Add training workflow, datasets, and runbook
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693
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Index
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Market(s):
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agricultural, 351
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bear (see Bear market)
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bull (see Bull market)
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correlated, leverage reduction and, 562
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excitement and, 585
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exiting position and, 584–585
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free, 357
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housing (see Housing market)
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nonrandom prices and, 587
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planned trading approach and, 560
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trading results and, 317
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Market characteristic adjustments, trend-following
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systems and, 251–252
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Market direction, 449
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Market hysteria, 585
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Market-if-touched (MIT) order, 18
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Market observations. See Rules, trading
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Market opinion:
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appearances and, 582–583
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change of, 204
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Market order, 16
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Market patterns, trading rules and, 572–573
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Market Profile trading technique, 585
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Market psychology, shift in, 429
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Market response analysis, 403–411
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isolated events and, 409–410
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limitations of, 410–411
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repetitive events and, 403–410
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stock index futures response to employment
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reports, 408–409
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T -Note futures response to monthly U.S.
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employment report, 404–407
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Market Sense and Nonsense: How the Markets Really Work,
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319
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Market statistics, balance table and, 373–374
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Market wizard lessons, 575–587
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Market Wizards books, 575, 579, 580, 581, 585, 586
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MAR ratio, 330, 335
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MBSs. See Mortgage-backed securities (MBSs)
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McKay, Randy, 576, 581, 583
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Measured moves (MM), 190–193
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Measures of dispersion, 597–599
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Mechanical systems. See T echnical trading systems
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Metals. See Copper; Gold market
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Method:
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determination of, 576
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development of, 576
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Limited-risk spread, 446–448
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Limit order, 17
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“Line” (close-only) charts, 40–42
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Linearity, transformations to achieve, 666–669
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Linearly weighted moving average (LWMA),
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239–240
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Linked-contract charts, 45–56
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comparing the series, 48
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continuous (spread-adjusted) price series, 47
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creation of, methods for, 46–48
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nearest futures, 46–47
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nearest vs. continuous futures, 39–40, 48–51,
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52–56
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necessity of, 45–46
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Linked contract series: nearest futures versus
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continuous futures, 39–40
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Link relative method, seasonal index, 394–396
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Liquidation information, 564
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Live cattle. See Cattle
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Livestock markets, 287. See also Cattle; Hog
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production
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Long call (at-the-money) trading strategy, 491–492
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Long call (out-of-the-money) trading strategy,
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493–494
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Long futures trading strategy, 489–490
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Long put (at-the-money), 503–504
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Long put (in-the-money), 506–508
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Long put (out-of-the-money), 504–506
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Long straddle, 515–516
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Long-term implications versus short-term response,
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432–435
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Long-term moving average, reaction to, 181–182
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Look-back period, 173
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Losing period adjustments, planned trading
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approach and, 562–563
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Losing trades, overlooking, 313
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Losses:
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partial, taking, 583
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temporary large, 245
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Loyalty/disloyalty, 583–584
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Lumber, inflation and, 384
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“Magic number” myth, 170
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Managers:
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comparison of two, 320–322
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negative Sharpe ratios and, 325
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MAR. See Minimum acceptable return (MAR)
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Margins, 19
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