The archive in 2015 · TradersWeek

C01Atomize trading decisions: discipline over complexityDecision process C01Constructing a one-parameter bandpass oscillator from two-bar momentumIndicators and filters C01Filtering commodity option liquidity by spread, not open interestOptions and volatility C01A five-name January book from yield and price ranksPortfolio construction C01Whitened lowpass filters for trend and countertrendIndicators and filters C01Equal-dollar futures size and open-interest liquiditySizing and leverage C01Daily implied volatility skew as a portfolio benchmarkOptions and volatility C01Constructing candlesticks, doji, and hammer from OHLCChart patterns C01Whitening pink noise to build a near-zero-lag cycle oscillatorCycles and spectral analysis C01Constructing a zero-lag oscillator against a relative strength index baselineIndicators and filters C01Bandedge trend filter construction with inverse crossover rulesIndicators and filters C01Yearly at-the-money covered calls on a dividend basketOptions and volatility C01Auditing buy-write recovery overlays against pricing and scenario breaksOptions and volatility C01Spreading names is not a substitute for a ruin boundDrawdown and survival C01Mechanical trading systems as one testable procedureSystem design C01Mid-trade hedges for dividend pairs and market-neutral swingsIntermarket and spreads C02Building reaction zones with swings and median linesWaves and ratios C02Evaluating concentrated winners with volatility and option premiumsOptions and volatility C02Condensed candlestick signaturesIndicators and filters C02Price the win, stall, and loss before a stock entryDecision process C02Signal, confirm, and invalidate before the tradeDecision process C02Lock lookback and chart scale before you mark a flag or pennantChart patterns C02Implied volatility, straddles, and premium-weighted put-call regime contextOptions and volatility C02Constructing five-three impulse and corrective wave countsWaves and ratios C02Filter futures contracts by liquidity and open interestLiquidity and costs C02Selling far out-of-the-money commodity option premium as a forgiving timing caseOptions and volatility C02Seasonal oil window as a defined-risk spread caseSeasonality and regimes C02Constructing touch plans from modified true rangeOptions and volatility C02A pre-trade checklist when volatility turns rules into panicDecision process C02Rebuild a volatility-skew template from size and slopeOptions and volatility C02Routing orders when equivalent products trade on multiple venuesOrder types and routing C03MACD crossover evaluation by trend rank rotationIndicators and filters C03Odd-lot mini-option hedges versus implied volatilityOptions and volatility C03Three-gate trend system: filter, trigger, and trailing stopTrend and mean reversion C03Event-predictability versus position-constrained rulesSystem design C03Three intermarket checks from the late-2014 crude declineIntermarket and spreads C03Linearity, commutation, and ratio smoothing in moving averagesIndicators and filters C03Rule-based ETF rotation as one testable procedureSeasonality and regimes C03Dual-average regime, trigger candle, and trail as one daily scriptEntry and exit rules C03Constructing ratio indicators with moving-average and exponential-smoothing weightsIndicators and filters C03Test oscillator events before tuning rulesStatistical tests C03News-sentiment confirmation for support, channel, and volume testsDecision process C03Use a futures liquidity rank as a pre-trade checklistLiquidity and costs C03Convert year-ahead forecasts into if-then checklistsDecision process C03Currency translation across rate and trade regimesIntermarket and spreads C04A nine-sector sleeve drill on the business-cycle mapPortfolio construction C04Weekly range midpoints as support and resistanceChart patterns C04Write forex entry and sit-out rules before you score the linksDecision process C04Rebuilding the relative strength index from close-to-average gapsIndicators and filters C04Basket construction via rank, correlation, and locked rulesSystem design C04Convert pip value into cash before a forex lot size is chosenSizing and leverage C04Forex venue checks for speed, margin, and implementation costOrder types and routing C04Correction or reversal: a stacked Elliott-wave, Ichimoku, and triangle readingWaves and ratios C04Filter futures contracts by open interest and volumeLiquidity and costs C04Defined debit call spread on a health-insurer worksheetOptions and volatility C04Build a mean-reversion basket from one correlation pathPortfolio construction C04Reverse diversification when one winner enters a quiet bookPortfolio construction C04A checklist, psychology gate, and moving-average procedureDecision process C04When loss aversion overrides testable hold and exit rulesDecision process C04When the fill replaces the hold ruleDecision process C04A wide Treasury calendar and the 2015 delivery gapIntermarket and spreads C04Forex execution checks for fills, margin, and leverageOrder types and routing C05Evaluating encoded candlestick sequence hypothesesChart patterns C05Constructing weekly body-midpoint pattern codesChart patterns C05Assembling the Average Directional Index from directional movementIndicators and filters C05Prestige labels versus one testable trade procedureDecision process C05Construct a zztop from perceptually important pointsChart patterns C05From a drawn price shape to an event-cloud case studyChart patterns C05Backup venues and symbol splits in futures routingOrder types and routing C05Filter unexecutable futures by liquidity, open interest, and marginLiquidity and costs C05Building swing charts from perceptually important pointsTrend and channels C05Constructing next-session implied-volatility forecasts by reordering closesTime series and forecasting C05Memory-bearing synthetics for dominant-cycle spectraCycles and spectral analysis C05Point-and-figure time and volume limits are conventions to testTrend and channels C05Mark the stop, the target, and the invalidation line before entryEntry and exit rules C05Index dip reversion is horizon and regime dependentTrend and mean reversion C06A two-stage liquidity filter for futures contract selectionLiquidity and costs C06Rebuilding a volume-weighted RSI and checking price-indicator divergenceIndicators and filters C06Trend-gated oscillator entry and exit rulesEntry and exit rules C06SMA-confirmed supply and demand breakouts as one mechanical procedureSystem design C06Order-type and routing scripts for faster executionOrder types and routing C06Dominant-cycle alignment before an earnings catalystCycles and spectral analysis C06Optimizing virtual bar size as a trend filterIndicators and filters C06SPY volume profile as a support and breakout mapTrend and channels C06Near-expiry options on new-crop grain futuresOptions and volatility C06Pause and objectify before trade decisionsDecision process C06Relative-strength-index rules under a 20-percent trend filterIndicators and filters C06Constructing price paths from cycles and supportCycles and spectral analysis C07Constructing price gravity and float turnover filtersIndicators and filters C07Precommit stop-loss, trailing-stop, and time-stop rules before entryStops and loss limits C07Construct if-then rules, then backtest and optimizeSystem design C07Natural-gas thesis: ETF drag versus a call debit spreadOptions and volatility C07Daily if-then checklists versus year-ahead market forecastsDecision process C07Cheaper margin is not a currency leverage edgeSizing and leverage C07Futures liquidity ranking as an execution filterLiquidity and costs C07Bandpass cycle models cannot promise certaintyCycles and spectral analysis C07Evaluating moving-average lag in cycle filtersIndicators and filters C07Confirm a price-action pivot only after independent signals agreeChart patterns C07Elliott wave classifies the swing; trend following holds the tradeTrend and mean reversion C07Closed-trade quality screens before sizing riskStops and loss limits C07A hindsight swing map as a reversal research ceilingTrend and mean reversion C07Slow relative-strength index from an exponentially smoothed priceIndicators and filters C07Loss thresholds and equilibrium as trade filtersDecision process C08Paired range-bar averages and next-bar limit exitsEntry and exit rules C08Two layers for a managed-futures sleeve in a stock-bond mixPortfolio construction C08Constructing a Sharpe-style score from profit and loss variabilityStatistical tests C08Constructing mechanical systems under a drawdown capSystem design C08A liquidity filter to choose executable futuresLiquidity and costs C08Constructing the slow volume strength index from signed volumeIndicators and filters C08Ten-year policy phases and FX capital-flow regimesIntermarket and spreads C08One checklist for breakout entry and ATR riskDecision process C08Market, limit, and routing choices inside the order life cycleOrder types and routing C08Trade-tape entropy versus a coin-flip no-skill baselineStatistical tests C08Why win-rate chasing fails the decision processDecision process C08Fusion entry and scale-in after broken levelsEntry and exit rules C08Paper-trade the system you refuse to complicateDecision process C08Post-exit cooldown as a system ruleDecision process C08Index drawdown caps, chart-scale stops, and leverageSizing and leverage C08Persistence and strength as one close-to-close switchTrend and mean reversion C09Unused peer hedge after an ATR-qualified pair entryIntermarket and spreads C09Scored reversals wait for a three-bar breakoutEntry and exit rules C09Pair hedge to hold a valid idea through noiseStops and loss limits C09Cost-first fund construction and the stock-bond mixPortfolio construction C09Bid-ask queues and the instant-adjustment critiqueOrder types and routing C09Workstation readiness in the pre-trade execution checklistDecision process C09Constructing decycler oscillators from highpass and bandpass filtersIndicators and filters C09A fund pick is unfinished until cost-drag and the mix are testedPortfolio construction C09Screen futures contracts by liquidity and open interestLiquidity and costs C09Testing gap continuation breakouts as one procedureEntry and exit rules C09A quiet gold ETF range as a three-layer classroom problemOptions and volatility C09Constructing a decycler from high-pass cancellationIndicators and filters C09Dual-zone currency indexes filter parabolic SAR signalsIntermarket and spreads C10Constructing four-stage cycles with anchored VWAPTrend and channels C10Constructing a bounded money-flow oscillator from range and volumeIndicators and filters C10An unprepared trade fails the pre-trade checklistDecision process C10Handheld futures tickets as a second execution venueOrder types and routing C10Price and volume rules over pattern shortcutsDecision process C10Session clock bars from public quote feedsAuction and volume C10Equal-dollar futures choice as a liquidity filterLiquidity and costs C10Volatility and volume gates for breakout entriesEntry and exit rules C10Leave a yen bottom unconfirmed until gold and positioning agreeIntermarket and spreads C10Falsifying a healthy correction with breadth and supportMarket breadth C10Four-step system vetting before live tradingDecision process C10Construct a name-specific fear overlay before a short strangleOptions and volatility C10Money flow oscillator construction from volume pressureIndicators and filters C10Overbought technology index: a long put via an inverse proxyOptions and volatility C11Constructing Renko energy bands so support and resistance arrive as pre-marked leansTrend and channels C11Constructing a breakout relative-strength index from two-day range candlesIndicators and filters C11Constructing mechanical systems for walk-forward testsSystem design C11Percentage true range as a pre-entry exposure filterIndicators and filters C11Filter futures ideas by ranked contract liquidityLiquidity and costs C11Evaluate a system with one pre-trade checklistDecision process C11Cheap daytrading margin is not a risk discountSizing and leverage C11Construct a percentage true range for cross-market volatilityIndicators and filters C11Percentage true-range construction for cross-market volatility filtersIndicators and filters C11Constructing fractal swings as support-resistance atomsTrend and channels C11Clutch delivery as the unfinished trading ruleDecision process C11Filtering option trades by bid-ask widthLiquidity and costs C11Scale-in and prior-range breakout managementEntry and exit rules C11A three-layer permission stack: moving averages, a price channel, and weekly levelsIndicators and filters C12Evaluating next-session intermarket range forecastsTime series and forecasting C12Exhaustion gap entry, hold, and exit rules as one procedureEntry and exit rules C12Money-flow lookback versus aggregated open interestIndicators and filters C12Mechanical system design as a critique of discretionSystem design C12Refuse mixed-horizon entries until the checklist locks one personaDecision process C12First-hour opening range breakout rulesEntry and exit rules C12CAD/USD and crude: first the correlation, then the band gapIntermarket and spreads C12Downside exhaustion gaps as a ten-session fade procedureEntry and exit rules C12Audit open interest and trend before trusting oscillator crossoversIndicators and filters C12Construct a CAD-oil pair from percent-of-range Bollinger mapsIntermarket and spreads C12Evaluating rank rotation after a persistence screenTrend and mean reversion C12Constructing mean, median, and mode from ordered pricesStatistical tests C12The pre-trade checklist as one testable procedureDecision process C12Volume-free accumulation and a next-session bias overlayMarket breadth C12Screen listed futures for executable liquidity firstLiquidity and costs C12A 2015 forced unwind is not a commodity-regime verdictIntermarket and spreads C13Evaluating a capitalization-to-output-ratio as a regime overlaySeasonality and regimes C13Reading engulfing candles in contextChart patterns C13Relative Strength Index as a baseline in 2015 software listingsIndicators and filters C13News-aware forex process with defined stopsDecision process C13ABC wave labels as a square-of-nine timing hypothesisWaves and ratios