volume Patterns * Filtering Low Volume * Market Facilitation Index * Sources of Information

11: Point-and-Figure Charting
* Plotting Prices * Chart Formations * Box Size * Problem of Risk * Trading Techniques * Price Objctives * Study in Point-and-Figures Optimization

12: Charting Systems
Swing Trading * Wiliam Dunnigan and the Thrust Method * Nofri’s Congestion-Phase system * Outside Days with an Outside Close * Action and Reaction * Channel Breakout * Moving Channels * Combining Techiques * Complex Patterns

13: Spreads and Arbitrages

* Spread and Arbitrage Relationships * Arbitrage * Changing Spread Relationships * Carrying Charges * Technical Analysis of Spreads * Volatility and Spread Ratios * Leverage in Spreads

14: Behavioral Techniques
* Measuring the News * Event Trading * Commitment of Traders Report * Opinion and Contrary Opinion * Fibonacci and Human Behavior * Elliott’s Wave Principle AND MUCH MORE]