Cybernetic Trading Strategies: Developing a Profitable Trading System with State-of-the-Art Technologies

Contents

Introduction

PART ONE CLASSICAL MARKET PREDICTION

1 Classical Intermarket Analysis as a Predictive Tool

What Is Intermarket Analysis?

Using Intermarket Analysis to Develop Filters and Systems

Using Intermarket Divergence to Trade the S&P500

Predicting T-Bonds with Intermarket Divergence

Predicting Gold Using Intermarket Analysis

Using Intermarket Divergence to Predict Crude

Predicting the Yen with T-Bonds

Using Intermarket Analysis on Stocks

2 Seasonal Trading

Types of Fundamental Forces

Calculating Seasonal Effects

Measuring Seasonal Forces

The Ruggiero/Barna Seasonal Index

Static and Dynamic Seasonal Trading

Judging the Reliability of a Seasonal Pattern

Counterseasonal Trading

Conditional Seasonal Trading

Other Measurements for Seasonality

Best Long and Short Days of Week in Month

Trading Day-of-Month Analysis

Day-of-Year Seasonality

Using Seasonality in Mechanical Trading Systems

Counterseasonal Trading

3 Long-Term Patterns and Market Timing for Interest Rates and Stocks

Inflation and Interest Rates

Predicting Interest Rates Using Inflation

Fundamental Economic Data for Predicting Interest Rates

A Fundamental Stock Market Timing Model

4 Trading Using Technical Analysis

Why Is Technical Analysis Unjustly Criticized?

Profitable Methods Based on Technical Analysis

5 The Commitment of Traders Report

What Is the Commitment of Traders Report?

How Do Commercial Traders Work? ...