97 lines
2.6 KiB
Plaintext
97 lines
2.6 KiB
Plaintext
689
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Index
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Dummy variables, 659–663
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Durbin-Watson statistic, as measure of
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autocorrelation, 652–654
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Eckardt, Bill, 578, 584
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Edge, having an, 576
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Efficient market hypothesis, 428, 431
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Elasticity of demand, 361–362
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Elementary statistics, 597–618
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central limit theorem, 609–612
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confidence intervals, 612–614
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measures of dispersion, 597–599
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normal curve (Z) table, reading, 604–606
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population mean, 607
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populations and samples, 606
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probability distributions, 599–604
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sampling distribution, 608–609
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standard deviation, 599, 607
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t-test, 614–618
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E-Mini Dow:
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descending triangle, 127
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futures, uptrend line, 60
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intermarket stock index spreads, 461–470
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E-Mini Nasdaq 100:
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double bottom, 135, 137
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downtrend lines and, 67
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flags and pennants, 130
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intermarket stock index spreads, 461–470
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uptrend lines and, 59, 61
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wide-ranging down bar, 123
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E-Mini S&P 500:
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intermarket stock index spreads, 461–470
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market response analysis and, 408, 409
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options on futures and, 482, 484
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price envelope bands and, 107, 108
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seasonal index and, 399
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trend lines and, 74
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upthrust/downthrust days and, 117
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Employment report:
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stock index futures response to, 408–409
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T -Note futures response to monthly, 404–407
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ENPPT . See Expected net profit per trade (ENPPT)
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Equal-dollar-spread ratio, 472
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Equal-dollar-value spread, 455–460
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Equally weighted term, 453
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Equilibrium, 363, 365
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Equity change, intercurrency spreads and, 472–473
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Equity chart, 566
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Demand curve, 359, 361
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Demand-influencing variables, 368–370
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DeMark, Thomas, 66, 69, 199
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DeMark sequential, 199–203
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Dependent variable, determining, 675–676
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Detrended seasonal index, 394
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Deviation:
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definition of, 623
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total, 630–631
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Diagonal spread, 542
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Diary, maintaining trader’s, 565
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Difference indicators:
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Close – Close vs. Close – MA, 158
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ratio versions, 159
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Discipline, 578
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Discrete parameter, 293
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Discrete variable, 600
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Discretionary traders, losing period adjustments,
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562–563
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Disloyalty/loyalty, 583–584
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Dispersion, measures of, 597–599
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Disturbance, definition of, 623
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Diversification:
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planned trading approach and, 560, 561–562
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trend-following systems and,
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256–258
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Dividends, 462
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Dollar:
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equal-dollar-value spread, 455–460
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intercurrency spreads and, 471
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price, 383
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Dollar value, option premiums and,
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477–478
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Double top, penetration of, 227–229
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curvature, breaking of, 229
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Double tops and bottoms:
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double bottom, 137–138
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double top, 136
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triple top, 129
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Down run day, 118, 268
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Downthrust day, 116
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Downtrend channels, 62, 63
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Downtrend lines:
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definition of, 57
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examples of, 59, 61, 65
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false breakout signals, 211, 213
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Driehaus, Richard, 578, 585
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Druckenmiller, Stanley, 581, 584 |