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Murray Ruggiero, Vice President of Research and Development of TradersStudio software, contributing editor of Futures Magazine and author of several books on trading systems and Intermarket analysis
"It is clear from reading Intermarket Trading Strategies that Markos Katsanos has combined technical competence with common sense to bring a breath of fresh air to active investors. His examples are timely and well thought out, reflecting an awareness of our high-risk environment. He understands and explains the important principles underlying successful trading and offers his solutions. I can highly recommend it."
Perry Kaufman, trader and author of The New Trading Systems and Methods
"Before designing a trading system, it is absolutely necessary to gain a deep understanding of the markets. Markos Katsanos does an excellent job of explaining the relationships between different markets through the use of statistical tools, which he does in clear and simple language. Readers of this notable book will be better able to create trading systems that can conquer any market."
Jayanthi Gopalakrishnan, editor of Technical Analysis of Stocks & Commodities magazine
Murray Ruggiero, Vice President of Research and Development of TradersStudio software, contributing editor of Futures Magazine and author of several books on trading systems and Intermarket analysis
"It is clear from reading Intermarket Trading Strategies that Markos Katsanos has combined technical competence with common sense to bring a breath of fresh air to active investors. His examples are timely and well thought out, reflecting an awareness of our high-risk environment. He understands and explains the important principles underlying successful trading and offers his solutions. I can highly recommend it."
Perry Kaufman, trader and author of The New Trading Systems and Methods
"Before designing a trading system, it is absolutely necessary to gain a deep understanding of the markets. Markos Katsanos does an excellent job of explaining the relationships between different markets through the use of statistical tools, which he does in clear and simple language. Readers of this notable book will be better able to create trading systems that can conquer any market."
Jayanthi Gopalakrishnan, editor of Technical Analysis of Stocks & Commodities magazine
About the author
Markos Katsanos is an expert in technical analysis and trading systems and inventor of two new technical indicators. In showing the relationship of volume to price movement, his Finite Volume Element (FVE) and Volume Flow Indicators (VFI) have become popular tools used by traders and the code was incorporated in almost all Technical Analysis and trading software. He has a Bachelors degree in Civil Engineering and a Masters degree in Structural Engineering, and is a member of the Technical Securities Analysts Association of San Francisco (TSAASF). He has traded stocks and commodities since 1987, starting with fundamental analysis. With his engineering training he quickly gravitated to technical analysis of the market. With more than two decades of experience in computerized analysis of stocks and futures, he has spent years refining his methods to come up with some of the most profitable strategies for choosing trades. He specializes in mechanical systems and has constructed dozens of systems for his clients and his own use. Markos Katsanos has contributed several articles to Technical Analysis of Stocks & Commodities and other financial publications. He is currently in the process of setting up his own financial consulting company.
Acknowledgments ix
Introduction xi
PART I 1
1 Intermarket Analysis 3
2 Correlation 17
3 Regression 33
4 International Indices and Commodities 41
5 The S&P 500 69
6 European Indices 85
7 Gold 93
8 Intraday Correlations 111
9 Intermarket Indicators 121
PART II 145
10 Trading System Design 147
11 A Comparison of Fourteen Technical Systems for Trading Gold 175
12 Trading the S&P 500 ETF and the e-mini 189
13 Trading DAX Futures 201
14 A Comparison of a Neural Network and a Conventional System for Trading FTSE Futures 215
15 The Use of Intermarket Systems in Trading Stocks 235
16 A Relative Strength Asset Allocation Trading System 247
17 Forex Trading Using Intermarket Analysis 261
18 Conclusion 293
Appendix A MetaStock Code and Test Specifications 297
Appendix B Neural Network Systems 357
Appendix C Rectangles 367
Glossary 371
Bibliography 385
Index 391
Erscheinungsjahr: | 2009 |
---|---|
Fachbereich: | Betriebswirtschaft |
Genre: | Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
Inhalt: | 428 S. |
ISBN-13: | 9780470758106 |
ISBN-10: | 0470758104 |
Sprache: | Englisch |
Herstellernummer: | 14575810000 |
Einband: | Gebunden |
Autor: | Katsanos, Markos |
Hersteller: |
Wiley
John Wiley & Sons |
Maße: | 235 x 157 x 28 mm |
Von/Mit: | Markos Katsanos |
Erscheinungsdatum: | 20.01.2009 |
Gewicht: | 0,786 kg |
About the author
Markos Katsanos is an expert in technical analysis and trading systems and inventor of two new technical indicators. In showing the relationship of volume to price movement, his Finite Volume Element (FVE) and Volume Flow Indicators (VFI) have become popular tools used by traders and the code was incorporated in almost all Technical Analysis and trading software. He has a Bachelors degree in Civil Engineering and a Masters degree in Structural Engineering, and is a member of the Technical Securities Analysts Association of San Francisco (TSAASF). He has traded stocks and commodities since 1987, starting with fundamental analysis. With his engineering training he quickly gravitated to technical analysis of the market. With more than two decades of experience in computerized analysis of stocks and futures, he has spent years refining his methods to come up with some of the most profitable strategies for choosing trades. He specializes in mechanical systems and has constructed dozens of systems for his clients and his own use. Markos Katsanos has contributed several articles to Technical Analysis of Stocks & Commodities and other financial publications. He is currently in the process of setting up his own financial consulting company.
Acknowledgments ix
Introduction xi
PART I 1
1 Intermarket Analysis 3
2 Correlation 17
3 Regression 33
4 International Indices and Commodities 41
5 The S&P 500 69
6 European Indices 85
7 Gold 93
8 Intraday Correlations 111
9 Intermarket Indicators 121
PART II 145
10 Trading System Design 147
11 A Comparison of Fourteen Technical Systems for Trading Gold 175
12 Trading the S&P 500 ETF and the e-mini 189
13 Trading DAX Futures 201
14 A Comparison of a Neural Network and a Conventional System for Trading FTSE Futures 215
15 The Use of Intermarket Systems in Trading Stocks 235
16 A Relative Strength Asset Allocation Trading System 247
17 Forex Trading Using Intermarket Analysis 261
18 Conclusion 293
Appendix A MetaStock Code and Test Specifications 297
Appendix B Neural Network Systems 357
Appendix C Rectangles 367
Glossary 371
Bibliography 385
Index 391
Erscheinungsjahr: | 2009 |
---|---|
Fachbereich: | Betriebswirtschaft |
Genre: | Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
Inhalt: | 428 S. |
ISBN-13: | 9780470758106 |
ISBN-10: | 0470758104 |
Sprache: | Englisch |
Herstellernummer: | 14575810000 |
Einband: | Gebunden |
Autor: | Katsanos, Markos |
Hersteller: |
Wiley
John Wiley & Sons |
Maße: | 235 x 157 x 28 mm |
Von/Mit: | Markos Katsanos |
Erscheinungsdatum: | 20.01.2009 |
Gewicht: | 0,786 kg |