Add training workflow, datasets, and runbook
This commit is contained in:
@@ -0,0 +1,64 @@
|
||||
685
|
||||
Achievement, elements of, 586–587
|
||||
Acreage figures, 355
|
||||
Action, taking, 583
|
||||
Actual contract series, 279–280
|
||||
Adjusted R
|
||||
2, 642
|
||||
Adjusted rate mortgages (ARMs), 423, 424
|
||||
Advice, seeking, 580
|
||||
Agricultural markets. See also U.S. Department of
|
||||
Agriculture (USDA)
|
||||
acreage figures, 355
|
||||
cattle (see Cattle)
|
||||
corn (see Corn)
|
||||
cotton (see Cotton)
|
||||
grain prices and, 351
|
||||
hogs (see Hog production)
|
||||
production costs and, 351
|
||||
seasonal considerations and, 356
|
||||
wheat (see Wheat market)
|
||||
AMR. See Average maximum retracement (AMR)
|
||||
Analogous season method, 374
|
||||
Analysis of regression equation:
|
||||
autocorrelation and (see Autocorrelation)
|
||||
dummy variables and, 659–663
|
||||
Durbin-Watson statistic, as measure of
|
||||
autocorrelation, 652–654
|
||||
heteroscedasticity and, 672–673
|
||||
missing variables, time trend and, 655–658
|
||||
multicollinearity and, 663–666
|
||||
outliers and, 649–673
|
||||
residual plot, 650–651
|
||||
topics, advanced, 666–671
|
||||
a priori restriction, 660
|
||||
Arbitrage, pure, 530
|
||||
ARMs. See Adjusted rate mortgages (ARMs)
|
||||
At-of-the-money call, buying, 555
|
||||
At-of-the-money options
|
||||
definition of, 480
|
||||
delta values and, 485
|
||||
ATR. See Average true range (ATR)
|
||||
Autocorrelation:
|
||||
definition of, 651
|
||||
Durbin-Watson statistic as measure of, 652–654
|
||||
implications of, 654–655
|
||||
transformations to remove, 670–671
|
||||
Availability of substitutes, 361
|
||||
Average maximum retracement (AMR), 331
|
||||
Average parameter set performance, 311
|
||||
Average percentage method, seasonal index,
|
||||
391–394
|
||||
Average return, 323, 326
|
||||
Average true range (ATR), 262, 463
|
||||
Backward elimination, stepwise regression, 682
|
||||
Bad luck insurance, 257
|
||||
Balanced spread, 455
|
||||
Balance table, 373–374
|
||||
Bar charts, 35–39
|
||||
Bear call money spread, 535–538
|
||||
case 1: short call with lower strike price/long call
|
||||
with higher strike price, 535–536
|
||||
case 2: short call with lower strike price/long call
|
||||
with higher strike price, 537–538
|
||||
Index
|
||||
Reference in New Issue
Block a user