CMT Level II 2018. Theory and Analysis

  • ID: 4426954
  • Book
  • 792 Pages
  • John Wiley and Sons Ltd
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Everything you need to pass Level II of the CMT Program

CMT Level II 2018: 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, and statistical analysis. The Level II exam emphasizes trend, chart, and pattern analysis, as well as risk management concepts.

This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level II 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 CHART DEVELOPMENT AND ANALYSIS 1

Chapter 1 Charting 3Perry J. Kaufman

Chapter 2 Moving Averages 71Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 3 Time–Based Trend Calculations 99Perry J. Kaufman

CHAPTER 4 T rend Systems (Part 1) 114Perry J. Kaufman

CHAPTER 5 T rend Systems (Part 2) 138Perry J. Kaufman

CHAPTER 6 Momentum and Oscillators 156Perry J. Kaufman

Chapter 7 Volume, Open Interest, and Breadth 197Perry J. Kaufman

Chapter 8 Bar Chart Patterns 234Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 9 Short–Term Patterns 267Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 10 Single Candle Lines 309Steve Nison

Chapter 11 Multi–Candle Patterns 320Steve Nison

Chapter 12 Forecasting and Trading Techniques 335Steve Nison

SECTION II RISK MANAGEMENT 345

Chapter 13 Option Pricing Basics 347Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann

Chapter 14 Understanding Implied Volatility 361Russell Rhoads

Chapter 15 About the VIX Index 373Russell Rhoads

SECTION III TECHNICAL INVESTMENT STRATEGIES 387

Chapter 16 Selection of Markets and Issues: Trading and Investing 389Charles D. Kirkpatrick II and Julie R. Dahlquist

Chapter 17 Intermarket Analysis 415Markos Katsanos

Chapter 18 Cycle Analysis 427Perry J. Kaufman

Chapter 19 Relative Strength Strategies for Investing 448Mebane T. Faber

Chapter 20 A Stock Market Model 461Ned Davis and Loren Flath

Chapter 21 A Simple Model for Bonds 496Ned Davis and Loren Flath

Chapter 22 Perspectives on Active and Passive Money Management 503Robert A. Weigand

SECTION IV MARKETS 535

Chapter 23 Prospect Theory 537Edwin T. Burton and Sunit N. Shah

Chapter 24 Perception Biases 544Edwin T. Burton and Sunit N. Shah

Chapter 25 Inertial Effects 552Edwin T. Burton and Sunit N. Shah

SECTION V STATISTICAL ANALYSIS AND SYSTEM DEVELOPMENT 561

Chapter 26 Correlation 563Markos Katsanos

Chapter 27 Regression 577Markos Katsanos

Chapter 28 Regression Analysis 583Perry J. Kaufman

Chapter 29 The Scientific Method and Technical Analysis 595David Aronson

Chapter 30 Theories of Nonrandom Price Motion 648David Aronson

Chapter 31 Case Study of Rule Data Mining for the S&P 500 699David Aronson

Chapter 32 System Design and Testing 746Charles D. Kirkpatrick II and Julie R. Dahlquist

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