Issue 24

September/October 2007

Contents:

Industry News

Market Views
+ S&P500: Support holds
+ Explaining the “Quant Fund Crisis”
+ Crude Oil: The bull run continues

Roundtable
+ Where now for the USD?

Techniques
+ Detecting insider trading
+ Candlestick signals: The power of Marabuzo
+ Speculative positions for non-CFTC markets
+ Head and Shoulders: A continuation pattern?
+ A quant approach to sentiment

Interview
+ Eugene Sorenson, Bloomberg L.P.

Software
+ ICAP’s FX Data Mine

Books
+ Way of the Turtle by Curtis Faith
+ Books recently published and coming soon

Automated Trading Systems
+ Systematic vs discretionary trading
+ Backtesting price drivers in equity markets