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Trading Regime Analysis - The Probability ofVolatility
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  • Wiley

More About This Title Trading Regime Analysis - The Probability ofVolatility

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Trading Regime Analysis is a groundbreaking work on how markets behave and how to profit from this behaviour. The book describes that it is the human nature of markets which explains why this behaviour exists and whether one believes in fundamental or technical market analysis, the ebb and flow of volatility is the one undeniable truth that exists in financial and commodity markets. It is the up and down cycles of volatility that is the manifestation of human psychology as the ultimate driver of markets and volatility, like human behaviour, has a distinct cycle to it.
Offers in detail the methods that can be used to identify whether a market is about to start trending or about to enter a period of range tradingHighlights important applications for this analysis for institutional investors, asset allocators, hedge fund managers and retail investorsProvides unique content as there are no existing titles on trading regime analysis
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Murray Gunn is a currency investment manager with over twenty years experience in the international capital markets, managing portfolio risk across all asset classes within some of the world's largest fund management organisations. He holds an MA (Hons) in Economics and is MSTA (Member of The Society of Technical Analysts).
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Foreword

Acknowledgements

PART I: SUPPLY AND DEMAND

1 There is NO Holy Grail

2 The “Nature” of Markets

3 Volatility Defined

PART II: EXISTING TRADING REGIME ANALYSIS

4 Orthodox Pattern Recognition

5 Japanese Candlesticks

6 Volume Considerations

7 Previous Highs and Lows

8 Elliott Wave Principle

9 Moving Average Envelopes

10 Bollinger Band Width

11 The ADX

12 Point and Figure Charts

13 Rate of Change and Divergence

14 Williams %R

15 Donchian Channels

16 A Nod to the Quants

PART III: FURTHER IDEAS FOR TRADING REGIME ANALYSIS

17 Implied Volatility Curves

18 The Volatility Smile

19 My MATE

20 Trend-Following Performance Indicator

21 Trading Regime Indicator

PART IV: COMBINING AND USING TRADING REGIME ANALYSIS

22 An Eclectic Approach

23 Applications for Traders and Investors

24 Trading Regime Analysis for Economists and Fundamentalists

25 Case Studies

26 There is Still No Holy Grail

Appendix 1: Time Fractals and the Supply/Demand Index

Appendix 2: Why Do Trend Lines Work?

Appendix 3: Examples of Trend Lines

References

Index

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