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