95 lines
2.5 KiB
Plaintext
95 lines
2.5 KiB
Plaintext
686
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Index
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Bullishness:
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bullish put trade, 477
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fundamentals and, 349
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market response analysis and, 404, 405
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Bullish T exas option hedge, 517–519
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Bull market:
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flags, pennants and, 131–132
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intramarket spreads and, 460
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run days in, 118
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spread trades and, 443
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thrust days and, 116, 117
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Bull put money spread:
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case 1: long put with lower strike price/short put
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with higher strike price, 538–539
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case 2: long put with lower strike price/short put
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with higher strike
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price, 540
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“Bull trap”:
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about, 205–211
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confirmation conditions, 208, 209
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Butterfly spread, 542
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Buy and sell signals, trend-following systems and,
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252
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Buy hedge, cotton mill, 12–13
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Call options, 477
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Calmar ratio, 331
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Calmness, 585
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Cancel if close order. See CIC (cancel if close) order.
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Candlestick charts, 43–44
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“real body,” 43, 44
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“shadows,” 43
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Carrying-charge markets, 282
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Carrying charges, limited-risk spread and, 446,
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447–448
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Carryover stocks, 355, 432–433
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Case-Shiller Home Price Index, 423, 424
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Cash settlement process, 4
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Cash versus futures price seasonality, 389–390
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Cattle:
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cattle-on-feed numbers, 352–354
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futures, 348, 385
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inflation and, 385
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production loss, 351
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spread trades and, 444–445
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Central limit theorem, 609–612
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Change of market opinion, 204
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Bearishness:
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bearish put trade, 477
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fundamentals and, 349
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market response analysis and, 404, 406
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Bearish T exas option hedge, 519–520
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Bear market:
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of 1980-1982, 366–367
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flags, pennants and, 133–134
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run days in, 118, 119
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spread trades and, 443
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thrust days and, 116
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“Bear trap”:
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about, 205–211
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confirmation conditions, 208, 210
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Beat the Dealer, 587
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Bell-shaped curve, 601
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Benchmark, 327
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Bernanke, Ben, 431–432
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Best fit, regression analysis and, 591–593
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deviations, 591–592
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least-squares approach, 592–593, 594
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“Best linear unbiased estimators” (BLUE), 621
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Bet size, variation in, 581
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“Black box” system, 576
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Blind simulation approach, system optimization, 311
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BLASH approach, 27–28
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BLUE. See “Best linear unbiased estimators” (BLUE)
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Bottom formations. See T op and bottom formations
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Bowe, James, 482–483
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Box size, 42
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Breakout(s), 86–89
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confirmation of, 86
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continuation patterns and, 180–181
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counter-to-anticipated, flag or pennant, 219–222
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definition of, 33
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downside, 87, 88
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false signals for, 151, 153
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false trend-line, 211–213
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flags, pennants and, 128
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opposite direction breakout of flag or pennant
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following normal, 222–225
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upside, 87, 89
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winning signals for, 152, 153
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Breakout systems, 243–244
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British pound (BP), intercurrency spreads and,
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472–473
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Bull call money spread, 534–535 |