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Note: Supplemental materials are not guaranteed with Rental or Used book purchases.
Purchase Benefits
What is included with this book?
Get Your Copy of the Official 2023 CMT® Level III Curriculum
Building upon the concepts covered in Levels I and II, the Official CMT® Level III Curriculum is the authoritative resource for all candidates preparing for their final CMT exam in June or December of 2023. This text explores asset relationships, portfolio management, behavioral finance, volatility analysis, and more.
Published in partnership with the CMT Association, CMT Curriculum Level III 2023: The Integration of Technical Analysis covers all concepts featured on the Level III CMT® exam, and is designed to improve candidates' understanding of key topics in the theory and analysis of markets and securities.
The CMT Association has worked to advance the discipline of technical analysis for nearly 50 years. What started as a small group of sell-side analysts on Wall Street is now a global association with members in 137 countries. CMT Association strives to establish and maintain the highest professional standards among technical analysts with diverse opportunities in continuing education, ethics awareness, and networking.
Introduction ix
The CMT Association ix
The CMT Program x
The Level III Textbook xii
Section I Risk Management 1
Chapter 1 System Design and Testing 3 Charles D. Kirkpatrick II and Julie R. Dahlquist
Chapter 2 Money and Portfolio Risk Management 31 Charles D. Kirkpatrick II and Julie R. Dahlquist
Chapter 3 System Evaluation and Testing 53 Perry J. Kaufman
Chapter 4 Practical Considerations 126 Perry J. Kaufman
Chapter 5 Risk Control 169 Perry J. Kaufman
Chapter 6 Statistical Analysis 238 David Aronson
Chapter 7 Hypothesis Tests and Confidence Intervals 283 David Aronson
Section II Asset Relationships 315
Chapter 8 Regression 317 Markos Katsanos
Chapter 9 Gold 325 Markos Katsanos
Chapter 10 Intermarket Indicators 341 Markos Katsanos
Chapter 11 A Unique Way to Visualize Relative Strength 363 Julius de Kempenaer and Mathew Verdouw, CMT, CFTe
Section III Portfolio Management 399
Chapter 12 Fact, Fiction, and Momentum Investing 401 Clifford S. Asness, Andrea Frazzini, Ronen Israel, and Tobias J. Moskowitz
Chapter 13 Analyzing the Macro-Finance Environment 426 Robert A. Weigand
Chapter 14 Portfolio Risk and Performance Attribution 460 Robert A. Weigand
Section IV Behavioral Finance 507
Chapter 15 Behavioral Biases 509 Michael M. Pompian
Chapter 16 Investor Psychology 526 Mark Andrew Lim
Chapter 17 Are Two Heads Better Than One? 538 James Montier
Chapter 18 The Anatomy of a Bubble 546 James Montier
Chapter 19 De-Bubbling: Alpha Generation 558 James Montier
Chapter 20 Behavioral Techniques 580 Perry J. Kaufman
Section V Volatility Analysis 611
Chapter 21 The VIX as a Stock Market Indicator 613 Russell Rhoads
Chapter 22 Hedging with VIX Derivatives 629 Russell Rhoads
Chapter 23 Advanced Techniques 643 Perry J. Kaufman
Section VI Classical Methods 691
Chapter 24 Pattern Recognition 693 Perry J. Kaufman
Chapter 25 Multiple Time Frames 719 Perry J. Kaufman
Chapter 26 Candlestick Analysis 731 Mark Andrew Lim
Chapter 27 Progressive Charting 780 Steve Nison
Chapter 28 Bringing It All Together: Real-World Charts 821 Steve Nison
Chapter 29 Conclusions 847 Richard J. Bauer Jr. and Julie R. Dahlquist
Index 854
The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.