Биржевая торговля по трендам. Как заработать, наблюдая тенденции рынка - Майкл Ковел
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Yeung, Albert, Mika Toikka, Pankaj N. Patel, and Steve S. Kim. Quantitative Strategy. Does Technical Analysis Work? Credit Suisse First Boston. September 25, 2002.
Примечания
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Доткомы – общее наименование интернет-компаний. Термин происходит от присущего названиям таких компаний сочетания «.com», где «точка» читается как «дот». – Примеч. науч. ред.
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Неэкстраполяционная теория движения цен – теория движения фьючерсных цен на акции и товары, по которой старые цены не могут служить прогнозом движения цен в будущем. – Примеч. перев.
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По-английски «усмотрение» – discretion, отсюда discretionary – «дискреционный». – Примеч. перев.
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Tricycle Asset Management, part of the Market Wizards Tour. Held on May 15, 2003 in Saskatoon, Saskatchewan.
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Tricycle Asset Management, part of the Market Wizards Tour. Held on May 15, 2003 in Saskatoon, Saskatchewan.
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«Пилообразный» рынок – рынок с частыми колебаниями, на котором быстро сменяют друг друга небольшие подъемы и спады. – Примеч. перев.
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62
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63
FIA – Futures Industry Association – ассоциация, объединяющая организации, работающие на американском рынке фьючерсов. – Примеч. перев.
64
Presentation in Geneva, Switzerland on September 15, 1998.
65
Presentation in Geneva, Switzerland on September 15, 1998.
66
Presentation in Geneva, Switzerland on September 15, 1998.
67
Федеральная резервная система США (ФРС).
68
Алан Гринспен – бывший глава Федеральной резервной системы США. – Примеч. науч. ред.
69
FIA Research Division Dinner held in New York City on April 20, 1995.
70
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Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
74
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
75
Thom Hartle, ed., Ed Seykota of Technical Tools. Technical Analysis of Stocks & Commodities, Vol. 10, No. 8, (August 1992) 328–331. (Used with permission; www.traders.com).
76
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78
http://sysdyn.clexchange.org/sd-intro/home.html.
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The Trading Tribe at Seykota.com. See www.seyokota.com/tribe/
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Чартист – биржевой аналитик, основывающий свои оценки на анализе цен и объемов сделок с помощью специальных графиков – чартов, т. е. столбчатых диаграмм, или гистограмм. – Примеч. перев.
83
График «крестики-нолики» используется в техническом анализе. Он не отображает временною шкалу, по графику кривая цен строится после появления другого направления тренда; крестик рисуется, если цены снизились на определенное количество пунктов; если цены повысились на определенное количество пунктов, то рисуется нолик. – Примеч. перев.
84
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The Futures and Industry Association’s Future and Options Expo ’98. Held at the Sheraton Chicago Towers & Hotel in Chicago, 111., on October 14–16, 1998.
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The Futures and Industry Association’s Future and Options Expo ’98. Held at the Sheraton Chicago Towers & Hotel in Chicago, 111., on October 14–16, 1998.
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The Futures and Industry Association’s Future and Options Expo ’98. Held at the Sheraton Chicago Towers & Hotel in Chicago, 111., on October 14–16, 1998.
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The Futures and Industry Association’s Future and Options Expo ’98. Held at the Sheraton Chicago Towers & Hotel in Chicago, 111., on October 14–16, 1998.
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«Лига плюща» (Ivy League) – объединение восьми старейших привилегированных учебных заведений на северо-востоке США: Корнельский университет в Итаке, Университет Брауна в Провиденс, Колумбийский университет в Нью-Йорке, Дартмутский колледж в Ганновере, Гарвардский университет в Кембридже, Принстонский университет в Принстоне, Пенсильванский университет в Филадельфии, Йельский университет в Нью-Хейвене. – Примеч. перев.
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Теория Доу – теория анализа фондовой конъюнктуры, основанная на интерпретации движения индексов Доу-Джонса для промышленных и транспортных акций; превышение обоими индексами предыдущего пика свидетельствует о тенденции к повышению, а падение ниже предшествующего минимального значения – о тенденции к понижению. – Примеч. перев.
109
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