Index
A
Acceleration
Accumulation—bottoms and tops
Accumulation distribution
Accumulative average
Reset
Adaptive techniques
Chande's Variable Index Dynamic Average
comparisons
correlation coefficient, r2
dynamic momentum index
efficiency ratio
FAMA
Fractal Adaptive Moving Average
fractal dimension
fractal efficiency
intraday breakout system
KAMA
Kaufman's Adaptive Moving Average
MAMA
Master Trading Formula
McGinley Dynamics
MESA Adaptive Moving Average
momentum calculations,788
Parabolic Time/Price System
process development example
RSI
stochastic, variable-length
trend-adjusted oscillator
VIDYA
A/D oscillator
Advance-Decline System
Advanced techniques
ADX
filter
Agricultural patterns,
Also see Intraday patterns, Seasonality
Allocation.
See Optimal f, Portfolio allocation
Alpha
Amazon seasonality
AMR seasonality
Annualized volatility
Annualizing
Anti-Martingales
Anticipating
a trend change
moves using price distributions
Apple, Gerald
VIX system
Arbitrage
Also see Spreads
butterfly spreads
carrying charge
carry trade
convenience yield
crack spread
crossrates
Eurodollar strip
forward rate parity
implied interest rates
gold
intercrop spreads
interest rate parity
intermarket index spreads
merger arb
market neutral
pairs trading
position sizing
stock and futures
product spreads
program trading
fair value
representative subset
rating services
relative value trade
reverse crack
single stock futures and underlying stock
soybean crush
Stress Indicator
TED spread
yield curve
ARIMA ...
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