94 lines
2.6 KiB
Plaintext
94 lines
2.6 KiB
Plaintext
692
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Index
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Intercurrency spreads, 471–473
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equity change and, 472–473
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reasons for implementing, 471–472
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Interest rate differentials, intracurrency spreads and,
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473, 476
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Interest rate parity theorem, 475
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Interest rate ratios, intracurrency spreads
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and, 475
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Interest rates:
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option premiums and, 482–483
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recession and, 367
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Intermarket spreads, 442, 453, 462–470
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Internal trend lines, 73–78
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alternate, 75
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versus conventional, 74, 76–77
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support and resistance and, 106
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International Cocoa Agreement, 356
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International Sugar Agreement, 356
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In-the-money options:
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definition of, 480
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delta values and, 485
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Intracurrency spreads, 473–476
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interest rate differentials and, 473, 476
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interest rate ratios and, 475
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Intramarket (or interdelivery) spread, 441
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Intramarket stock index spreads, 461–462
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Intrinsic value, of options, 489
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Intuition, 586
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Investment insights, 343
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Japanese stock market, 22
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Japanese yen (JY), intercurrency spreads and, 471
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Jobs report. See Employment report
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Kitchen sink approach, 312
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Kuwait, 1990 invasion of, 420
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Last notice day, 9
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Last trading day, 9
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Leading Indicator myth, 171–172
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Least-squares approach, 592–593, 594
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Lefèvre, Edwin, 178, 570, 580–581
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Lessons, trader’s diary and, 565
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Leverage:
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negative, 320
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risk and, 320
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through borrowing. see Notional funding
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Limit days, automatic trading systems and, 296
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financial markets and, 13–14
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general observations on, 13–15
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sell hedge, 11–12
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Heteroscedasticity, 672–673
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Hidden risk, 320
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Hildreth-Lu procedure, 671
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Hite, Larry, 585
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Hog production:
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fundamentals and, 348, 350, 356
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regression analysis and, 374, 589–591
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regression equation and, 633
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supply-demand analysis and, 360, 365
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Hope, as four-letter word, 584
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Housing market:
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Case-Shiller Home Price Index, 423
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housing bubble, 2003-2006, 423, 425
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Implied volatility, 483–484
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Incorporation of demand:
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demand change, growth pattern in, 368
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demand-influencing variables, identification of,
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368–370
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highly inelastic demand (and supply elastic
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relative to demand), 370–371
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methods for, 367–371
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need for, 366–367
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stable demand, 368
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Independence, 579
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Independent variables:
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forecasting model, building, 415
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multicollinearity and, 665
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regression analysis and, 677, 679
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Index models, 376–377
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Individual contract series, 279–280
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Inflation:
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adjustments, 355
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price data for, 414
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price-forecasting models and, 383–388
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Inflationary boom, 422
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Inflation indexes, 383
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Information, viewing old as new , 349–350
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Intelligence, 582–583
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Intercommodity spreads, 441–442. See also Limited-
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risk spread
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about, 441–442
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contract ratios and, 453–460
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Intercrop spreads, 441, 460
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Hedging (continued) |