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Ranked #1 futures trading site for the beginner among the major internet search engines (listed below).
Published author in leading industry magazines. Selected articles below.
Featured columnist of Futures Classroom hosted by Futures magazine. Selected columns below.
Supplemental Teaching Material for the Fuqua School of Business, Duke University, Durham, NC.
Guest writer for FuturesKnowledge.com and TraderZine.com on the subject of Options Trading.
Praised by the Wall Street Journal for our comprehensive and easy-to-grasp educational information.
Recipient of FuturesKnowledge.com's Writer Excellence Award
The Implied Stop Loss.
Summarizes various methods used by traders of stocks, futures and FOREX to calculate
the price of a protective stop order and describes a new method that utilizes the volatility premium embedded in the price of the corresponding option.
Provides several reasons for the latter being a more rational method. Appears in Futures & Options World, January 1998 issue.
The New Stock Strategy - Buy and Sell
Examines the roll of oscillators, with special focus on the RSI, as a technical indicator for timing buy and sell
signals during choppy markets, whether futures, FOREX or stocks. Demonstrates that RSI efficacy is dependent upon there
being underlying and systematic cycles in the movement of prices, and ends with technique to identify such cycles. Appears in Futures,
August 2000 issue.
Follow the Action. Where Can a Day Trader Find Opportunities?
Contrasts price volatility with price range value and shows that even the most heavily traded markets experience a significant
number of quiet trading days when little opportunity exists for the day trader. Demonstrates that by searching for markets whose prices are
negatively correlated in this respect, the day trader can increase overall trading opportunities. Appears in Futures, June 2000 issue.
How to Price USDX Futures.
Calculates the volatility premium embedded in the price of a USDX futures contract that arises because of its pricing convention
and shows how this volatility premium adjusts in response to expected future movements in currency prices, similar to
the implied volatility of the corresponding USDX options market. Appears in Futures, March 1992 issue.
Option Spreads: Putting the Odds in your Favor
Describes bull call and bear put option spreads and shows how they provide
a superior risk-adjusted return over that of an outright long option position for all but the most unlikely
future price scenarios. Concludes with tips on buying option spreads. Appears in Futures, February 2000 issue.
A Time for Covered-Call Writing.
Describes the trading strategy in which out-of-the-money call options are sold by an investor already in
possession of the underlying stock, futures or FOREX contract and identifies three market climates when such a strategy is advantageous.
Provides actual market examples as well as recommendations for managing the covered-write position. Appears in Futures, December 2000 issue.
Risky Business? Is Day-Trading Less Risky Than Position Trading?
Although price risk is of a shorter duration for the day trader as opposed to the position trader and
therefore typically smaller in magnitude, the day trader is exposed to higher transaction risk as a consequence
of higher trading volume. This includes the risk of error in order entry, fill and/or reporting as well as the risk of a communication interruption or
blackout. Article ends with techniques to manage these risks. Appears in Futures, May 2000 issue.
Podcast radio interview on commodity trading
Listen to this 20-minute podcast radio interview as Rick Thachuk describes insights into commodity trading including
the importance of risk management, how to set a stop order and how to gauge public sentiment for the market.
Hosted by Derek Simon of istockanalyst.com - the web site designed by traders for traders. Aired January 8, 2007.
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