Altucher J. Trade like a hedge fund: 20 successful uncorrelated strategies & techniques to winning profits
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Nasdaq 100 index, 97, 119
New Concepts in Technical Trading
Systems (Wilder), 194
New Market Wizards, The
(Schwager), 213
New York Stock Exchange (NYSE), 55
TICK indicators, 55
Niederhoffer, Victor, 144, 212
Nison, Steve, 208
Nixon, Richard, 175
Noronha, Gregory, 120
Option expiration day (OED),
155–162
Options, 210
Orbital Sciences (ORB), 122–123
ORCL, 170–171
Outside month, 145–146
OVER 77–78, 79
Pairs trading, 23–24
Panic, buying, 147–153
P/E, 208–210
Pearl Harbor, 175
“P/E Myth, The,” 209
PIXR, 195, 196
Practical Speculation
(Niederhoffer), 212
Preferred arbitrage system, 165
risks, 165–166
Preferred stock arbitrage, 164
Pyramiding bets, 95
QQQ crash system, 97
applied to stocks, 106–109
simulation of system, 101–105
vary holding period, 101
vary standard deviation, 101
vary moving average, 99
RealMoney.com, 207
Relative Fed Model, 111
Reminiscences of a Stock Operator
(Lefevre), 218
Rocket Science for Traders (Ehlers),
95
Russell indexes, 119
S&P 500, 84–93, 119
Schwager, Jack, 213
Sealed Air (SEE), 166–168
Seasonality, 208
Sentiment indicators, 147
Shorting the gap up, 14
Smith, Adam, 214
Standard deviation, 101
Steinitz, Wilhelm, 205
Stock Market Wizards (Schwager),
213
Stock Trader’s Almanac, The (Hirsch
and Hirsch), 208, 218
SuperMoney (Smith), 214
Swing trading the gap, 14–21
Ten percent pullback, 147–151
TICK indicator. See Intraday TICK
system
Tobias, Andrew, 214
Tomorrow’s Gold (Faber), 215
Trend-following system, 83
Triumph of the Optimists (Dimson,
Marsh, and Staunton), 218
Trout, Monroe, 214
Turtle trading system, 83–96
author’s version, 84
basket of uncorrelated stocks,
93–94
S&P 500, 84–93
variations, 95
Twin Towers, New York City, 175
200-day moving average, 133–139
approach based on concept of
mean reversion, 137
one-day system, 135, 137
trading systems, 135, 136
Index 223
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Uncorrelated stocks, 93–94
Unilateral pairs trading, 23–47
code, 44–47
system for QQQ-SPY, 24–43
United Airlines (UAL), 49, 50, 51
USAI, 195, 197
Vanguard Group, 119
Wall Street Stories (Lefevre), 218
Wealth Lab, xii, 170
Wednesday wide-range midweek
reversal, 189–193
shorting with, 198, 200–203
When Genius Failed (Lowenstein),
215
WHX, 124, 126
Wide-range system, 193–194
applied to stocks, 194–198
Wilder, Welles, 194
Wilshire 5000, 119
WorldCom (WCOM), 50, 53, 78, 81,
209
Yields, 111–113
224 Index
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