Add training workflow, datasets, and runbook
This commit is contained in:
@@ -0,0 +1,95 @@
|
||||
686
|
||||
Index
|
||||
Bullishness:
|
||||
bullish put trade, 477
|
||||
fundamentals and, 349
|
||||
market response analysis and, 404, 405
|
||||
Bullish T exas option hedge, 517–519
|
||||
Bull market:
|
||||
flags, pennants and, 131–132
|
||||
intramarket spreads and, 460
|
||||
run days in, 118
|
||||
spread trades and, 443
|
||||
thrust days and, 116, 117
|
||||
Bull put money spread:
|
||||
case 1: long put with lower strike price/short put
|
||||
with higher strike price, 538–539
|
||||
case 2: long put with lower strike price/short put
|
||||
with higher strike
|
||||
price, 540
|
||||
“Bull trap”:
|
||||
about, 205–211
|
||||
confirmation conditions, 208, 209
|
||||
Butterfly spread, 542
|
||||
Buy and sell signals, trend-following systems and,
|
||||
252
|
||||
Buy hedge, cotton mill, 12–13
|
||||
Call options, 477
|
||||
Calmar ratio, 331
|
||||
Calmness, 585
|
||||
Cancel if close order. See CIC (cancel if close) order.
|
||||
Candlestick charts, 43–44
|
||||
“real body,” 43, 44
|
||||
“shadows,” 43
|
||||
Carrying-charge markets, 282
|
||||
Carrying charges, limited-risk spread and, 446,
|
||||
447–448
|
||||
Carryover stocks, 355, 432–433
|
||||
Case-Shiller Home Price Index, 423, 424
|
||||
Cash settlement process, 4
|
||||
Cash versus futures price seasonality, 389–390
|
||||
Cattle:
|
||||
cattle-on-feed numbers, 352–354
|
||||
futures, 348, 385
|
||||
inflation and, 385
|
||||
production loss, 351
|
||||
spread trades and, 444–445
|
||||
Central limit theorem, 609–612
|
||||
Change of market opinion, 204
|
||||
Bearishness:
|
||||
bearish put trade, 477
|
||||
fundamentals and, 349
|
||||
market response analysis and, 404, 406
|
||||
Bearish T exas option hedge, 519–520
|
||||
Bear market:
|
||||
of 1980-1982, 366–367
|
||||
flags, pennants and, 133–134
|
||||
run days in, 118, 119
|
||||
spread trades and, 443
|
||||
thrust days and, 116
|
||||
“Bear trap”:
|
||||
about, 205–211
|
||||
confirmation conditions, 208, 210
|
||||
Beat the Dealer, 587
|
||||
Bell-shaped curve, 601
|
||||
Benchmark, 327
|
||||
Bernanke, Ben, 431–432
|
||||
Best fit, regression analysis and, 591–593
|
||||
deviations, 591–592
|
||||
least-squares approach, 592–593, 594
|
||||
“Best linear unbiased estimators” (BLUE), 621
|
||||
Bet size, variation in, 581
|
||||
“Black box” system, 576
|
||||
Blind simulation approach, system optimization, 311
|
||||
BLASH approach, 27–28
|
||||
BLUE. See “Best linear unbiased estimators” (BLUE)
|
||||
Bottom formations. See T op and bottom formations
|
||||
Bowe, James, 482–483
|
||||
Box size, 42
|
||||
Breakout(s), 86–89
|
||||
confirmation of, 86
|
||||
continuation patterns and, 180–181
|
||||
counter-to-anticipated, flag or pennant, 219–222
|
||||
definition of, 33
|
||||
downside, 87, 88
|
||||
false signals for, 151, 153
|
||||
false trend-line, 211–213
|
||||
flags, pennants and, 128
|
||||
opposite direction breakout of flag or pennant
|
||||
following normal, 222–225
|
||||
upside, 87, 89
|
||||
winning signals for, 152, 153
|
||||
Breakout systems, 243–244
|
||||
British pound (BP), intercurrency spreads and,
|
||||
472–473
|
||||
Bull call money spread, 534–535
|
||||
Reference in New Issue
Block a user