| Below - Illustration from Chapter 6: The most recent signal, "Wilder's 7 Day RSI Signals at 80 and 20", was produced on Tuesday, November 02, 2010. In this range, it is most often considered to be a buy signal. |
 Summary of Recent Reports:No commentary available from weekend report. |
Table of Contents
Volume I: Traditional Analysis:
Chapter 1:
An introductory chapter looks at the price history of ALL by applying Classical Time Series Analysis. Some of the patterns seen here will prove to be important in further analysis. See ALL Classical Analysis.
Chapter 2:
Understanding Price Volatility behaviour is essential to assessing the risk associated with positions across different time spans. See ALL Volatility Risk.
Chapter 3:
Changes in Daily Volume are tracked in time here. Time Series Analysis demonstrates Trends and Cyclical Patterns in the number of shares transacted. See ALL Historical Volume.
Chapter 4:
A look at Traditional Seasonal Analysis of The Allstate Corporation Historical Prices identifies the best and worst months to be invested. See ALL Calendar Year Trends.
Chapter 5:
Moving Averages of various flavours are popular indicators. Here we test the predictive ability of different averages as applied to prediction of The Allstate Corporation prices. See Average Indicators.
Volume II: Modern Technical Analysis:
Chapter 6:
Some say that modern analysis began with the successful identification of technical oscillators such as the highly effective Wilder RSI. See Technical Oscillators.
Chapter 7:
This chapter takes a view somewhat similar to standard analysis of seasonal trends, but it is based on the 4 year or 2 year Political Calendar rather than the 1 year Standard Calendar. Political Seasons work better than Calendar Seasons for predicting prices of many companies. See Politics and Prices of ALL.
Chapter 8:
A sophisticated method associates price levels with historical volumes. Such semi-abstract concepts as Support and Resistance may then be defined with mathematical precision. See Volumetric Analysis.
Chapter 9:
A view of Momentum Analysis that takes Volume into account as well as Price. See Momentum Investing Indicators.
Chapter 10:
The mood of the market toward The Allstate Corporation show up in the Daily Closing Altitude and other Sentiment Indicators. See Market Sentiment.
Section 11:
The length of "Runs", (the number of consecutive price movements up or down) reveal some new ways to visualize Price Series Data. A discussion of the "Monte Carlo Fallacy" and it's relevance to Stock Price Prediction leads to a revisionist method of Price Projection using the Bernoulli Analysis. See Bernoulli Run Analysis.
Chapter 12:
The traditional techniques of Candlestick Analysis may seem fanciful, but certain aspects are firmly grounded in the science of Investor Psychology. See Japanese Candlesticks.
Volume III: Advanced Price Behavior Visualization:
Chapter 13:
Multi-spectral analysis reveals behavioral features of ALL prices that may not be apparent to ordinary analysis. See Support and Resistance.
Chapter 14:
Combining the historical behavior surfaces with the geometry of long standing periodic price oscillations yields a behavior surface of more than three dimensions which has an extremely low residual error compared to other methods of analysis. See Price Behavior Surfaces.
Chapter 15:
Here we look at periodic frequency and waveform characteristics of the ALL historical price series. Classical techniques such as the Fourier Transform and newer digital filtering techniques contribute to this analysis. See Frequency and Waveform Analysis.
Chapter 16:
Forecasts are gathered from several sources to predict future price movements. See ALL Price Predictions.
Volume IV: Final Results and Trading Strategy:
Chapter 17:
This chapter rates some "single company strategies" for The Allstate Corporation speculators. One of the most important aspects of a good money management strategy is the proper setting of stop loss orders. See Single Company Strategies.
Chapter 18:
The trading policies that work well when applied to speculation in any one companies stock may fall short when applied to the more usual situation where a person is speculating on a basket or portfolio of companies. Here we find the best muti-company portfolio trading policies. See ALL Multi-Company Strategies .
Appendix A:
The statistical abstract for The Allstate Corporation gathers the most relevant analysis into a single chapter. See ALL Final Results . |
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