98 lines
2.6 KiB
Plaintext
98 lines
2.6 KiB
Plaintext
700
|
||
Index
|
||
stock index futures and (see Stock index futures)
|
||
time, 542
|
||
types of, 441–442
|
||
Spread seasonality, 449
|
||
Spreadsheet, maintaining traders, ’ 563–564
|
||
Stability:
|
||
of return, 338
|
||
time (see Time stability)
|
||
Standard deviation:
|
||
calculation of, 323, 599
|
||
estimation of, 607
|
||
Standard error (SE), 612, 627
|
||
Standard error of the estimate (SEE), 627
|
||
Standard error of the mean, 612
|
||
Standard error of the regression (SER):
|
||
about, 627
|
||
multiple regression model and, 641–642
|
||
simulation and, 681
|
||
Standardized residuals, regression run analysis and,
|
||
647
|
||
Statistic, definition of, 606
|
||
Statistics:
|
||
elementary (see Elementary statistics)
|
||
forecasting model, building, 414
|
||
influence of expectations on actual, 381
|
||
using prior-year estimates rather than revised,
|
||
379–380
|
||
Steidlmayer, Peter, 585
|
||
Stepwise regression, 681–682
|
||
Stochastic indicator, 199
|
||
Stock index futures:
|
||
dividends and, 462
|
||
intermarket stock index spreads, 462–470
|
||
intramarket stock index spreads, 461–462
|
||
most actively traded contracts, 463
|
||
response to employment reports, 408–409
|
||
spread pairs, 463
|
||
spread trading in, 461–470
|
||
Stock market collapse, 425
|
||
Stop, trailing. See Trailing stop
|
||
Stop close only, 18
|
||
Stop-limit order, 17
|
||
Stop-loss points, 183–188
|
||
flags and pennants and, 184–185
|
||
money stop and, 185, 187
|
||
relative highs and relative lows, 185, 186
|
||
relative lows and, 185, 186
|
||
selecting, 183–188
|
||
SMSV . See Single market system variation (SMSV)
|
||
Soros, George, 22
|
||
Source/product spread, 442
|
||
Soybeans, inflation and, 384
|
||
Spike(s), 109–113
|
||
definition of, 112–113
|
||
reversal days and, 147
|
||
“spike days,” 237
|
||
Spike days. See Spike(s)
|
||
Spike extremes, return to, 213–216
|
||
Spike highs:
|
||
penetration of, 214–215
|
||
qualifying conditions and, 110–111
|
||
significance of, 109
|
||
spike extremes and, 213–216
|
||
Spike lows:
|
||
penetration of, 215
|
||
price declines, 109
|
||
significance of, 110
|
||
Spike penetration signals negated, 216
|
||
Spike reversal days, 115–116
|
||
Spot gold, 555
|
||
Spread-adjusted (continuous) price series, 282–285
|
||
Spread order, 15, 19
|
||
Spreads:
|
||
about, 439–440
|
||
analysis and approach, 448–449
|
||
balanced, 455
|
||
butterfly, 542
|
||
chart analysis and, 449
|
||
credit, 535
|
||
currency futures and (see Currency futures)
|
||
definition of, 440
|
||
diagonal, 542
|
||
equal-dollar-value spread, 455–460
|
||
fundamentals and, 449
|
||
general rule (see General rule, spreads)
|
||
historical comparison and, 448
|
||
intercommodity (see Intercommodity spreads)
|
||
intercrop, 441, 460
|
||
intermarket, 442, 453
|
||
intramarket (or interdelivery), 441
|
||
limited-risk, 446–448
|
||
pitfalls and points of caution, 449–451
|
||
rather than outright - example, 445–446
|
||
reason for trading, 440–441
|
||
seasonality and, 449
|
||
similar periods, isolation of, 449 |