64 lines
1.8 KiB
Plaintext
64 lines
1.8 KiB
Plaintext
685
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Achievement, elements of, 586–587
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Acreage figures, 355
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Action, taking, 583
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Actual contract series, 279–280
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Adjusted R
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2, 642
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Adjusted rate mortgages (ARMs), 423, 424
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Advice, seeking, 580
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Agricultural markets. See also U.S. Department of
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Agriculture (USDA)
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acreage figures, 355
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cattle (see Cattle)
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corn (see Corn)
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cotton (see Cotton)
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grain prices and, 351
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hogs (see Hog production)
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production costs and, 351
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seasonal considerations and, 356
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wheat (see Wheat market)
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AMR. See Average maximum retracement (AMR)
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Analogous season method, 374
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Analysis of regression equation:
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autocorrelation and (see Autocorrelation)
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dummy variables and, 659–663
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Durbin-Watson statistic, as measure of
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autocorrelation, 652–654
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heteroscedasticity and, 672–673
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missing variables, time trend and, 655–658
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multicollinearity and, 663–666
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outliers and, 649–673
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residual plot, 650–651
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topics, advanced, 666–671
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a priori restriction, 660
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Arbitrage, pure, 530
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ARMs. See Adjusted rate mortgages (ARMs)
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At-of-the-money call, buying, 555
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At-of-the-money options
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definition of, 480
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delta values and, 485
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ATR. See Average true range (ATR)
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Autocorrelation:
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definition of, 651
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Durbin-Watson statistic as measure of, 652–654
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implications of, 654–655
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transformations to remove, 670–671
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Availability of substitutes, 361
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Average maximum retracement (AMR), 331
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Average parameter set performance, 311
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Average percentage method, seasonal index,
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391–394
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Average return, 323, 326
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Average true range (ATR), 262, 463
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Backward elimination, stepwise regression, 682
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Bad luck insurance, 257
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Balanced spread, 455
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Balance table, 373–374
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Bar charts, 35–39
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Bear call money spread, 535–538
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case 1: short call with lower strike price/long call
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with higher strike price, 535–536
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case 2: short call with lower strike price/long call
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with higher strike price, 537–538
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Index |