CMT Level III 2016: The Integration of Technical AnalysisEverything you need to pass Level III of the CMT Program CMT Level III 2016: The Integration of Technical Analysis fully prepares you to demonstrate competency integrating basic concepts in Level I with practical applications in Level II, by using critical analysis to arrive at well-supported, ethical investing and trading recommendations. Covered topics include: asset relationships, portfolio management, behavioral finance, volatility, analysis, and ethics. The Level III exam emphasizes risk management concepts as well as classical methods of technical analysis. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level III. |
Contents
Note | |
Emotions and Probabilities | |
The Two Main Rules of Risk Control | |
The 6 Rule | |
Behavioral Techniques | |
Revulsion | |
International Indices and Commodities | |
The SP 500 | |
European Indices | |
Gold | |
Intraday Correlations | |
Intermarket Indicators | |
Everything Is Relative Strength Is Everything | |
The JdK RSRatio and JdK RSMomentum | |
Pattern Recognition | |
Multiple Time Frames | |
Advanced Techniques | |
Trends and Interest Rate Carry | |
Neural Networks | |
Genetic Algorithms | |
Replication of Hedge Funds | |
Anatomy of an Optimization | |
Notes | |
Gambling TechniquesThe Theory of Runs | |
Selective Trading | |
Trading Limits and Disconnected Markets | |
Similarity of Systematic Trading Signals | |
Risk Control | |
Liquidity | |
Leverage | |
Kaufman on Stops and ProfitTaking | |
Probability of Success and Ruin | |
Entering a Position | |
Compounding a Position | |
Equity Trends | |
Optimal | |
Notes | |
Relative Rotation Graphs | |
Conclusion | |
Portfolio Risk and Performance Attribution | |
Summary | |
Questions and Problems | |
Deriving the Sampling Distribution with the ComputerIntensive | |
Hypothesis Tests and Confidence Intervals | |
Estimation | |
Causality and Statistics | |
Notes | |
The Story Is the Thing or the Allure of Growth | |
Are Two Heads Better Than One? | |
The Anatomy of a Bubble | |
Alpha Generation | |
Summary | |
Hedging with VIX Derivatives | |
Introduction to Candlestick Charts | |
Findings | |
Candles with Long Bodies Sometimes Show Support | |
Statistics Summary | |
Above the Stomach | |
References | |
Other editions - View all
Common terms and phrases
analysis anti-Martingales average true range beta Bollinger Band bonds breakout bull market bullish calculation period Chapter chart closing price coefficient column combination commodities contract correlation covariance daily decline direction divergence dollar index drawdown e-mini economic entry equity Euro Stoxx Eurodollars EURUSD example exit expected return futures contract genetic algorithm gold higher increase indicator interest rates intermarket intraday investment investors JdK RS-Ratio John Wiley leverage linear regression long position long-term losses maximum measure method moving average system NASDAQ negative noise oscillator overfitting parameter values pattern percentage performance portfolio price moves price shock profit factor regression reverse rules sector Sharpe ratio short-term shows simple moving average standard deviation statistical stock market stop stop-loss Table TradeStation trading strategy trading system trend system trend-following Treynor ratios variable volatility weekly weighted Wiley & Sons yield