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