| Below - Illustration from Chapter 5: 5 days ago, the 5 session moving average sank under over the 200 session average. |
 Summary of Recent Reports:Weekend Report Comments on Saturday, March 13, 2010:
Volume and Price increased together for C this week. Conditions are becoming more favorable, according to the 14 bar Wilder RSI, but the values are in the middle of the range, indicating this issue is probably near the fair price for the time being. The general RSI remains in the same range as last week, with a small favorable drift. The Negative Volume Index Aggregate is near the middle of the range. It seems to be rising, coming from 101.30% to 101.37% in the past month. After increasing the spread over the week, C is now 5.00 % above the 200 session Simple Moving Average. From the Update 3/17/2010 : The recent session is represented as a short body, following the Star long day on Tuesday. 5 days ago, the 5 session moving average sank under over the 200 session average. |
Table of Contents
Volume I: C Classical Analysis:
Chapter 1:
An introductory chapter looks at the price history of C by applying Classical Time Series Analysis. Some of the patterns seen here will prove to be important in further analysis. See C Classical Analysis.
Chapter 2:
This survey looks at historical volatility of CitiGroup prices. The risks associated with long and short term positions can be evaluated according to projected shapes of the Volatility Curve. See C Volatility Risk.
Chapter 3:
Historical Volume Trends are analyzed here, revealing seasonal patterns and the influence of the Business Cycle. See C Historical Volume.
Chapter 4:
A look at Traditional Seasonal Analysis of CitiGroup Historical Prices identifies the best and worst months to be invested. See C Calendar Year Trends.
Chapter 5:
One of the most popular indicators, the Moving Average, comes in many variations. Here we test the predictive ability of different averages as applied to prediction of CitiGroup 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:
A different type of Seasonal Analysis is applied to C historical prices. Here the 24 month, November based Political Calendar is the basis for non-standard Seasonal Analysis. See Politics and Prices of C.
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 CitiGroup 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 Visualization and Prediction:
Chapter 13:
Ordinary analysis does not show the features of the behavioral history underneath the price volume line. Here multi-spectral analysis brings the hidden features to the surface. 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 C 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:
Predictions and Forecasts. What will happen to C over the next few months? See C Price Predictions.
Volume IV: Final Results and Trading Strategy:
Chapter 17:
The results of various trading strategies carried out over 10 years are evaluated here for C. The results of "buy and hold", "buy the dips", and other strategies are compared, as well as sliding stop settings. 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 C Multi-Company Strategies .
Appendix A:
The statistical abstract for CitiGroup gathers the most relevant analysis into a single chapter. See C Final Results . |
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