V.16:5 (209-218): Surfing The Linear Regression Curve . . . by Dennis Meyers, Ph.D.

V.16:5 (209-218): Surfing The Linear Regression Curve . . .  by Dennis Meyers, Ph.D.
Item# \V16\C05\034SURF.PDF
Availability: In Stock

Product Description

Surfing The Linear Regression Curve With Bond Futures by Dennis Meyers, Ph.D.

Linear regression, a statistical technique that fits a straight line to data points, can also be a proxy for a market trend. Here's a trading system that uses the measured percentage change of the trend of the Treasury bond market.

The US Treasury bond futures contract is one of the most actively traded exchange contracts in the world. The US Treasury bond future is traded on the Chicago Board of Trade (CBT) and is used by major banks, institutions, and trading firms to trade, arbitrage and hedge their bond portfolios and associated derivative products. On the CBT, bond futures are traded from 7:20 am to 2 pm, and on the CBT Project A system, in the afternoons from 2:30 pm to 4:30 pm and in overnight session from 5:55 pm to 6:45 am. (The CBT recently discontinued the open outcry evening sessions in bond futures and replaced those sessions with the computerized Project A.) The trading volume in the US Treasury bond futures is big, and arbitrage keeps futures prices in line with the even larger over-the-counter Treasury bond market.

*Note: $2.95-$5.95 Articles are in PDF format only. No hard copy of the article(s) will be delivered. During checkout, click the "Download Now" button to immediately receive your article(s) purchase. STOCKS & COMMODITIES magazine is delivered via mail. After paying for your subscription at store.traders.com users can view the S&C Digital Edition in the subscriber's section on Traders.com.

Take Control of Your Trading.
Professional Traders' Starter Kit
All these items shown below only $299.99!
  • 5-year subscription to Technical Analysis of STOCKS & COMMODITIES, The Traders' magazine. (Shipping outside the US is extra. Washington state addresses require sales tax based on your locale.)
  • 5 year access to S&C Archive
  • 5 year access to S&C Digital Edition
  • 5-year subscription to Traders.com Advantage.
  • 5-year subscription to Working Money.
  • Free book selection.
  • Click Here to Order