by Steve Kern
on July 15, 2015
Chapter 4: International Indices and Commodities
- The DAX
- The CAC 40
- The FTSE
- The Dow Jones STOXX 50 and Euro STOXX 50
- The Nikkei
- The Hang Seng
- Trading Hours, Symbols and Volatility
- The Dollar Index
- The XOI and the OIX
- The CRB Index
- The Goldman Sachs Commodity Index (GSCI)
- The XAU and the HUI
- The VIX
by Steve Kern
on July 15, 2015
Chapter 3: Regression
- The Regression Equation
- Multiple Regression
- Assumptions
- Nonparametric Regression
by Steve Kern
on July 15, 2015
Chapter 2: Correlation
- The Correlation Coefficient
- Assumptions
- Outliers
- Homoscedasticity
by Steve Kern
on July 15, 2015
Chapter 1: Intermarket Analysis
- Determining Intermarket Relations
- Using Intermarket Correlations for Portfolio Diversification
by Steve Kern
on July 15, 2015
by Steve Kern
on July 15, 2015
Chapter 23: Risk Control
- Mistaking Luck for Skill
- Risk Aversion
- Liquidity
- Measuring Return and Risk
- Leverage
- Leverage Based on Exposure
- Individual Trade Risk
- Kaufman on Stops and Profit-Taking
- Ranking of Markets for Selection
- Probability of Success and Ruin
- Entering a Position
- Compounding a Position
- Equity Trends
- Investing and Reinvesting: Optimal F
- Comparing Expected and Actual Results
by Steve Kern
on July 15, 2015
Chapter 22: Practical Considerations
- Use and Abuse of the Computer
- Extreme Events
- Gambling Techniques– The Theory of Runs
- Selective Trading
- System Trade-Offs
- Trading Limits and Disconnected Markets
- Silver and NASDAQ– Too Good to Be True
- Similarity of Systematic Trading Signals
by Steve Kern
on July 15, 2015
Chapter 21: System Testing
- Expectations
- Identifying the Parameters
- Selecting the Test Data
- Testing Integrity
- Searching for the Best Result
- Visualizing and Interpreting Test Results
- Large-Scale Testing
- Refining the Strategy Rules
- Arriving at Valid Test Results
- Comparing the Results of Two Systems
- Profiting from the Worst Results
- Retesting for Changing Parameters
- Testing Across a Wide Range of Markets
- Price Shocks
- Anatomy of an Optimization
- Summarizing Robustness
by Steve Kern
on July 15, 2015
Chapter 20: Advanced Techniques
- Measuring Volatility
- Using Volatility for Trading
- Trade Selection Using Volatility
- Liquidity
- Trends and Price Noise
- Trends and Interest Rate Carry
- Expert Systems
- Fuzzy Logic
- Fractals, Chaos, and Entropy
- Neural Networks
- Genetic Algorithms
- Replication of Hedge Funds
by Steve Kern
on July 15, 2015
Chapter 19: Multiple Time Frames
- Tuning Two Time Frames to Work Together
- Elder’s Triple-Screen Trading System
- Robert Krausz’s Multiple Time Frames
- Martin Pring’s KST Sytem
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