Trading_Systems_and_Methods_Perry.pdf

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Table of Contents
COVER
PREFACE
THE MOVE TOWARD MORE ALGORITHMIC
APPROACH
COMPETITION
ACCEPTING RISK
THE LONG BULL MARKET
WHAT'S NEW IN THE SIXTH EDITION
COMPANION WEBSITE
WITH APPRECIATION
CHAPTER 1: Introduction
THE EXPANDING ROLE OF TECHNICAL
ANALYSIS
CONVERGENCE OF TRADING STYLES IN
STOCKS AND FUTURES
PROFESSIONAL AND AMATEUR
RANDOM WALK
DECIDING ON A TRADING STYLE
MEASURING NOISE
MATURING MARKETS AND
GLOBALIZATION
BACKGROUND MATERIAL
SYSTEM DEVELOPMENT GUIDELINES
OBJECTIVES OF THIS BOOK
PROFILE OF A TRADING SYSTEM
A WORD ABOUT THE NOTATION USED IN
THIS BOOK
A FINAL COMMENT
CHAPTER 2: Basic Concepts and Calculations
A BRIEF WORD ABOUT DATA
SIMPLE MEASURES OF ERROR
ON AVERAGE
PRICE DISTRIBUTION
MOMENTS OF THE DISTRIBUTION: MEAN,
VARIANCE, SKEWNESS, AND KURTOSIS
CHOOSING BETWEEN FREQUENCY
DISTRIBUTION AND STANDARD
DEVIATION
MEASURING SIMILARITY
STANDARDIZING RISK AND RETURN
THE INDEX
AN OVERVIEW OF PROBABILITY
SUPPLY AND DEMAND
NOTES
CHAPTER 3: Charting
FINDING CONSISTENT PATTERNS
WHAT CAUSES THE MAJOR PRICE MOVES
AND TRENDS?
THE BAR CHART AND ITS
INTERPRETATION BY CHARLES DOW
CHART FORMATIONS
TRENDLINES
ONE-DAY PATTERNS
CONTINUATION PATTERNS
BASIC CONCEPTS IN CHART TRADING
ACCUMULATION AND DISTRIBUTION:
BOTTOMS AND TOPS
EPISODIC PATTERNS
PRICE OBJECTIVES FOR BAR CHARTING
IMPLIED STRATEGIES IN CANDLESTICK
CHARTS
PRACTICAL USE OF THE BAR CHART
EVOLUTION IN PRICE PATTERNS
NOTES
CHAPTER 4: Charting Systems
DUNNIGAN AND THE THRUST METHOD
NOFRI'S CONGESTION-PHASE SYSTEM
OUTSIDE DAYS AND INSIDE DAYS
PIVOT POINTS
ACTION AND REACTION
PROGRAMMING THE CHANNEL BREAKOUT
MOVING CHANNELS
COMMODITY CHANNEL INDEX
WYCKOFF'S COMBINED TECHNIQUES
COMPLEX PATTERNS
COMPUTER RECOGNITION OF CHART
PATTERNS
NOTES
CHAPTER 5: Event-Driven Trends
SWING TRADING
POINT-AND-FIGURE CHARTING
THE
N-DAY
BREAKOUT
NOTES
CHAPTER 6: Regression Analysis
COMPONENTS OF A TIME SERIES
CHARACTERISTICS OF THE PRICE DATA
LINEAR REGRESSION
LINEAR CORRELATION
NONLINEAR APPROXIMATIONS FOR TWO
VARIABLES
TRANSFORMING NONLINEAR TO LINEAR
MULTIVARIATE APPROXIMATIONS
ARIMA
BASIC TRADING SIGNALS USING A LINEAR
REGRESSION MODEL
MEASURING MARKET STRENGTH
NOTES
CHAPTER 7: Time-Based Trend Calculations
FORECASTING AND FOLLOWING
PRICE CHANGE OVER TIME

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