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Intermarket Trading Strategies by Markos Katsanos

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Index
abbreviations’ list
ABS(DATA ARRAY)
ADM see Archer Daniels Midlands
ADRs
advance-decline line
ADX
ADX(PERIODS)
AEX
agricultural commodities
ALERT()
Allianz
aluminium
Amex Gold BUGS Index (HUI)
concepts
weighting method
Amex Oil Index (XOI)
composition
concepts
correlations
S&P 500
weighting method
ANOVA, concepts
Apache Corp.
appendices
arbitrage
Archer Daniels Midlands (ADM)
Aristotle
artificial intelligence
concepts
critique
artificial neural networks
see also fuzzy logic; genetic algorithm
combined trading strategy
concepts
conventional system comparisons
critique
disparity
dynamic considerations
FTSE system
hidden neurons
hybrid strategy
input considerations
network architecture
nonlinear relationships
optimization factors
output considerations
problems
ROC
sensitivity analysis
testing procedures
total net profit
trading specifications
training
Asia Pacific Fund
Asian crisis of 1997
Asian markets
asset allocations
see also dynamic ...
concepts
methods
rebalanced portfolios
relative strength
static asset allocations
asset classes
diversification
types
assumptions of correlation
concepts
linearity
normal distributions
assumptions of regression
‘at the money’ options
Athens General Index
ATR see Average True Range
ATR(PERIODS)
AUD see Australian dollar
Australia ASX
Australian All Ordinaries
Australian dollar (AUD)
AUD/JPY
AUD/USD
commodities
concepts
correlations
gold
statistics
yen
autocorrelation
average profit per trade, trading system evaluations
average profit/average ...

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