Research

                        by Jim Goulding   

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1987 Market CrashAccount DeficitAI (Artificial Intel)Algorithms

AmeroAstrologyAuctions (Fixed Income)Automated Trading

BankingBasis TradingBloombergBonds

ButterflysCAFRCalendarsCapital Markets&Glblztn

Cash MarketsChaos TheoryChinaCompliance/Regulations

CF FormulasComputerCongressCorrelation

Cost of CarryCOTCurrencyCycles

Data StudyDay TradingDebtDent, Harry S.

DerivativesDevaluationDiNapoliDuration

DV01Economic CalendarsEconomicsEconomic Releases

EconophysicsEhlers, JohnEnergyEmployment

EurodollarExchangesFed Funds FuturesFed Funds

FibonacciFinance IndustryFinance SystemFixed Income

Foreign Exchng ReservesFourier TransformsFuturesGlossary's

GSEsHealth CareHedgingHousehold Penetration

HousingHousing StudyImmigrationInflation

Information, OrganizingInheritanceInterest RatesInventions

KellyK-WaveLinguisticsLiquidity

Locals (Traders)Mandelbrot, BenoitMarket ProfileMedicare

Memory (mnemonics)Mortgage TradingOdlyzkoOil

OrganizationPanicsPension FundsPrice Prediction

Price TheoryProbabilityPsychologyQuants

ReposS&PsSaudisSocial Security

Speed ReadingSpreadsSunSWAPS

The FedThe Great DepressionTic DataUS Dollar

US Flow of FundsUS Government FinancesWeb (how to search)Yields

  


 

1987 Market Crash

  1. 1987 Crash (Nyse study on).pdf

Account Deficit

  1. Report to Congress on International Economic and Exchange Rate Policies.htm

AI (Artificial Intelligence)   

  1. AI (Artificial Financial Markets with Adaptive Trading Agents).pdf

  2. AI (Strategy Trading).pdf

Algorithms

  1. Algorithms (No Longer Just Jargon On Wall Street).htm

  2. Algorithms and Trading.pdf

  3. Algorithms Trading (So what the heck is).doc

Amero

  1. AMERO (The Case for the AMERO).pdf

  2. AMERO (Economic aspects of regional currency areas and the use of foreign currencies).pdf

Astrology

  1. Astrology (4events).xls

  2. Astrology (Planetary Stock Trading).doc

  3. Astrology (Planets Influence).doc

  4. Astrology (The Saturn Pluto opposition) .doc

Auctions (Fixed Income)

  1. Auctions (Explanation 1).pdf

  2. Auctions (NY Fed Makes Sense Of Foreign Treasury Buying).htm

  3. Auctions (The Institutionalization of Treasury Note and Bond Auctions, 1970-75).pdf

  4. Auctions (Who's Who I).pdf

  5. Auctions (Who's Who II).pdf

Automated Trading

  1. Automated Trading (Combinatorial Information Market Design).pdf

  2. Automated Trading (Industry Stats).htm

  3. Automated Trading (Penn-Lehman Project).pdf

Banking

  1. Banking (2005 Triennial Bank Survey Tables).pdf

  2. Banking (2005 Triennial Bank Survey).pdf

  3. Banking (Currency of Choice for Bonds q1 2005).pdf

  4. Banking (International Banking Data 2000).pdf

  5. Banking (The Mystery of Banking).pdf

  6. Banking (Understand how the banking system works).htm

  7. International Banking (Consolidated banking statistics for the first qtr 2005) .pdf

  8. International banking and financial market developments (for Q1 2005).pdf

  9. International banking and financial market developments, BANKING olny (for Q1 2005).pdf

  10. International banking and financial market developments, DEBT SECURITIES olny (for Q1 2005).pdf

  11. International banking and financial market developments, DERIVATIVES olny (for Q1 2005).pdf

  12. International Debt Securities Market (q1 2005).pdf

  13. Overview low yields in robust economies (for Q1 2005).pdf

 

 

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Basis Trading 

  1. Basis (Calyon).pdf

  2. Basis (Carr 1).pdf

  3. Basis (Carr 2).pdf

  4. Basis (Understanding Basis 1, from University of Chicago).pdf

  5. Basis (Understanding Basis 2, from University of Chicago).pdf

  6. Basis (Understanding Basis, from CBOT).pdf

Bloomberg 

  1. Bloomberg (Bloombrg Fair Value (BFV)).pdf

  2. Bloomberg (Cheet Sheets and Short Cuts).pdf

  3. Bloomberg (Codes).pdf

  4. Bloomberg (Cost of Carry (COC)).pdf

  5. Bloomberg (CTD Analysis - CMS)).pdf

  6. Bloomberg (CTD).pdf

  7. Bloomberg (Duration Analysis (DURA)).pdf

  8. Bloomberg (Euro Future Strip Hedge (TED)).pdf

  9. Bloomberg (Eurodollar Analysis (EDS)).pdf

  10. Bloomberg (Eurodollar Futrues Risk (EDR)).pdf

  11. Bloomberg (Eurodollar Pack & Bundle Monitor (MPAK)).pdf

  12. Bloomberg (Eurodollar Synthetic Forward Rates (EDSF)).pdf

  13. Bloomberg (Fair Yield Relative Value (RVF)).pdf

  14. Bloomberg (Forward Pricing Analysis (FPA)).pdf

  15. Bloomberg (Futrues Hedge Ratios (FH)).pdf

  16. Bloomberg (Futrues Yield Shift Duration Hedging (FYH)).pdf

  17. Bloomberg (Historical Basis I).pdf

  18. Bloomberg (Historical Basis II).pdf

  19. Bloomberg (MDLV).pdf

  20. Bloomberg (Options Adjusted Spread (OAS)).pdf

  21. Bloomberg (Position Duration Management (PDH1)).pdf

  22. Bloomberg (Yield and Spread Analysis (YAS)2).pdf

  23. Bloomberg (Yield and Spread Analysis (YAS)).pdf

Bonds (Also see Yeilds , & Cash Market)

  1. Bonds (Developing a Government Bond Market).pdf

  2. Bonds (Strategic experimentation in a dealership market).pdf

Butterfly's

  1. Butterfly (Pack-Bundle-Condor-Fly, Definition).xls

  2. Butterfly (Spreads 1, Wharton U).pdf

  3. Butterfly (Spreads 2, Wharton U).pdf

  4. Butterfly (Spreads 3, Wharton U).pdf

  5. Butterfly (Understanding).pdf

  6. Butterfly Spreads.pdf

CAFR

  1. Fed_Cafr_2001.pdf

Calendars 

  1. Calendar (2003 Economic).pdf

  2. Calendar (2003 thru 2006, CBOT Number of Trading Days).xls

  3. Calendar (2004 Economic).pdf

  4. Calendar (2005 Economic Number Releases).xls

  5. Calendar (2005 Economic).pdf

  6. Calendar (2005 Treasury Auctions).xls

  7. Calendar (2006-1 Treasury Auctions).pdf

  8. Calendar (2006-2 Treasury Auctions).pdf

  9. Calendar (2006 Economic).pdf

  10. Calendar (2007 FOMC) .doc

  11. Calendar (2007 Treasury Auctions).pdf

  12. Calendar (Maintenance Period End Dates).doc

  13. Days to Watch in the Money Markets.doc

Capital Markets and Globalization

  1. Capital Markets (Globalization and the Capital Markets).pdf

Cash Market 

  1. Cash Market (Dealer Leverage).pdf

  2. Cash Market (Developing a Government Bond Market).pdf

  3. Cash Market (Inter Dealer Market).pdf

  4. Cash Market (Strategic experimentation in a dealership market).pdf

  5. Cash Market (Volatility and the FI market pertaining to Dealers).doc

  6. Cash Market (Why Settlements Fail).pdf

  7. Impact of End of the Month Buying.txt

  8. Treasury (Impact of month-end buying).doc

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 Chaos Theory

  1. Catastrophy Theory.doc

  2. Chaos Theory (Duke U).doc

  3. Chaos Theory (Measuring market choppiness with).doc

 China

  1. China (Bond Purchases).xls

  2. China (Econ facts).doc

  3. China (Oil Reserve To Boost Demand, Analyst).htm

  4. China (Plans New Commodity Futures).doc

  5. China (Projections for 2004).doc

  6. China (Stats).doc

 Compliance / Regulations

  1. Compliance (Acts of 1940 (Notes)).doc

  2. Compliance (Commodity Exchange act 2000).pdf

  3. Compliance (The Securities Exchange Act of 1934 (Notes)).doc

 

Computer

  1. Computer (MS Word keyboard shortcuts).xls

  2. Computer (Startup, Disabling with MSCONFIG).doc

  3. C++ (Basics).pdf

  4. PDF (Speed loading pdf files).doc

Congress

  1. Congress (2004, by Generation).xls

  2. Congress (Continental).xls

  3. Congress (Plurality in Congress).xls

  4. Congress (Sessions 1789-2003).pdf

  5. Senate (US Senate, Cronological list 1790-2003).pdf

Conversion Factor Formula

  1.  CF formulas.xls

Correlation

  1. Correlation Explained.doc

Cost of Carry

  1. Cost of Carry (Formula).doc

 

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COT (Commitment of Traders)

  1. COT (Price Prediction, Exchange Rates & COT).pdf

Currency

  1. Currency (Carry Trade).doc

  2. Currency (Exchange Rate Stability in International Finance).doc

  3. Currency (US Dollar, Carry Trade).doc

  4. Currency (Yen Carry Trade).doc

  5. Currency (yen carry).pdf

Cycles 

  1. Cycle (1930-1933 M1 Charts).doc

  2. Cycle (56 Year Cycle Fibonacci).xls

  3. Cycle (56 Year Cycle).doc

  4. Cycle (Business, 1857-2001).xls

  5. Cycle (Business, 1919-1994).rtf

  6. Cycle (Cycles of Seven).doc

  7. Cycle (Dewey notes).doc

  8. Cycle (Dewey).xls

  9. Cycle (Economic Contractions 1857-1999).xls

  10. Cycle (Economic Expansion-Contractions 1854-2003).xls

  11. Cylce (Gauquelin).doc

  12. Cycle (Listed in Dewey's book).doc

  13. Cycle (Liquidity, Monetary Policy, and Financial Cycles).pdf

  14. Cycle (Longwave Phenomenon, Tessaleno).doc

  15. Cycle (Presidential election years).doc

  16. Cycle (Sun Flares, Biggest).xls

  17. Cycle (The Emotional Cycles of Change Template).doc

  18. Cycle (The Sep 21 Factor).pdf

  19. Cycle (Trend Changes).doc

  20. Cycle (Tsunamis to Long Waves).pdf

Data Study

  1. High-Frequency Financial Data (Analysis of, with S-Plus).pdf

  2. High-Frequency Financial Data (Analysis of).pdf

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Day Trading

  1. Day Trading (Industry Stats).doc

  2. Day Trading (Jim Wyckoff).htm

  3. Day Trading (Trading vs Gambling).doc

Debt

  1. Debt (America and its income Liabilities).pdf

  2. Debt (Debt Bomb).pdf

  3. Debt (Fannie Mae system risks report to Congress).pdf

  4. Debt (Federal Debt Market Structure).pdf

  5. Debt (Historical tables Fed Debt1940-2008).xls

  6. Debt (Maturity of Outstanding Debt 1995-2005).doc

  7. Debt (Outstanding 2005).xls

  8. Debt (The Income Implications of Rising US International Liabilities).pdf

  9. Debt (The international debt securities market q1 2005).pdf

Note from Jim: Gavekal.com has the best book on the current situation concerning debt and its implications. It's titled, Our Brave New World.

 

Dent (Harry S., jr.)

  1. HS Dent (1920's article-charts).doc

  2. HS Dent (1920s Charts).doc

  3. HS Dent (Boom, 1st phase).doc

  4. HS Dent (Boom, 2nd phase).doc

  5. HS Dent (Bubble -Boom Synopsis).pdf

  6. HS Dent (Consumer Spending-Investments Over Lifetime).gif

  7. HS Dent (Deflationary shake out 2003).doc

  8. HS Dent (Dow 35k).doc

  9. HS Dent (Dow 40,000).pdf

  10. HS Dent (Dow Channel).jpg

  11. HS Dent (Economic Cycle & Investment Strategy).gif

  12. HS Dent (Forecasting Methods).doc

  13. HS Dent (Generation Wave 2003).doc

  14. HS Dent (Investment Strategies for 2000 to 2015).doc

  15. HS Dent (Labor Force Inflation Indicator 2001-07-chart).gif

  16. HS Dent (Long term bonds 2003).doc

  17. HS Dent (Nasdaq Channel).jpg

  18. HS Dent (Next Great Bubble Boom Enhanced).pdf

  19. HS Dent (Parallels to 1920's).doc

  20. HS Dent (Predictable seasons of the economy).doc

  21. HS Dent (Real estate trends 2003).doc

  22. HS Dent (S-Curve, Explanation I).doc

  23. HS Dent (S-Curve, Explanation II).doc

  24. HS Dent (Spending Wave).doc

  25. HS Dent (Stats on Demographics).txt

  26. HS Dent (Stocks, Buying Large Cap Stocks 2003).doc

  27. HS Dent (Stocks, Buying small company stocks 2003).doc

  28. HS Dent (Surviving the Crash of 2010).pdf

  29. HS Dent (Theory).pdf

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Derivatives

  1. Derivatives (Hedging Fixed Income).pdf

  2. Derivatives (Hedging GOA report).pdf

  3. Derivatives (Triennial Central Bank Survey 2004).pdf

Devaluation

  1. Devaluation (FRB NY).doc

  2. Devaluation (The Mechanics of).pdf

  3. Devaluation Theories (Coming Crash).doc

DiNapoli (Joe)

  1. DiNapoli Basics (Stochastics).doc 

  2. DiNapoli (TY 5 min w Definitions I).pdf

  3. DiNapoli (TY 5 min w Definitions II).pdf

  4. DiNapoli (TY 5 min w Definitions III).pdf

  5. DiNapoli (Trading with DiNapoli Levels).doc

 

Duration

  1. Duration (Understanding Duration).doc

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DV01

  1. DV01 (Basic Concepts).pdf

  2. DV01 (Hedging ratio for basis trades in the European Equity index futures).doc

 

Economic Calendars

  1. 2003 Economic Calendar.pdf

  2. 2004 Economic Calendar.pdf

  3. 2004 FOMC Meetings.xls

  4. 2005 CBOT .pdf

  5. 2005 Economic Calendar.pdf

  6. 2005 Economic Releases.xls

  7. 2005 Trading Days.xls

   

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Economics

  1. Economics (End of Certainty in Economics).pdf

Economic Releases

  1. Econ Release (CPI, Explanation).doc

  2. Econ Release (CPI, Typical Release).txt

  3. Econ Release (Durable Goods).txt

  4. Econ Release (Economic News & Treasurys).pdf

  5. Econ Release (Empire State).doc

  6. Econ Release (Employment Cost Index).txt

  7. Econ Release (Industrial Production and Capacity Utilization).txt

  8. Econ Release (Jobless Claims).txt

  9. Econ Release (Personal Income).txt

  10. Econ Release (Philadelphia Feds index).doc

  11. Econ Release (Philly Fed).txt

  12. Econ Release (Retail Sales).txt

  13. Econ Release (Trading, An Outline of Fundamental Economic Reports).doc

  14. Trading Economic Releases (An Outline of Fundamental Economic Reports).doc

Econophysics

  1. Econophysics.doc

Ehlers (John)

  1. Ehlers (Bandpass).doc

  2. Ehlers (CG Oscillator).doc

  3. Ehlers (Equity Growth Generator).xls

  4. Ehlers (Filters).doc

  5. Ehlers (Fisher).doc

  6. Ehlers (For years I have been interested the time).doc

  7. Ehlers (Gaussian and Other Low Lag Filters).doc

  8. Ehlers (Hilbert Indicators).doc

  9. Ehlers (How to trade his indicators).doc

  10. Ehlers (Hybrid FIR IRR Filters).doc

  11. Ehlers (Linear Prediction).doc

  12. Ehlers (MAMA).doc

  13. Ehlers (Market Mode Strategies).doc

  14. Ehlers (Measuring Cycles).doc

  15. Ehlers (MESA 2002).doc

  16. Ehlers (Optimal Tracking Filters).doc

  17. Ehlers (Phase).doc

  18. Ehlers (Poles Zeros Higher Order Filters).doc

  19. Ehlers (RSI Smoothing).doc

  20. Ehlers (RVI).doc

  21. Ehlers (Science of Digital Trading).pdf

  22. Ehlers (Signal Analysis Concepts).doc

  23. Ehlers (SNR).doc

  24. Ehlers (Squelch those Whipsaws).doc

  25. Ehlers (The Joy of Detrending).doc

  26. Ehlers (Time Warp).doc

  27. Ehlers (Trading System Equity Growth).doc

  28. Ehlers (Tutorial).doc

  29. Ehlers (Unpublished Articles).doc

Employment

  1. Jobless data (President in office 1929-2001).xls

Energy

  1. Energy (US Household Energy Spending 1982-2005).pdf

Eurodollar

  1. Eurodollar (Basics).pdf

  2. Eurodollar (CME Listed Eurodollars).xls

  3. Eurodollar (CME).doc

  4. Eurodollar (Codes).xls

  5. Eurodollar (Convexity Bias).doc

  6. Eurodollar (COT annual).xls

  7. Eurodollar (COT Historical Data).xls

  8. Eurodollar (FAQ).pdf

  9. Eurodollar (FF & ED Spreads).pdf

  10. Eurodollar (Forward Euro).pdf

  11. Eurodollar (Forward Futures Pricing Differential).pdf

  12. Eurodollar (Forward Premium Puzzle).doc

  13. Eurodollar (Implied Price).pdf

  14. Eurodollar (Number of Possible Trades).htm

  15. Eurodollar (One Good Turn).pdf

  16. Eurodollar (Packs & TEDS).pdf

  17. Eurodollar (Packs).doc

  18. Eurodollar (Picking Your Spots).pdf

  19. Eurodollar (Settlement Procedure).htm

  20. Eurodollar (Specs).xls

  21. Eurodollar (Study - Contract Design).pdf

  22. Eurodollar (Study - Ederington).pdf

  23. Eurodollar (Study - Markets).pdf

  24. Eurodollar (Study - Wharton).pdf

  25. Eurodollar (TED Spreads).pdf

Exchanges

  1. CME (Price Limits).pdf

  2. CME (Matching Algoritm CMEEagle).doc

  3. CME (GlobexHours).pdf

  4. CME (Futures Symbols).xls

  5. Exchange trading history.doc

  6. Exchanges (All w-Contacts).pdf

Fed Funds Futures

  1. Fed Funds (Futures Reference Guide).pdf

  2. Fed Funds (Options Anticipating Fed Action).pdf

  3. Fed Funds (Options Reference Guide).pdf

  4. Fed Funds (Percent Chance Calcs).pdf

 

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Fed Funds

  1. Fed Funds (Intraday Trading in FF Market).pdf

  2. Fed Funds Volatility Study 1989-2004.pdf

Fibonacci

  1. Fibonacci Numbers (David McMinn).xls

Finance Industry

  1. Financial Industry (Where Our Industry is Headed, Concerning Mathematics).ppt  

Finance System

  1. Financial System (Procyclicality).pdf

Fixed Income

  1. Fixed Income (Analysis of the falling US Dollar and the effect on bonds).doc

  2. Fixed Income (Basic Concepts I).pdf

  3. Fixed Income (Basic Concepts II).pdf

  4. Fixed Income (Cheapest to Deliver).pdf

  5. Fixed Income (Debt).pdf

  6. Fixed Income (eCommerce in the Fixed-Income Markets).pdf

  7. Fixed Income (Federal Debt- Market structure & Economic Uses for US Treasury Securities).pdf

  8. Fixed Income (The Treasury Securities Market- Overview and Recent Developments).pdf

Foreign Exchange Reserves

  1. Foreign Exchange Reserves (How much is enough).pdf  

Fourier Transforms

  1. Fourier Transform and the SP.pdf

  2. Fourier Transform.doc

Futures

  1. Basics.ppt

 

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Glossary's

  1. Glossary (Bonds).doc

  2. Glossary (Exchanges & Trading).pdf

  3. Glossary (Financial Markets).doc

 

Government Sponsored Agencies

  1. GSE I.pdf

  2. GSE II.pdf

  3. GSE (Federal debt market structure).pdf

  4. GSE (Fannie mae system risks report to congress).pdf

Health Care

  1. Health Care (Out of Pocket Expenses, 1980-1990).pdf

  2. Health Care (Out of Pocket Expenses, 2003).pdf

Hedging

  1. Hedging (Futures).ppt

  2. Hedging.ppt

Household Penetration

  1. Auto.html

  2. Household Penetration (2000, 2001 Actual, with Forecasts to 2008).xls

  3. Household Penetration (Auto Industry & US Household).doc

  4. Household Penetration (Broadband).pdf

  5. Household Penetration (Internet, 2000).doc

  6. Household Penetration (Internet, 2001).doc

Housing

  1. Housing (Housing Finance in the Global Financial Market).pdf

  2. Housing (Greenspan study, Estimates of Home Mortgage Originations, Repayments, and Debt).pdf

 


 

Housing Study

What may be concluded from this study?

People tend to purchase their 1st home at the age of 26 (start-up home). Then, at age 46, they trade up to a bigger size home (trade-up home).

This study shows how many people there are to purchase homes at those specific ages and sorts that data year-by-year from 1977-2043. The study shows the data both with and without immigration.

The study is a collection of data that may give a look into the future prices of homes.

  1. The Housing Study (click to download)

         
    1. This study consists of

      1. how many buyers there are for homes, in the US. The study covers 1977 to 2040.

      2. conclusions about the housing market and where its headed

      3. data

        1. population (annual live births): 1933–2001

        2. population (decennial): 1790–2000

        3. immigration (decennial):1820–2000

        4. immigration (annual):1820–2001

        5. population (percentage distribution of the population in major age groups by country): 2000 and 2050

        6. buyers pools for starter homes  (1959–2027) and trade up homes (1977–2040)

        7. housing: total housing units, 1965–2002

        8. housing: total housing units as % to births, 1976–2002

        9. housing estimates of total housing inventories, 1965–2002

        10. housing projections for house buying 'pools' for starter homes and more expensive  homes

     

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Immigration 

  1. Immigration (Health, and New York City Early Results Based on the U.S. New Immigrant Cohort of 2003 I).pdf

  2. Immigration (Health, and New York City Early Results Based on the U.S. New Immigrant Cohort of 2003 II).pdf

  3. Immigration (Trajectories for 2nd Generation in NYC I).pdf

  4. Immigration (Trajectories for 2nd Generation in NYC II).pdf

  5. Immigration (Trends in NY City I).pdf

  6. Immigration (Trends in NY City II).pdf

Indicators

  1. Indicators (Aroon).doc

  2. Indicators (Candlestick Patterns).doc

  3. Indicators (Candlesticks Definitions).doc

  4. Indicators (Candlesticks).pdf

  5. Indicators (Directional Oscillator).doc

  6. Indicators (Ichimoku Kinko Hyo 1).doc

  7. Indicators (Ichimoku Kinko Hyo 2).doc

  8. Indicators (Ichimoku Kinko Hyo 3).doc

  9. Indicators (Leading Lagging Coincident indicators).doc

  10. Indicators (Linear Regression).doc

  11. Indicators (MACD).doc

  12. Indicators (Market Basics).doc

  13. Indicators (Multifractal Properties of Price).pdf

  14. Indicators (Noise Channel).pdf

  15. Indicators (On Balance Volume).doc

  16. Indicators (Philadelphia Fed's index (From ICAP)).doc

  17. Indicators (Philadelphia Fed's index).doc

  18. Indicators (Reuters To Distribute Univ Of Mich Sentiment Data).htm

  19. Indicators (Stochastics Range-Based Estimation).pdf

  20. Indicators (The Robust Repeated Median Velocity System).doc

  21. Indicators (Volatility Links).htm

  22. Indicators (Volatility, Demystifying).doc

  23. Indicators (Volatility, Demystifying, Graphs).doc

Inflation

  1. Inflation 1850-1820.gif

  2. Inflation (by decade 1919-2003).gif

  3. Inflation (CPI - Core Inflation Is Misplaced).htm

  4. Inflation (Historical Data).pdf

  5. Inflation (How to adjust prices).pdf

  6. Inflation.pdf

Information (Organizing)

  1. Information (Over Coming Information Overload).doc

Inheritance

  1. Inheritance (41 trillion review).pdf

  2. Inheritance (Estate Tax Returns 1934-2002).xls

  3. Inheritance (Linking Federal Estate Tax Records).pdf

  4. Inheritance (Tables).pdf

  5. Inheritance (Wealth Transfer).pdf

  

Interest Rates

  1. Interest Rates (Advanced).pdf

  2. Interest Rates (Basics).pdf

  3. Interest Rates (Crash Course).pdf

  4. Interest Rates (Dynamic Term Structure).pdf

  5. Interest Rates (Fed Funds and Targeting Rate Hikes).pdf

  6. Interest Rates Policy (Global Policy & Central Banks).doc

  7. Interest Rates (LIBOR, Interbank rate fixings during the recent turmoil).pdf

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Inventions

  1. Inventions (Auto vs PC, 1).pdf

  2. Inventions (Auto vs PC, 2).pdf

  3. Inventions (Facts, from Government).pdf

  4. Inventions (Facts, from Milken.pdf

  5. Inventions (History of Major Inventions).doc

  6. Inventions (History).pdf

  7. Inventions (History, Chart).pdf

Kelly

  1. Kelly (A New Interpretation of Information Rate).pdf

  2. Kelly (Equity Curve of a trading system).htm

  3. Kelly (EThorp & Kelly Criterion BlackJack, Sports, Stock Market.pdf

 

K-Wave

  1. kwave (Chart).gif

Linguistics

  1. Linguistics.pdf 

Liquidity

  1. Liquidity (1998).pdf

  2. Liquidity (and the Locals).pdf

  3. Liquidity (Futures Innovations).pdf

  4. Liquidity (In an Automated Auction).pdf

  5. Liquidity (Is it Self-fulfilling).pdf

Locals (Traders)

  1. Locals (An Empirical Analysis of Local Trader Profitability, Alex Frino, Amelia Hill, and Elvis Jarnecic, and Roger Feletto).pdf

  2. Locals (Price Discovery, Kurov and Lasser).pdf

  3. Locals (Sources of Market Making Profits, Mann).pdf

  4. Locals (Structural Aspects of Market Liquidity from a Financial Stability Perspective).pdf

Mandelbrot (Benoit)

  1. Detection of financial crisis by methods of multifractal analysis, I. Agaev.ppt

  2. Mandelbrot (1963).pdf

  3. Mandelbrot (1997).pdf

  4. Mandelbrot (2003-23 Skander).pdf

  5. Mandelbrot (A Math Maverick Takes Stock) .doc

  6. Mandelbrot (Cartoon Brownian Motions).pdf

  7. Mandelbrot (Chronicle Meetings).pdf

  8. Mandelbrot (Chronicle of Meeting on Fractal Geomerty).pdf

  9. Mandelbrot (Discussion with Taleb about the Mis Behavior of the Markets).pdf

  10. Mandelbrot (Fractal Financial Fluctuations).pdf

  11. Mandelbrot (Fractal geometry of critical Potts clusters).pdf

  12. Mandelbrot (Fractals and the Geometry of Nature from Encyclopedia Britannica).pdf

  13. Mandelbrot (Fractals Graphics and Mathematical Education 1).pdf

  14. Mandelbrot (Fractals Graphics and Mathematical Education 2).pdf

  15. Mandelbrot (Fractals Graphics and Mathematical Education 3).pdf

  16. Mandelbrot (Fractals Graphics and Mathematical Education 4).pdf

  17. Mandelbrot (Global long-term dependence in economics and finance (M 1969e, M 1971n, and M 1972c).pdf

  18. Mandelbrot (Heavy Tails in Finance).pdf

  19. Mandelbrot (Indicators Multifractal Properties of Price, by K Matia, Y Ashkenazy, & HE Stanley).pdf

  20. Mandelbrot (Is There Persistence in Stock Prices).pdf

  21. Mandelbrot (Large Deviations and the Distribution of Price Changes).pdf

  22. Mandelbrot (L-Stable).pdf

  23. Mandelbrot (Measuring Market Choppiness with Chaos, by Burke).doc

  24. Mandelbrot (Mild to Wild).pdf

  25. Mandelbrot (MMAR in Practice, by Jerome Fillol).pdf

  26. Mandelbrot (MMAR, Multifractal Spectral Analysis of the 1987 Stock Market Crash, by CA Los & R Yalamova).pdf

  27. Mandelbrot (MMAR, Multifractal Model of Asset Returns).pdf

  28. Mandelbrot (MMAR, Multifractal Nature of Stock Exchange Prices, by M Ausloos & K Ivanova).pdf

  29. Mandelbrot (Multi Fractality of the US vs DM.pdf

  30. Mandelbrot (Multifractal Power Law Distributions).PDF

  31. Mandelbrot (Multiperiodic Multifractal Martingale Measures).pdf

  32. Mandelbrot (My Writing, Empirical Proof).doc

  33. Mandelbrot (My Writing, Empirical Proof, w-endnotes).doc

  34. Mandelbrot (Nonlinear Forecasts, Rrational Bubbles, and Martingales).pdf

  35. Mandelbrot (On Increasing Subsequences of I.I.D. Samples, by Deuschel 7 Zeitouni).pdf

  36. Mandelbrot (On the Very Unfortunate Problem of Not Observing Probability, by Taleb and Pilpel).pdf

  37. Mandelbrot (People and Events Behind the Fractal Images).pdf

  38. Mandelbrot (Rank-size plots, Zipfs law, and scaling).pdf

  39. Mandelbrot (Renormalization and Fixed Points).pdf

  40. Mandelbrot (Scaling in Financial Prices, Multifractal Concentration IV).pdf

  41. Mandelbrot (Scaling in Financial Prices, Multifractals and the Star Equation, II).pdf

  42. Mandelbrot (Scaling in financial prices, Tails and Dependence, I).pdf

  43. Mandelbrot (Self-affinity & Fractal Dimension).pdf

  44. Mandelbrot (Statistical analysis of financial time series the assumption of local stationarity, Clémençon Stéphan, Slim Skander).pdf

  45. Mandelbrot (Statistical Methodology for Non-Periodic Cycles, M 1969e, M 1971n, and M 1972c).pdf

  46. Mandelbrot (Three Fractal Models).pdf

  47. Mandelbrot (Vita Research).doc

  48. Mandelbrot (Volatility of Stock Market Indices - An Analysis Based on SEMIFAR Models, by Beran & Ocker).pdf

 

Market Profile

  1. Market Profile Handbook.pdf

Medicare

  1. Medicare Deficit.pdf

Memory Techniques (mnemonics)

  1. Memory Technique (Basics).doc

Mortgage Trading

  1. Mortgage Trading (Basic Info).doc

  2. Mortgage Trading (Convexity ).pdf

  3. Mortgage Trading (Duration Adjustments).pdf

  4. Mortgage Trading (Long Hedge).pdf

  5. Mortgage Trading (Short Hedge).pdf

 

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Odlyzko

  1. Odlyzko (Broadband Paradox).pdf

  2. Odlyzko (Econ Psych Security).pdf

  3. Odlyzko (Internet Pricing and the History of Communications).pdf

  4. Odlyzko (Nature Pricing).txt

  5. Odlyzko (Pricing Architecture).pdf

  6. Odlyzko (Privacy Economics).pdf

  7. Odlyzko (Privacy Unsolvable).pdf

  8. Odlyzko (Resources).pdf

  9. Odlyzko (The Case Against Micropayments).doc

  10. Odlyzko (The History of Communications and its implications for the Internet).pdf

Oil

  1. Oil (Choke Points, From the Gartman Letter).pdf

  2. Oil (Eritrea, Samalia, Ethiopia, Kenya, Uganda).doc

  3. Oil (EUROGULF Project - Task 2.1 OIES Mabro).doc

  4. Oil (Petrodollars).pdf

  5. Oil (Recycling Petrodollars).pdf

  6. Oil (Shortages Claims).pdf

  7. Real Oil.htm

Organization

  1. Organization (Over Coming Information Overload).doc

  2. Organization (The Five Golden Secrets of Reading and Managing Email).doc

  3. Organization (The Spire Project).doc

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Panic

  1. Panic (The Math of) .pdf

Pension Funds

  1. Pension Funds (How they move the market).doc

Price Prediction

  1. Price Prediction (Ernest Foster).pdf

  2. Price Prediction (Exchange Rates & COT).pdf

Price Theory

  1. Price Theory.pdf

  2. Price Theory (Large Deviations and the Distribution of Price Change).pdf

  3. Price Theory (How Commodities are Priced).doc

  4. Price Theory (Forward Futures Pricing Differential).pdf

  5. Price Theory (Dynamics in E-minis (revised)).pdf

 

Probability

  1. Probability (The Mathematics of Persistence).pdf

 

Psychology

  1. Psychology (Cycles of Seven).doc

  2. Psychology (FAJ NovDec99 Barber and Odean).pdf

  3. Psychology (Futile).pdf

  4. Psychology (Locke and Mann).pdf

  5. Psychology (Seven Habits of Ineffective Traders).doc

  6. Psychology (The Emotional Cycles of Change Template).doc

  7. Psychology (Zaloom).doc

Quants

  1. Quants (What Happened to the Quants, in Aug 2007).pdf

Repos

  1. Repo (Domestic [US] Open Markert Operations, 2006).pdf

  2. Repo (Evolution and Explanation of).pdf

  3. Repo (Explanation 1).pdf

  4. Repo (Explanation 2).pdf

S&P's

  1. S&P (Price Dynamics in E-minis revised.pdf

  2. S&P (Futures, Using SP 500 Futures and Options).pdf

 

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Social Security

  1. Social Security (Benefits).pdf

  2. Social Security (Earnings distribution among Age Cohorts).pdf

  3. Social Security (Lifetime Redistribution).pdf

  4. Social Security (Linking Data from SS records).pdf

  5. Social Security (Military Vets).pdf

  6. Social Security (Retirement income projections).pdf

  7. Social Security (SSI).pdf

  8. Social Security (Stochastic Model).pdf

  9. Social Security (Stock Market Expectations of Returns in Future).pdf

  10. Social Security (Trends in Elderly 1976-2000).pdf

  11. Social Security (Upper Part of Earnings Distribution).pdf

 Saudis

  1. Saudi Arabia (The Saudi Paradox).doc

 

Speed Reading

  1. Speed Reading (Critical Thinking in Reading).txt

  2. Speed Reading (general info).doc

  3. Speed Reading (Six Golden Rules for Excellent Comprehension).txt

  4. Speed Reading (Understanding Fallacies).doc

 

Spreads

  1. Spreading (CBOT Electronic Reference Manual).pdf

  2. Spreading (CME TSY Presentation).ppt

  3. Spreading (Definitions & Names).pdf

  4. Spreading (Futures).pdf

  5. Spreading (October 26 2005 CBOT Presentation-General ED overview).ppt

  6. Spreading (Strategies, CBOT).pdf

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Sun  

    What is this section here for? Since 2003, I've been studying the affects the sun and the earth might have in trading.  The research is extensive, as you can see below, and should probably have its own web page. However, I don't want to start splitting up data and placing it into different places. So, I'll load it here for now. As soon as time will allow, I'll load my personal studies. For now, I'm simply loading all the research I collected to complete my ongoing studies.

  1. Aurora.pdf

  2. Cycle23.html

  3. Earth (Forecast of Solar and Geomagnetic Activity).doc

  4. Earth (Ionosphere).pdf

  5. EosNewScales.html

  6. glossary.html

  7. Kindex.html

  8. Kirt Costello.doc

  9. Moon (Tides and the Moon).doc

  10. Moon (Tides).pdf

  11. Neutrons (Cosmic rays affect satellite electronics and ground).doc

  12. Neutrons (Pix).doc

  13. NOAA scales.pdf

  14. NOAA_Scales.html

  15. Solar Cycle Prediction Panel.html

  16. Solar Maximum.pdf

  17. Space Physics and Terrestrial Effects.html

  18. Spaced Based Solar Wind Monitoring.doc

  19. Sun (BookmarksI).htm

  20. Sun (Cycle 24 Prediction).pdf

  21. Sun (Flux of radio emission at a wavelength of 10.7 cm).doc

  22. Sun (Forecast Models).pdf

  23. Sun (From Tsunamis to Long Waves and Back).pdf

  24. Sun (Geo Polarity).doc

  25. Sun (Geomagnetic Storms and the Stock Market).pdf

  26. Sun (GOES ASCII read me file).doc

  27. Sun (How to read sun spot monthly data).doc

  28. Sun (JulianDate from cal tech).xls

  29. Sun (Letting the Solar System work for you).doc

  30. Sun (Prediction Filter, Linear).doc

  31. Sun (Prediction Formula, Kyotp).pdf

  32. Sun (Prediction Formulas I).pdf

  33. Sun (Prediction Formulas II).pdf

  34. Sun (Prediction Formulas III).pdf

  35. Sun (Propagation).doc

  36. Sun (Spots).gif

  37. Sun (SS 1050-2003).gif

  38. Sun (Sun Spots - How to read sun spot monthly data).doc

  39. Sun (Sun Storms ,Basics).pdf

  40. Sun (Sunspot mathematical calculations).pdf

  41. Sun (SW - Solar–Terrestrial Connection).pdf

  42. Sun (SW - Spaced Based Monitoring).doc

  43. Sun (SW - Speed Predictions).doc

  44. Sun (SW Storms Assessment).pdf

  45. Sun (The effect of geomagnetic storms on suicide).pdf

  46. Sun (Tides and the Moon).doc

  47. Sun (Tides Moon).pdf

  48. Sun (Wang-Sheeley I).pdf

  49. Sun (Wang-Sheeley II).pdf

  50. Sun (Wang-Sheeley III).pdf

  51. Sun (Weather and Seasonal Forecasts Multimodel).pdf

  52. Sun Data 1749-2003.xls

  53. Sun Flares (Biggest).xls

  54. Sun Spot Cycle 23 (1997-2008).xls

  55. The_Sun_Study.htm

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Swaps

  1. Swaps (and fed easing cycles).pdf 

  2. Swaps (CDS - Confidence in European Bonds Surges).doc

  3. Swaps (CDS - Curve Trading).doc

  4. Swaps (CDS).htm

  5. Swaps (Credit Default Swaps - Risk Free Phenomenon).doc

  6. Swaps (ICAP Article on Possible Inversion of Swap Curve).doc

  7. Swaps (IR Swaps Electronic Trading Platforms).doc

  8. Swaps OIS (April 2007 BOJ Report).pdf 

  9. Swaps OIS (May 2007 BOJ Report on OIS Markets).pdf 

  10. Swaps OIS (September 2006 BOJ Report).pdf

 

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The Fed

  1. Fed (2006 Board of Governors Stats).pdf

  2. Fed (2006 FOMC).pdf

  3. Fed (Auction System Structure).doc

  4. Fed (Barclays - Fed has been fighting deflation in the 2000s).pdf

  5. Fed (Benefit Trading Speeches).doc

  6. Fed (CBs and Exchange Rates).pdf

  7. Fed (Central-Bank Communication and Policy Effectiveness).pdf

  8. Fed (History).pdf  

  9. Fed (Income 2004).doc

  10. Fed (ISM v Tightening Cycles).GIF

  11. Fed (Kliesen Schmid).pdf

  12. Fed (Monetary Policy and the Economy).pdf

  13. Fed (Policy Paper).pdf

  14. Fed (Tribute to Greenspan).pdf

  15. Fed (What Explains the Stock Market’s Reaction to Fed Policy).pdf

The Great Depression

  1. The Great Depression.pdf

TIC Data (Foreign Reserve Purchases)

  1. TIC (1999-2006).doc

  2. TIC (2005 Year End).pdf

  3. TIC (How BEA Aligns and Augments Source Data From the U.S. Treasury).pdf

  4. TIC (What is TIC Data).pdf

US Dollar

  1. China signals reserves switch away from dollar.htm

  2. US Dollar (A stack of numbers).doc

  3. US Dollar (Abandon).pdf

  4. US Dollar (Carry Trade and the US Dollar).doc

  5. US Dollar (Central Banks Role in the Currency Market).doc

  6. US Dollar (Demand for).pdf

  7. US Dollar (History of Money).pdf

  8. US Dollar (Recycling Petrodollars).pdf

  9. US Dollar (Russian Currency Crisis 1998).pdf

  10. US Dollar (US not worried about the Dollar Drop).doc

 

US Flow of Funds

  1. US Flow of Funds.pdf

  2. US Flow of Funds 1998-2001.pdf

US Government Finances

  1. Federal Government Finances and Employment.pdf

Web (how to search)

  1. The Spire Project.doc

Yields

  1. Yeild Curve (Bond Basics (C14)).ppt (Power Point Presentation)

     (Author of above is unknown.)

  2. Yeild Curve (Economic News & Treasurys).pdf

  3. Yeild Curve (Effect of Transaction Size on off run Treasurys).pdf

  4. Yeild Curve (Electronic Auctions Systems in USA).pdf

  5. Yield Curve (Explanations).doc

  6. Yeild Curve (Fixed Income Market Basics).pdf

  7. Yeild Curve (Forward Forward Curve).doc

  8. Yeild Curve (LTCM).pdf

  9. Yield Curve (Overview low yields in robust economies (for Q1 2005)).pdf

  10. Yield Curve (Shift Opportunities).pdf

  11. Yield Curve (Signals or Noise).pdf

 

 

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Why is the URL, of this page, called excelworkbooks?

This page started out as a place to download many of the excel work books I made for my research.

It manifested into the page you see now. I didn't want to change the URL because changing URLs confuses people. It breaks a link they may already have bookmarked.

Moreover, I don't like links that are forwarded or redirected.