Add training workflow, datasets, and runbook
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688
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Index
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Countertrend systems, 254–256
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contrary opinion, 256
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definition of, 236
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fading minimum move, 255
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fading minimum move with confirmation delay, 255
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general considerations, 254–255
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oscillators, 255
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types of, 255–256
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Countertrend trade entry signals, 182
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Covered call write, 526–527
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Covered put write, 527–528
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CPI. See Consumer price index (CPI)
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CR
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2 (corrected R2), 642–643
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CRB Commodity Yearbook, 414
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Credit spread, 535
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Crop reports, 434
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Crop years, intercrop spread and, 441
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Crossover points, moving averages and, 182
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Crude oil market. See also WTI crude oil
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money stop and, 185
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poor timing and, 425
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seasonal index and, 399
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CTAs. See Commodity trading advisors (CTAs)
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Currency futures, 471–476
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intercurrency spreads, 471–473
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intracurrency spreads, 473–476
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Curvature, breaking of, 229, 230
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Daily price limit, 8–9
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Data errors, 679
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Data insufficiency, conclusions and, 357
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Data vendors, futures price series selection and, 287
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Day versus good-till-canceled (GTC) order, 16
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Degrees of freedom (df), 615, 640, 644
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Deliverable grade, 9
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Delivery, 4
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Delta (neutral hedge ratio), 484–485
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Demand:
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consumption and, 357, 363–366
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definition of, 359–362, 363
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elasticity of, 361–362
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highly inelastic, 370–371
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incorporation of (see Incorporation of demand)
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increase in, 364
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inflation and, 355
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price and, 362–363
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quantifying, 362–363
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stable, 368
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Continuation patterns, 123–134
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flags and pennants (see Flags and pennants)
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trading range breakouts and, 180–181
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triangles (see Triangles)
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Continuous (spread-adjusted) price series,
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282–285
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Continuous distribution, 600–601
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Continuous futures. See also Nearest vs. continuous
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futures
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price gaps and, 282
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rule of seven and, 194–196
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Continuous futures charts:
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creation of, 47
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measured moves and, 190–193
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nearest futures vs., 39–40
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Continuous parameter, 292–293
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Contract months, 5, 8
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Contract rollovers. See Rollover dates
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Contract size, 5
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Contract specifications:
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about, 5–9
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sample, 6–7
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Contrary opinion, 203–204, 256
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Conversion, 530
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Copper:
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inflation and, 385
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price-forecasting model, 366–367
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price moves and, 428, 429
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Corn:
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ethanol production and, 680
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intercommodity spreads and, 457–459
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major resistance area and, 427
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price movements and, 430
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production, 348
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seasonal index and, 401
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unexpected developments and, 419,
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420, 421
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Corrected R
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2 (CR2), 642–643
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Correlation coefficient (r), independent variables
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and, 665–666
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Correlation matrix, 666
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Costs. See also Carrying charges
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production, price declines and, 351–352
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transaction, 295–296, 313
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Cotton:
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carryover and, 432–433
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unexpected developments and, 418
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yields, 355
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