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CMT Level III 2018. The Integration of Technical Analysis

  • ID: 4426953
  • Book
  • 928 Pages
  • John Wiley and Sons Ltd
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Everything you need to pass Level III of the CMT Program

CMT Level III 2018: 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, and analysis. The Level III exam emphasizes risk management concepts as well as classical methods of technical analysis.

This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level III CMT Exam.

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About the CMT Association ix

What Is the CMT® Program? xi

How This Book Was Created xiii

Preface xv

SECTION I Risk Management 1

Chapter 1 System Design and Testing 3Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 2 Money and Portfolio Risk Management 31Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 3 System Evaluation and Testing 53Perry J. Kaufman

Chapter 4 Practical Considerations 126Perry J. Kaufman

Chapter 5 Risk Control 169Perry J. Kaufman

Chapter 6 Statistical Analysis 238David Aronson

Chapter 7 Hypothesis Tests and Confidence Intervals 283David Aronson

SECTION II Asset Relationships 315

Chapter 8 Regression 317Markos Katsanos

Chapter 9 International Indices and Commodities 325Markos Katsanos

Chapter 10 The S&P 500 351Markos Katsanos

Chapter 11 European Indices 366Markos Katsanos

Chapter 12 Gold 374Markos Katsanos

Chapter 13 Intraday Correlations 390Markos Katsanos

Chapter 14 Intermarket Indicators 399Markos Katsanos

Chapter 15 A Unique Way to Visualize Relative Strength 421Julius de Kempenaer and Mathew Verdouw, CMT, CFTe

SECTION III Portfolio Management 457

Chapter 16 Fact, Fiction, and Momentum Investing 459Clifford S. Asness, Andrea Frazzini, Ronen Israel, and Tobias J. Moskowitz

Chapter 17 Analyzing the Macro–Finance Environment 484Robert A. Weigand

Chapter 18 Portfolio Risk and Performance Attribution 518Robert A. Weigand

SECTION IV Behavioral Finance 565

Chapter 19 Behavioral Biases 567Michael M. Pompian

Chapter 20 Investor Psychology 584Mark Andrew Lim

Chapter 21 Are Two Heads Better Than One? 596James Montier

Chapter 22 The Anatomy of a Bubble 604James Montier

Chapter 23 De–Bubbling: Alpha Generation 616James Montier

Chapter 24 Behavioral Techniques 638Perry J. Kaufman

SECTION V Volatility Analysis 669

Chapter 25 The VIX as a Stock Market Indicator 671
Russell Rhoads

Chapter 26 Hedging with VIX Derivatives 687Russell Rhoads

Chapter 27 Advanced Techniques 701Perry J. Kaufman

SECTION VI Classical Methods 749

Chapter 28 Pattern Recognition 751Perry J. Kaufman

Chapter 29 Multiple T ime F rames 777Perry J. Kaufman

Chapter 30 Candlestick Analysis 789Mark Andrew Lim

Chapter 31 Progressive Charting 838Steve Nison

Chapter 32 Bringing It All Together: Real–World Charts 879Steve Nison

Chapter 33 Conclusions 905Richard J. Bauer Jr. and Julie R. Dahlquist

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