| Below - Illustration from Chapter 5: 1 days ago, the 5 session moving average sank under over the 200 session average. |
 Summary of Recent Reports:No commentary available from weekend report. |
Table of Contents
Volume I: Classical Analysis:
Chapter 1:
This look at CME Group Inc. begins with a Classical Time Series Analysis of the historical stock prices, providing a vantage point over patterns that will be explored in greater detail in the following chapters. See CME Classical Analysis.
Chapter 2:
Understanding Price Volatility behaviour is essential to assessing the risk associated with positions across different time spans. See CME Volatility Risk.
Chapter 3:
This section shows historical volumes for sales of CME stock, along with Seasonal and Cyclical Trends in Volume. See CME Historical Volume.
Chapter 4:
A look at Traditional Seasonal Analysis of CME Group Inc. Historical Prices identifies the best and worst months to be invested. See CME 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 CME Group Inc. prices. See Average Indicators.
Volume II: Mid Level Technical Analysis:
Chapter 6:
Technical Oscillators are compared to test their power as buy or sell signals for speculating in CME stock. We conduct an extensive investigation of the popular "RSI" of Welles Wilder and some of its variations. 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 CME.
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:
Analysis of Market Momentum as the product of Price and Volume drives an interpretation considerably more sophisticated than those that consider Price Momentum alone. See Momentum Investing Indicators.
Chapter 10:
The mood of the market toward CME Group Inc. 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 CME 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 CME over the next few months? See CME Price Predictions.
Volume IV: Final Results and Trading Strategy:
Chapter 17:
This chapter rates some "single company strategies" for CME Group Inc. 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 CME Multi-Company Strategies .
Appendix A:
The statistical abstract for CME Group Inc. gathers the most relevant analysis into a single chapter. See CME Final Results . |
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