TRADING THE FEAR INDEX
Most investors regard the VIX Index (aka “The Fear Index”) simply as a metric that might help them prepare for market movements but ignore any potentially lucrative trading opportunities that it offers. In this article published in the August 2022 issue of Technical Analysis of Stocks and Commodities, you can find a complete trading system to trade VIX derivatives and a lot of statistical information about the VIX as well.
STOCK MARKET SEASONALITY
Is there any value to the sell in May adage? Is October the best reentry month? Are there statistically significant seasonal patterns in the equity markets? Which are the best and worst months for the stock market? Can you improve on a seasonal system using other technical conditions? In this article published in the April 2022 issue of Technical Analysis of Stocks and Commodities, you can find out the answers to all the above and more.
BUY & HOLD OR BUY & SELL?
Market crashes or price shocks do not go away. As the Coronavirus crisis shows, market calamity can seemingly occur out of nowhere. In such cases fear will cause you to make the rash decision to sell near the bottom in a falling market and miss the opportunity of the recovery. Avoiding a hefty drawdown is a high priority for every investment strategy.Although trading a buy and hold strategy may sound like an oxymoron, in this article published in the July 2021 issue of Technical Analysis of stocks and Commodities, I present a long term strategy that improves on the drawdown and profit of your portfolio by avoiding major market selloffs.
DETECTING HIGH VOLUME BREAKOUTS
Looking at hundreds of charts for a high volume breakout pattern can be tedious and time consuming. In this article you will find a method to detect possible breakouts automatically. This article was published in the April 2021 issue of Technical Analysis of stocks and Commodities. You can also find the Amibroker code for a Volume Surge system here.
Is there a relation between the Bitcoin and other Commodities, currencies or stock Indices? Is it possible to forecast the bitcoin price using Intermarket strategies? Read the article in the August 2020 issue of Technical Analysis of stocks and Commodities to find out more. You can find more information about the Bitcoin including a trading system here.
USING RELATIVE STRENGTH TO OUTPERFORM THE MARKET
The traditional Relative Strength indicator has a number of deficiencies the most important being that its interpretation is only visible and indicator values are meaningless.In this article I introduce the RSMK indicator which builds on the traditional RS indicator but improves on this important impediment, producing values according to the stock’s relative strength thus making it useful in rating stocks or in trading systems.This article was published in the March 2020 issue of Technical Analysis of stocks and Commodities. You can also find the Amibroker code for a Relative Strength trading system here.
THE EFFECT OF ELECTIONS ON STOCK MARKET RETURNS
Do elections influence the stock market? Is there a pattern that investors can take advantage of? My statistical research suggests that there is one that produced more than 60% average returns during the election periods in countries around the world.
This article was published in the June 2019 issue of Technical Analysis of stocks and Commodities.
There is very little information out there on Intermarket analysis and this was my main motivation for writing this book. In fact the Market Technician Association (MTA), realizing the importance of Intermarket analysis, have recently added 9 Chapters from my book in the 2016 level 2 and level 3 CMT curriculum and associated textbooks required for the CMT exams. Unlike other books which describe what happened in the past, Intermarket Trading Strategies can help you predict what is going to happen in the future. But how do markets interact and influence each other and how can we use intermarket relationships to construct a viable technical system?
The book is divided in two parts. The first part includes the most important historic correlations between equity Indices, commodities and forex. It also explains the basic principles involved in Intermarket analysis. In the second part you can find custom trading systems to trade the S&P, DAX ,and FTSE futures, Gold and other commodities and Forex.
Published by J Wiley & Sons
To find out how the systems performed after the book was published click here. All Intermarket systems presented in the book were revised in 2019. You can also find here the Amibroker , Easy Language and Metastock code.
Required textbook for Level II CMT exams. Three chapters are written by Katsanos. The rest of the chapters are by Perry Kaufman, Alexander Elder, Ned Davis and others.
CMT Level II 2016: 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. Covered topics address theory and history, market indicators, construction, confirmation, cycles, selection and decision, system testing, statistical analysis, and ethics. The Level II exam emphasizes trend, chart, and pattern analysis, as well as risk management concepts.
Published in 2016 by J Wiley & Sons
Required textbook for the Level III CMT exams. Six chapters are written by Katsanos. The rest of the chapters are by Perry Kaufman, Alexander Elder, David Aronson, Thomas Bulkowski and others.
CMT Level III 2016: The Integration of Technical Analysis fully prepares you to demonstrate competency integrating basic concepts in Level I with practical applications in Level II, by using critical analysis to arrive at well-supported, ethical investing and trading recommendations. Covered topics include: asset relationships, portfolio management, behavioral finance, volatility, analysis, and ethics. The Level III exam emphasizes risk management concepts as well as classical methods of technical analysis.
Published in 2016 by J Wiley & Sons
You can see here the performance of Intermarket, chart formation, Relative Strength, volatility or other technical systems
You can also purchase the Amibroker or Metastock versions for each system.