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Financial literature

Below you will find a collection of useful books, articles and working papers.

- Books:
  • "Design, Testing, and Optimization of Trading Systems"
    Robert Pardo
    John Wiley & Sons
    1992


  • "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


  • "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


  • "Quantitative Trading And Money Management"
    Fred Gehm
    Irwin Professional Publishing
    1995


  • "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 Books@Work
    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


- Magazines:
  • "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


  • "SPY vs. SPY?"
    How do you protect your actively traded portfolio from the adverse effects of market corrections?
    - Matthew J. Stander
    - Technical Analysis of Stocks & Commodities Magazine
    [2007] - April 2007 - Volume 25 - Number 5


  • "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 game, 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 trend 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 intra day.
    - 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


  • "Testing Signal Efficacy"
    Developing Indicators - Here's how you can evaluate how effective your trading system is.
    - Jeff Parent
    - Technical Analysis of Stocks & Commodities Magazine
    [2002] - December 2002 - Volume 20 - Number 12


  • "Calculating optimum position size for option trades"
    How much money you should risk on a trade depends on how confident you are that the trade will be profitable. Here's how to use mathematical advantage to discover that probability and determine how many option contracts to trade.
    - C. B. Reehl
    - Futures Magazine
    [2002] - December 2002 - Volume 31 - Number 15


  • "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, 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 to resolve 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 kind 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. McMilllan
    - 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 first 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 You 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 it's full due. Here, we'll discuss the right way and the wrong way of assessing the drawdown statistics of trading systems. The conclusion my 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 to 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 you trading on hold, you no doubt have a compelling reason - or are you just making excuses? Find out how to overcome your roadblocks to 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 Simoleons - The system was developed two decades ago on the basis of 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 intra day 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. Yet, 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 analysis of market direction.
    - 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


  • "More intelligent option pricing"
    Traditional options pricing models make the false assumption that market prices are distributed log normally. Last month we discussed the actual distributions in the NASDAQ. Here we explain how to incorporate the true distributions into a new options pricing model.
    - Jeffrey Owen Katz, Donna L. McCormick
    - Futures Magazine
    [2001] - June 2001 - Volume 30 - Number 7


  • "Top 10 systems tackle a new millennium"
    Selecting a trading system based on historical performance is an exercise fraught with risk. The first step to doing this correctly is standardizing your analysis. Here's one consistent look at some of the best commercial trading systems ever developed.
    - George Pruitt
    - Futures Magazine
    [2001] - June 2001 - Volume 30 - 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


  • "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


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