Every reading in the archive · 64 · TradersWeek

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2015Filter unexecutable futures by liquidity, open interest, and marginLiquidity and costs 2015Building swing charts from perceptually important pointsTrend and channels 2015Constructing next-session implied-volatility forecasts by reordering closesTime series and forecasting 2015Memory-bearing synthetics for dominant-cycle spectraCycles and spectral analysis 2015Point-and-figure time and volume limits are conventions to testTrend and channels 2015Mark the stop, the target, and the invalidation line before entryEntry and exit rules 2015Index dip reversion is horizon and regime dependentTrend and mean reversion 2015A two-stage liquidity filter for futures contract selectionLiquidity and costs 2015Rebuilding a volume-weighted RSI and checking price-indicator divergenceIndicators and filters 2015Trend-gated oscillator entry and exit rulesEntry and exit rules 2015SMA-confirmed supply and demand breakouts as one mechanical procedureSystem design 2015Order-type and routing scripts for faster executionOrder types and routing 2015Dominant-cycle alignment before an earnings catalystCycles and spectral analysis 2015Optimizing virtual bar size as a trend filterIndicators and filters 2015SPY volume profile as a support and breakout mapTrend and channels 2015Near-expiry options on new-crop grain futuresOptions and volatility 2015Pause and objectify before trade decisionsDecision process 2015Relative-strength-index rules under a 20-percent trend filterIndicators and filters 2015Constructing price paths from cycles and supportCycles and spectral analysis 2015Constructing price gravity and float turnover filtersIndicators and filters 2015Precommit stop-loss, trailing-stop, and time-stop rules before entryStops and loss limits 2015Construct if-then rules, then backtest and optimizeSystem design 2015Natural-gas thesis: ETF drag versus a call debit spreadOptions and volatility 2015Daily if-then checklists versus year-ahead market forecastsDecision process 2015Cheaper margin is not a currency leverage edgeSizing and leverage 2015Futures liquidity ranking as an execution filterLiquidity and costs 2015Bandpass cycle models cannot promise certaintyCycles and spectral analysis 2015Evaluating moving-average lag in cycle filtersIndicators and filters 2015Confirm a price-action pivot only after independent signals agreeChart patterns 2015Elliott wave classifies the swing; trend following holds the tradeTrend and mean reversion 2015Closed-trade quality screens before sizing riskStops and loss limits 2015A hindsight swing map as a reversal research ceilingTrend and mean reversion 2015Slow relative-strength index from an exponentially smoothed priceIndicators and filters 2015Loss thresholds and equilibrium as trade filtersDecision process 2015Paired range-bar averages and next-bar limit exitsEntry and exit rules 2015Two layers for a managed-futures sleeve in a stock-bond mixPortfolio construction 2015Constructing a Sharpe-style score from profit and loss variabilityStatistical tests 2015Constructing mechanical systems under a drawdown capSystem design 2015A liquidity filter to choose executable futuresLiquidity and costs 2015Constructing the slow volume strength index from signed volumeIndicators and filters 2015Ten-year policy phases and FX capital-flow regimesIntermarket and spreads 2015One checklist for breakout entry and ATR riskDecision process 2015Market, limit, and routing choices inside the order life cycleOrder types and routing 2015Trade-tape entropy versus a coin-flip no-skill baselineStatistical tests 2015Why win-rate chasing fails the decision processDecision process 2015Fusion entry and scale-in after broken levelsEntry and exit rules 2015Paper-trade the system you refuse to complicateDecision process 2015Post-exit cooldown as a system ruleDecision process 2015Index drawdown caps, chart-scale stops, and leverageSizing and leverage 2015Persistence and strength as one close-to-close switchTrend and mean reversion 2015Unused peer hedge after an ATR-qualified pair entryIntermarket and spreads 2015Scored reversals wait for a three-bar breakoutEntry and exit rules 2015Pair hedge to hold a valid idea through noiseStops and loss limits 2015Cost-first fund construction and the stock-bond mixPortfolio construction 2015Bid-ask queues and the instant-adjustment critiqueOrder types and routing 2015Workstation readiness in the pre-trade execution checklistDecision process 2015Constructing decycler oscillators from highpass and bandpass filtersIndicators and filters 2015A fund pick is unfinished until cost-drag and the mix are testedPortfolio construction 2015Screen futures contracts by liquidity and open interestLiquidity and costs 2015Testing gap continuation breakouts as one procedureEntry and exit rules