Research

I've updated this page (May 2008). The subjects I've added or updated have their tabs colored purple. 

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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 (New, May 2008)

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

 

 

 

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 (New, May 2008)

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

 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 (New, May 2008)

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 (New, May 2008)

1. CF formulas.xls

Correlation

1. Correlation Explained.doc

Cost of Carry

1. Cost of Carry (Formula).doc

 

 

COT (Commitment of Traders)

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

Currency (New, May 2008)

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  (New, May 2008)

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

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 (New, May 2008)

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