Cmt Level II 2018: Theory and Analysis

ISBN-13: 9781119474555 / Angielski / Miękka / 2018 / 792 str.

Wiley

Opis

Everything you need to pass Level II of the CMT Program CMT Level II 2018: Theory and Analysis fully prepares you to demonstrate competency applying the principles covered in Level I, as well as the ability to apply more complex analytical techniques.

Spis treści

About the CMT Association ix

What Is the CMT® Program? xi

How This Book Was Created xiii

Preface xv

SECTION I CHART DEVELOPMENT AND ANALYSIS 1

Chapter 1 Charting 3
Perry J. Kaufman

Chapter 2 Moving Averages 71
Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 3 Time–Based Trend Calculations 99
Perry J. Kaufman

CHAPTER 4 T rend Systems (Part 1) 114
Perry J. Kaufman

CHAPTER 5 T rend Systems (Part 2) 138
Perry J. Kaufman

CHAPTER 6 Momentum and Oscillators 156
Perry J. Kaufman

Chapter 7 Volume, Open Interest, and Breadth 197
Perry J. Kaufman

Chapter 8 Bar Chart Patterns 234
Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 9 Short–Term Patterns 267
Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 10 Single Candle Lines 309
Steve Nison

Chapter 11 Multi–Candle Patterns 320
Steve Nison

Chapter 12 Forecasting and Trading Techniques 335
Steve Nison

SECTION II RISK MANAGEMENT 345

Chapter 13 Option Pricing Basics 347
Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann

Chapter 14 Understanding Implied Volatility 361
Russell Rhoads

Chapter 15 About the VIX Index 373
Russell Rhoads

SECTION III TECHNICAL INVESTMENT STRATEGIES 387

Chapter 16 Selection of Markets and Issues: Trading and Investing 389
Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 17 Intermarket Analysis 415
Markos Katsanos

Chapter 18 Cycle Analysis 427
Perry J. Kaufman

Chapter 19 Relative Strength Strategies for Investing 448
Mebane T. Faber

Chapter 20 A Stock Market Model 461
Ned Davis and Loren Flath

Chapter 21 A Simple Model for Bonds 496
Ned Davis and Loren Flath

Chapter 22 Perspectives on Active and Passive Money Management 503
Robert A. Weigand

SECTION IV MARKETS 535

Chapter 23 Prospect Theory 537
Edwin T. Burton and Sunit N. Shah

Chapter 24 Perception Biases 544
Edwin T. Burton and Sunit N. Shah

Chapter 25 Inertial Effects 552
Edwin T. Burton and Sunit N. Shah

SECTION V STATISTICAL ANALYSIS AND SYSTEM DEVELOPMENT 561

Chapter 26 Correlation 563
Markos Katsanos

Chapter 27 Regression 577
Markos Katsanos

Chapter 28 Regression Analysis 583
Perry J. Kaufman

Chapter 29 The Scientific Method and Technical Analysis 595
David Aronson

Chapter 30 Theories of Nonrandom Price Motion 648
David Aronson

Chapter 31 Case Study of Rule Data Mining for the S&P 500 699
David Aronson

Chapter 32 System Design and Testing 746
Charles D. Kirkpatrick II and Julie R. Dahlquist