Add training workflow, datasets, and runbook
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700
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Index
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stock index futures and (see Stock index futures)
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time, 542
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types of, 441–442
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Spread seasonality, 449
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Spreadsheet, maintaining traders, ’ 563–564
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Stability:
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of return, 338
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time (see Time stability)
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Standard deviation:
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calculation of, 323, 599
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estimation of, 607
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Standard error (SE), 612, 627
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Standard error of the estimate (SEE), 627
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Standard error of the mean, 612
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Standard error of the regression (SER):
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about, 627
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multiple regression model and, 641–642
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simulation and, 681
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Standardized residuals, regression run analysis and,
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647
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Statistic, definition of, 606
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Statistics:
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elementary (see Elementary statistics)
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forecasting model, building, 414
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influence of expectations on actual, 381
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using prior-year estimates rather than revised,
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379–380
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Steidlmayer, Peter, 585
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Stepwise regression, 681–682
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Stochastic indicator, 199
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Stock index futures:
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dividends and, 462
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intermarket stock index spreads, 462–470
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intramarket stock index spreads, 461–462
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most actively traded contracts, 463
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response to employment reports, 408–409
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spread pairs, 463
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spread trading in, 461–470
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Stock market collapse, 425
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Stop, trailing. See Trailing stop
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Stop close only, 18
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Stop-limit order, 17
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Stop-loss points, 183–188
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flags and pennants and, 184–185
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money stop and, 185, 187
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relative highs and relative lows, 185, 186
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relative lows and, 185, 186
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selecting, 183–188
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SMSV . See Single market system variation (SMSV)
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Soros, George, 22
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Source/product spread, 442
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Soybeans, inflation and, 384
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Spike(s), 109–113
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definition of, 112–113
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reversal days and, 147
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“spike days,” 237
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Spike days. See Spike(s)
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Spike extremes, return to, 213–216
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Spike highs:
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penetration of, 214–215
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qualifying conditions and, 110–111
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significance of, 109
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spike extremes and, 213–216
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Spike lows:
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penetration of, 215
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price declines, 109
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significance of, 110
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Spike penetration signals negated, 216
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Spike reversal days, 115–116
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Spot gold, 555
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Spread-adjusted (continuous) price series, 282–285
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Spread order, 15, 19
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Spreads:
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about, 439–440
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analysis and approach, 448–449
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balanced, 455
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butterfly, 542
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chart analysis and, 449
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credit, 535
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currency futures and (see Currency futures)
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definition of, 440
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diagonal, 542
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equal-dollar-value spread, 455–460
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fundamentals and, 449
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general rule (see General rule, spreads)
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historical comparison and, 448
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intercommodity (see Intercommodity spreads)
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intercrop, 441, 460
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intermarket, 442, 453
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intramarket (or interdelivery), 441
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limited-risk, 446–448
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pitfalls and points of caution, 449–451
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rather than outright - example, 445–446
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reason for trading, 440–441
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seasonality and, 449
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similar periods, isolation of, 449
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