Seasonality Systems, Strategies, and Signals

by Bernstein, Jake

• ISBN13: 9780471168119
• ISBN10: 0471168114
• Edition: 1st
• Format: Hardcover
• Copyright: 1998-03-30
• Publisher: Wiley

Summary

A real-world methodology for trading the markets using the important concept of seasonality.The concept of using seasonal patterns in making trading decisions is based on the assumption that seasonal influences will cause biases in the movement of market prices. Using seasonal data to time the market involves an unavoidable degree of subjectivity. In seasonality, Jake Bernstein reviews the concepts and presents crucial seasonal timing techniques. He explains how to find the seasonal patterns in cash and futures data, and shows how to formulate a seasonal trading program.Jake Bernstein (Winnetka, Illinois) is President of MBH Commodity Advisors, Inc., and Publisher of the MBH Weekly Commodity Letter. He is the author of The Investor's Quotient.

Author Biography

JAKE BERNSTEIN is president of MBH Commodity Advisors, Inc., and publisher of the MBH Weekly Commodity Trading Letter. A frequent lecturer and contributor to professional publications, he is also the author of 30 books on futures and stock trading, including The Investor's Quotient (Wiley). Bernstein has pioneered numerous technical, cyclical, and seasonal methodologies for the futures markets.

Table of Contents

CHAPTER 1 Seasonality, Price History, and Humankind	1	(18)
CHAPTER 2 An Overview of Seasonal Research	19	(14)
CHAPTER 3 Seasonal Price Patterns in Cash Market Data	33	(14)
CHAPTER 4 Seasonal Price Patterns in Weekly Futures Market Data	47	(18)
CHAPTER 5 Seasonal Spread Relationships	65	(20)
CHAPTER 6 Daily Seasonal Price Tendencies	85	(14)
CHAPTER 7 Critical Seasonal Month Concept	99	(10)
CHAPTER 8 Key Date Seasonals	109	(10)
CHAPTER 9 An Overview of Seasonal Trading Systems, Methods, and Concepts	119	(16)
CHAPTER 10 Combining Seasonality with Timing	135	(12)
CHAPTER 11 Conclusions and Suggestions for Further Research	147	(8)
APPENDIX A Examining Daily Seasonal Cash Tendencies	153	(18)
APPENDIX B Monthly Seasonal Cash Charts	171	(14)
APPENDIX C Selected Weekly Seasonal Charts	185	(12)
APPENDIX D Key Date Seasonal Trades	197	(12)
APPENDIX E Software Used in Writing This Book	209	(2)
INDEX	211