Every entry in the library · TradersWeek

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A

ABC correctionTrend and channels ARIMATime series and forecasting ATR position sizingSizing and leverage Accumulation and distribution lineTrend and channels Action-reaction linesTrend and channels Adaptive FilterIndicators and filters Adaptive moving averageIndicators and filters Aggressive executionLiquidity and costs Alpha coefficientIndicators and filters Alpha-beta filterIndicators and filters Apex springboardTrend and channels Arbitrage tradingEntry and exit rules Aroon indicatorTrend and channels Ascending triangleChart patterns Asset allocationPortfolio construction Augmented Dickey-Fuller testStatistical tests Autocorrelation testStatistical tests Average Directional IndexIndicators and filters

B

Babson action-reaction theoryTrend and channels Bandpass filterIndicators and filters Base buildingTrend and channels Basis tradingEntry and exit rules Bayesian inferenceIndicators and filters Besson's coefficient of persistenceIndicators and filters Beta hedgingSeasonality and regimes Binomial probability modelIndicators and filters Black-Scholes ModelIndicators and filters Bollinger BandsIndicators and filters Bootstrap resamplingIndicators and filters Breadth market contextSeasonality and regimes Break-even stopStops and loss limits Breakaway gapTrend and channels Breakout confirmationTrend and channels Breakout systemEntry and exit rules Broadening patternChart patterns Broker discretionary orderOrder types and routing Butterfly spreadIntermarket and spreads

C

Calendar spread tradingEntry and exit rules Calmar ratioIndicators and filters Candlestick dojiTrend and channels Candlestick engulfingTrend and channels Candlestick hammerChart patterns Candlestick patternsChart patterns Candlestick starTrend and channels Carry tradingEntry and exit rules Cash-and-carry arbitrageEntry and exit rules Cash-secured putSeasonality and regimes Chaikin oscillatorTrend and channels Chandelier exitSizing and leverage Chart scale analysisTrend and channels Chi-square testStatistical tests Close-only stopStops and loss limits Closing auction strategyEntry and exit rules Cluster analysisIndicators and filters Coin-flip no-skill baselineIndicators and filters Cointegration testStatistical tests Commission analysisLiquidity and costs Commitment of TradersSeasonality and regimes Commodity Channel IndexIndicators and filters Commodity carry analysisIntermarket and spreads Commodity option strapEntry and exit rules Commodity spread tradingEntry and exit rules Conditional Value at RiskIndicators and filters Contrarian strategyTrend and mean reversion Corrective waveWaves and ratios Correlation analysisSeasonality and regimes Correlation exposureSizing and leverage Covariance matrix estimationStatistical tests Covered call writingSeasonality and regimes Cross hedgingEntry and exit rules Cross-validationIndicators and filters Currency translationIntermarket and spreads

D

Daily loss limitSizing and leverage Decision treeIndicators and filters Delta hedgingOptions and volatility Descending triangleChart patterns Detrended Price OscillatorTrend and channels Diamond patternChart patterns DifferencingIndicators and filters Directional Trend IndicatorTrend and channels Discrete Fourier TransformCycles and spectral analysis DiversificationPortfolio construction Dollar-cost averagingEntry and exit rules Dominant cycle detectionCycles and spectral analysis Donchian breakoutEntry and exit rules Double top and bottomTrend and channels Dow TheoryTrend and channels Drawdown limitDrawdown and survival Dynamic hedgingSeasonality and regimes

E

EGARCH modelIndicators and filters Elliott wave analysisWaves and ratios Elliott wave countingWaves and ratios Equal-weight portfolioPortfolio construction Event-driven contextSeasonality and regimes Event-driven tradingEntry and exit rules Exhaustion gapTrend and channels Expected valueSizing and leverage Exponential smoothingTime series and forecasting Exposure capSizing and leverage

F

Factor analysisIndicators and filters Factor investingSeasonality and regimes Fast Fourier TransformCycles and spectral analysis Fibonacci expansionWaves and ratios Fibonacci projectionWaves and ratios Fibonacci retracementWaves and ratios Fibonacci time cycleWaves and ratios Fill or kill orderOrder types and routing Final Prediction ErrorIndicators and filters Finite Impulse Response FilterIndicators and filters Five-Cycle Analytical SystemCycles and spectral analysis Fixed contract sizingSizing and leverage Flag and pennantChart patterns Fourier analysisCycles and spectral analysis Fractal indicatorTrend and channels Fractional differencingIndicators and filters Frequency histogramIndicators and filters Fundamental overlaySeasonality and regimes Funnel formationChart patterns Futures contract selectionSeasonality and regimes Futures rollover managementLiquidity and costs

G

GARCH modelIndicators and filters Game theoryIndicators and filters Gann anglesWaves and ratios Gap analysisTrend and channels Gap tradingEntry and exit rules Good till cancelled orderOrder types and routing

H

HI/LOIndicators and filters Halfway reaction measureTrend and channels Head and shouldersChart patterns Hedged position sizingSizing and leverage Hedging strategyEntry and exit rules Heikin-AshiTrend and channels Hidden Markov modelIndicators and filters Highpass filterIndicators and filters Historical analog comparisonIndicators and filters Historical volatility analysisOptions and volatility Hull moving averageIndicators and filters Hypothesis testingStatistical tests

I

Ichimoku cloudTrend and channels Implementation shortfallLiquidity and costs Implied volatility analysisOptions and volatility Impulse waveWaves and ratios Index proxy comparisonSeasonality and regimes Industry rotationIntermarket and spreads Information ratioIndicators and filters Intermarket analysisIntermarket and spreads Investment psychology inventoryIndicators and filters Iron condorSeasonality and regimes Island reversalTrend and channels

K

K-means clusteringIndicators and filters Kagi chartTrend and channels Kalman filterIndicators and filters Kalman smootherIndicators and filters Kelly criterionSizing and leverage

L

L formationTrend and channels Least squares moving averageIndicators and filters Leverage controlSizing and leverage Limit orderOrder types and routing Linear discriminant techniquesIndicators and filters Linear programmingIndicators and filters Linear regressionTime series and forecasting Liquidity filterLiquidity and costs Liquidity-seeking executionLiquidity and costs Livermore six-category price-activity classificationTrend and channels Logistic modelIndicators and filters Long putEntry and exit rules Loss streak controlSizing and leverage Lowpass filterIndicators and filters

M

MACDTrend and channels Margin managementSizing and leverage Market at closeOrder types and routing Market breadthMarket breadth Market impact modelLiquidity and costs Market makingEntry and exit rules Market orderOrder types and routing Market participant analysisSeasonality and regimes Market profileAuction and volume Market regime classificationSeasonality and regimes Market-if-touched orderOrder types and routing Markov transition modelIndicators and filters Marshall WaveWaves and ratios Martingale sizing systemEntry and exit rules Maximum adverse excursionSizing and leverage Maximum diversification portfolioPortfolio construction Maximum entropy spectrum analysisCycles and spectral analysis Maximum position sizeSizing and leverage Mean deviationIndicators and filters Mean reversionTrend and mean reversion Mean-variance optimizationIndicators and filters Measured moveTrend and channels Mechanical trading systemSystem design Median lineTrend and channels Merger arbitrageEntry and exit rules Minimum variance portfolioPortfolio construction Momentum rotationSeasonality and regimes Momentum strategyTrend and mean reversion Money Flow IndexTrend and channels Monte Carlo simulationStatistical tests Moving averageIndicators and filters Moving-average crossoverTrend and channels

N

Negative Volume IndexTrend and channels Neutral option spreadEntry and exit rules New Demand IndexTrend and channels News tradingEntry and exit rules

O

OHLC bar constructionLiquidity and costs Omega ratioIndicators and filters On-balance volumeTrend and channels Open interest analysisAuction and volume Opening auction strategyEntry and exit rules Opening range breakoutEntry and exit rules Optimal f sizingSizing and leverage Option expiration analysisOptions and volatility Option income strategyEntry and exit rules Option premium analysisOptions and volatility Option spreadEntry and exit rules Options calendar spreadIntermarket and spreads Options straddleOptions and volatility Options strangleOptions and volatility Order book depthOrder types and routing Order book imbalanceOrder types and routing Order flow analysisOrder types and routing Order routingOrder types and routing Order-flow tradingEntry and exit rules Overbought and oversold position linesTrend and channels

P

Pairs tradingEntry and exit rules Paper trading simulationEntry and exit rules Parabolic SARTrend and channels Participation rate executionLiquidity and costs Passive executionLiquidity and costs Pattern recognitionIndicators and filters Payoff IndexIndicators and filters Percent volatility stopStops and loss limits Permutation testStatistical tests Pivot pointTrend and channels Point and figure chartTrend and channels Poisson modelIndicators and filters Portfolio heatSizing and leverage Portfolio risk budgetSizing and leverage Position concentration limitSizing and leverage Position heatSizing and leverage Position pyramidingEntry and exit rules Positioning Critical ZoneTrend and channels Pre-trade checklistDecision process Price change density histogramIndicators and filters Price channelTrend and channels Price-change categorizationIndicators and filters Price-indicator divergenceTrend and channels Principal component analysisIndicators and filters Prior-day trading-range entryEntry and exit rules Profit MatrixStatistical tests Protective collarSeasonality and regimes Protective putSizing and leverage Pullback tradingEntry and exit rules Put-call ratioSeasonality and regimes

Q

Quantile analysisIndicators and filters

S

Scale-in position addingEntry and exit rules Scale-out position reductionEntry and exit rules ScalpingEntry and exit rules Scenario risk analysisSizing and leverage Schaff Trend CycleTrend and channels Seasonal analysisSeasonality and regimes Seasonal chart patternChart patterns Seasonal tradingEntry and exit rules Seasonality analysisSeasonality and regimes Sector rotationSeasonality and regimes Session analysisAuction and volume Sharpe ratioIndicators and filters Sine-wave price modelIndicators and filters Sortino ratioIndicators and filters Spectral analysisCycles and spectral analysis Spread orderOrder types and routing Springs and upthrustsTrend and channels Statistical arbitrageEntry and exit rules Stochastic oscillatorIndicators and filters Stop-loss orderStops and loss limits Support and resistanceTrend and channels Support vector machineIndicators and filters Swing chartTrend and channels Swing codingTrend and channels Swing tradingEntry and exit rules Symmetrical triangleChart patterns Synthetic option positionEntry and exit rules System optimizationSystem design

T

TRIXTime series and forecasting TWAP executionLiquidity and costs Tape readingTrend and channels Tape speedLiquidity and costs Three-line break chartTrend and channels Throwback and pullbackTrend and channels Time stopStops and loss limits Time-price squareWaves and ratios Time-weighted average priceLiquidity and costs Trade information controlLiquidity and costs Trade-at-price analysisLiquidity and costs Tradeoff analysisDecision process Trading psychology processDecision process Trailing exitEntry and exit rules Trailing stopStops and loss limits Transaction-cost and slippage simulationLiquidity and costs Transition matrixStatistical tests Trend filterIndicators and filters Trend followingTrend and mean reversion Trend portfolioPortfolio construction TrendlineTrend and channels Triangle patternChart patterns Triangular moving averageIndicators and filters Turtle tradingEntry and exit rules Typical priceIndicators and filters

U

Ultimate OscillatorTrend and channels Unit root testStatistical tests Up-volume ratioIndicators and filters Up/down volume oscillatorIndicators and filters

V

VWAP executionLiquidity and costs Value at RiskIndicators and filters Value investingSeasonality and regimes Vector autoregressionTime series and forecasting Vertical Horizontal FilterIndicators and filters Vertical debit spreadEntry and exit rules Volatility breakoutEntry and exit rules Volatility forecastIndicators and filters Volatility position sizingSizing and leverage Volatility stopStops and loss limits Volatility targetingOptions and volatility Volume confirmationAuction and volume Volume profileAuction and volume Volume-price analysisTrend and channels Volume-weighted RSITrend and channels Volume-weighted average priceAuction and volume Vortex indicatorTrend and channels

W

Walk-forward analysisSystem design Wave countingWaves and ratios Wavelet transformIndicators and filters Weekly loss limitSizing and leverage Weighted moving averageIndicators and filters Williams %RIndicators and filters Wyckoff methodTrend and channels

Z

Z-score normalizationIndicators and filters