Add training workflow, datasets, and runbook
This commit is contained in:
@@ -0,0 +1,94 @@
|
||||
692
|
||||
Index
|
||||
Intercurrency spreads, 471–473
|
||||
equity change and, 472–473
|
||||
reasons for implementing, 471–472
|
||||
Interest rate differentials, intracurrency spreads and,
|
||||
473, 476
|
||||
Interest rate parity theorem, 475
|
||||
Interest rate ratios, intracurrency spreads
|
||||
and, 475
|
||||
Interest rates:
|
||||
option premiums and, 482–483
|
||||
recession and, 367
|
||||
Intermarket spreads, 442, 453, 462–470
|
||||
Internal trend lines, 73–78
|
||||
alternate, 75
|
||||
versus conventional, 74, 76–77
|
||||
support and resistance and, 106
|
||||
International Cocoa Agreement, 356
|
||||
International Sugar Agreement, 356
|
||||
In-the-money options:
|
||||
definition of, 480
|
||||
delta values and, 485
|
||||
Intracurrency spreads, 473–476
|
||||
interest rate differentials and, 473, 476
|
||||
interest rate ratios and, 475
|
||||
Intramarket (or interdelivery) spread, 441
|
||||
Intramarket stock index spreads, 461–462
|
||||
Intrinsic value, of options, 489
|
||||
Intuition, 586
|
||||
Investment insights, 343
|
||||
Japanese stock market, 22
|
||||
Japanese yen (JY), intercurrency spreads and, 471
|
||||
Jobs report. See Employment report
|
||||
Kitchen sink approach, 312
|
||||
Kuwait, 1990 invasion of, 420
|
||||
Last notice day, 9
|
||||
Last trading day, 9
|
||||
Leading Indicator myth, 171–172
|
||||
Least-squares approach, 592–593, 594
|
||||
Lefèvre, Edwin, 178, 570, 580–581
|
||||
Lessons, trader’s diary and, 565
|
||||
Leverage:
|
||||
negative, 320
|
||||
risk and, 320
|
||||
through borrowing. see Notional funding
|
||||
Limit days, automatic trading systems and, 296
|
||||
financial markets and, 13–14
|
||||
general observations on, 13–15
|
||||
sell hedge, 11–12
|
||||
Heteroscedasticity, 672–673
|
||||
Hidden risk, 320
|
||||
Hildreth-Lu procedure, 671
|
||||
Hite, Larry, 585
|
||||
Hog production:
|
||||
fundamentals and, 348, 350, 356
|
||||
regression analysis and, 374, 589–591
|
||||
regression equation and, 633
|
||||
supply-demand analysis and, 360, 365
|
||||
Hope, as four-letter word, 584
|
||||
Housing market:
|
||||
Case-Shiller Home Price Index, 423
|
||||
housing bubble, 2003-2006, 423, 425
|
||||
Implied volatility, 483–484
|
||||
Incorporation of demand:
|
||||
demand change, growth pattern in, 368
|
||||
demand-influencing variables, identification of,
|
||||
368–370
|
||||
highly inelastic demand (and supply elastic
|
||||
relative to demand), 370–371
|
||||
methods for, 367–371
|
||||
need for, 366–367
|
||||
stable demand, 368
|
||||
Independence, 579
|
||||
Independent variables:
|
||||
forecasting model, building, 415
|
||||
multicollinearity and, 665
|
||||
regression analysis and, 677, 679
|
||||
Index models, 376–377
|
||||
Individual contract series, 279–280
|
||||
Inflation:
|
||||
adjustments, 355
|
||||
price data for, 414
|
||||
price-forecasting models and, 383–388
|
||||
Inflationary boom, 422
|
||||
Inflation indexes, 383
|
||||
Information, viewing old as new , 349–350
|
||||
Intelligence, 582–583
|
||||
Intercommodity spreads, 441–442. See also Limited-
|
||||
risk spread
|
||||
about, 441–442
|
||||
contract ratios and, 453–460
|
||||
Intercrop spreads, 441, 460
|
||||
Hedging (continued)
|
||||
Reference in New Issue
Block a user