Going with one average, fading another

Collins, Art
December 2008
Futures: News, Analysis & Strategies for Futures, Options & Deri;Dec2008, Vol. 37 Issue 13, p36
The article discusses the use of different trading techniques which will exploit biases in the stock indexes. It mentions that the "Fading the eight-day" is one of the best ways to exploit stock-related futures. It notes that this indicates a primitive version of swing trading that can be created serviceable in the markets. On the other hand, other techniques include "The best N," "On and Off" and "Piling On."


Related Articles

  • How I Helped to Make Fischer Black Wealthier. Ritter, Jay R. // FM: The Journal of the Financial Management Association;Winter96, Vol. 25 Issue 4, p104 

    The article presents the author's account of how he lost all his money in the futures market. Following the advent of stock index futures trading in 1982, many finance professors started playing the turn-of-the-year effect. The most popular approach was to buy the Value Line futures and short...

  • LSE: The race is on! Zwick, Steve // Futures: News, Analysis & Strategies for Futures, Options & Deri;Mar2005, Vol. 34 Issue 4, p17 

    Focuses on the competition by futures trading companies in the London Stock Exchange in Great Britain. Suggestion of Financial Services Authority that LSE owners should have its primary listings for regulatory purposes; Willingness of Euronext NV and Deutsche Boerse AG to have dual primary...

  • The Investor Sentiment Spillover Effects of the Stock Index and Stock Index Futures Markets of Taiwan. Yu-Min Wang; Chun-An Li; Cha-Fei Lin // Proceedings for the Northeast Region Decision Sciences Institute;2010, p93 

    This study investigates the sentiment spillover effects in the Taiwan spot and futures markets covering the period from 2 August 1999 to 28 February 2009. We find that in a bullish market, virtually all investor sentiment can raise spot returns, although no significant relationship is found...

  • Margins and Price Limits in Taiwan's Stock Index Futures Market. Pin-Huang Chou; Mei-Chen Lin; Min-Teh Yu // Emerging Markets Finance & Trade;Jan/Feb2006, Vol. 42 Issue 1, p62 

    This study extends the framework of Brennan (1986) to find the cost-minimizing combination of spot limits, futures limits, and margins for stock and index futures in the Taiwan market. Our empirical results show that the cost-minimization combination of margins, spot price limits, and futures...

  • The price-volume relationship of the Malaysian Stock Index futures market. McGowan, Jr., Carl B.; Muhammad, Junaina // Journal of Finance & Accountancy;Dec2011, Vol. 8, p1 

    The objective of this study is to determine the relationship and the causality between the price index and trading volume for both the spot and the next month contracts in the Malaysian stock index futures market and how that relationship changes over time. The daily data of the stock index...

  • Finding Order in (Commodity) Chaos. Zigler, Brad // REP.;Oct2013, Vol. 37 Issue 10, p40 

    Sevetal tables, charts and graphs related to the financial services industry of the U.S. are presented, which include, the past and present managed futures funds performance, and the comparison between managed stock index futures and passive stock index.

  • Stock options boom may be time bomb. Burr, Barry B. // Pensions & Investments;9/18/2000, Vol. 28 Issue 19, p8 

    Reports the Standard & Poor (S&P) 500 stock index in Springfield, New Jersey. Net gain on employee stock options for companies; Fall of stock prices in the market; Financial forecast on the earnings on companies in S&P 500.

  • Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs. Chu, Quentin C.; Gideon Hsieh, Wen-liang; Tse, Yiuman // International Review of Financial Analysis;1999, Vol. 8 Issue 1, p21 

    Provides information on a study which investigated the price discovery function in the spot index, index futures, and S&P Depository Receipts markets of the S&P 500 index. Methodology of the study; Results and discussion on the study; Conclusions.

  • Intraday volatility in the stock index and stock index futures markets. Chan, K; Chan, KC; Karolyi, GA // Review of Financial Studies;1991, Vol. 4 Issue 4 

    Examines the intraday relationship between returns and returns volatility in the stock index and stock index futures markets. Indication of a strong intermarket dependence in the volatility of the cash and futures returns; Implications of results for understanding the pattern of information...


Read the Article


Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics