Every reading in the archive · 3 · TradersWeek

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2007Why premove fundamentals rarely flag tenfold-price movesPortfolio construction 2007Turtle forex breakouts and the daily carry ledgerIntermarket and spreads 2007Ethanol futures liquidity lagged the policy boomLiquidity and costs 2008A Relative Strength Index channel for profit lock and a trailing stop for capital protectionEntry and exit rules 2010Cross-pair correlation regimes in uncertain marketsIntermarket and spreads 2010Building loss limits from the parabolic stop-and-reverse plotStops and loss limits 2010Relative liquidity ranking for futures contract selectionLiquidity and costs 2010A liquidity filter for executable futures contract selectionLiquidity and costs 2010Screening futures by liquidity, open interest, and equal-dollar sizeLiquidity and costs 2010Ranking futures liquidity for executable contract choiceLiquidity and costs 2010Liquidity and open interest screens for futures selectionLiquidity and costs 2010Treat a market as a transfer device before completing a price pathTime series and forecasting 2010Ranking futures by open interest and equal-dollar liquidityLiquidity and costs 2011Liquidity filter for futures contract selectionLiquidity and costs 2011Silver contract-selection by size, hours, and carryIntermarket and spreads 2011Futures liquidity rank as an execution filterLiquidity and costs 2011Linear regression overlays on volume-flow primariesIndicators and filters 2011Filtering futures by liquidity, open interest and equal-dollar sizeLiquidity and costs 2011Liquidity and open interest as a screen for futures selectionLiquidity and costs 2011A futures liquidity filter for equal-dollar executionLiquidity and costs 2011How an adjustable-bands z-test resizes the no-trade zoneIndicators and filters 2012Construct a pairs-trading worksheet from residuals and quantile ranksIntermarket and spreads 2012Constructing a bull-bear sector rotation overlayIntermarket and spreads 2012Building a sector-rotation histogram from rate-of-change spreadsSeasonality and regimes 2012Ranking futures liquidity before choosing a contractLiquidity and costs 2012A relative-performance heatmap for pairs trading and sector rotationIntermarket and spreads 2012Year-end yield rank rotation with a collapse vetoPortfolio construction 2013Liquidity-first futures contract selectionLiquidity and costs 2013Equal-dollar liquidity filter for futures contract choiceLiquidity and costs 2013Constructing an up/down volume oscillator from a web price seriesIndicators and filters 2013Futures liquidity filters for executable contract selectionLiquidity and costs 2013Filter listed futures by liquidity and open interest firstLiquidity and costs 2013Ranking listed futures by liquidity and equal-dollar sizeLiquidity and costs 2013Hard stops and small bets to keep a portfolio aliveStops and loss limits 2013Constructing asymmetric volatility bands for reversal, trend, and stopsIndicators and filters 2013Volatility band construction from Typical price and Mean deviationIndicators and filters 2013A pre-trade liquidity filter for futures contract selectionLiquidity and costs 2014Evaluating an annual contrarian sector rank-rotationPortfolio construction 2014Lookalike money flow is not on-balance volumeIndicators and filters 2014Why commodity futures are trades, not long-horizon holdingsIntermarket and spreads 2014Bounding losses with stops, leverage and break-even exitsStops and loss limits 2014A ranking workflow that treated sector rotation as an abstention procedurePortfolio construction 2014Rank futures liquidity before selecting the contractLiquidity and costs 2014A 2014 research stack as a classroom for volume-flow hypothesesIndicators and filters 2014Filter futures by equal-dollar liquidity and open interestLiquidity and costs 2015A five-name January book from yield and price ranksPortfolio construction 2015Filter futures contracts by liquidity and open interestLiquidity and costs 2015A nine-sector sleeve drill on the business-cycle mapPortfolio construction 2015Mark the stop, the target, and the invalidation line before entryEntry and exit rules 2015A two-stage liquidity filter for futures contract selectionLiquidity and costs 2015Screen futures contracts by liquidity and open interestLiquidity and costs 2015Dual-zone currency indexes filter parabolic SAR signalsIntermarket and spreads 2015Equal-dollar futures choice as a liquidity filterLiquidity and costs 2015Money flow oscillator construction from volume pressureIndicators and filters 2015Constructing mean, median, and mode from ordered pricesStatistical tests 2015Volume-free accumulation and a next-session bias overlayMarket breadth 2016Evaluate futures liquidity before contract selectionLiquidity and costs 2016Ranking futures liquidity before you pick the contractLiquidity and costs 2016A parabolic trailing stop is not a complete systemEntry and exit rules 2016Process-first swing trading and the break-even stopDecision process