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Educational Material

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BOOKS




AUDIO-VISUAL
































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Audio Seminar : Space, Time, Cycles and Phase

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Available from Jurik Research only



"A model of lucidity"

Learn new ways to view financial data.

Create indicators you never thought possible.

Format: .MP3 audio file on a CD



This course is an AUDIO recording (complete with a printed copy of all visuals) of the very well received lecture by Jurik Research at the 1995 Futures International Conference in California. The speaker explains with exceptional clarity new ways to examine financial data. The presentation is intended for serious investors who are not afraid of powerful mathematical concepts.

The main thrust in this eye-opening lecture is that there are four completely different ways to view data: through space, time, cycles and phase analysis. Each has its own advantages.


What Topics Are Covered?


This audio course with lecture notes introduces each of the four ways, pointing out important topics:

ISSUES
limitations of standard regression
introduction to neural networks
flexibility versus reliability
the prime directive
master flow chart for model building

SPACE
using a geometric perspective
the correct way to decorrelate data

CYCLES
filtering and the frequency spectrum
low lag data smoothing

PHASE
phase shifting the MACD
applications of phase diagrams

TIME
optimal sampling
temporal compression

Audience Feedback


To view reader responses, CLICK HERE.


This material is based on our published article "Developing Indicators for Financial Trading", about which we received the following comments ...


"Very fascinating math."

"Technical analysis is very good."

"Very thorough notebook. Did not need to take notes."

"Quite smart, well presented."

"Sound scientific reasoning."

"A very good presentation of an advanced subject."

"Would prefer this as an all-day pre-conference session"




ABOUT THE SPEAKER


Mark Jurik specializes in data modeling and time series forecasting methods. He has lectured at over 25 conferences and seminars and has written many articles in Futures magazine and Neurovest journal. Mark invents new ways to use powerful mathematical formulas and excels in explaining them with clarity. Seminar attendees, mostly veteran traders, offered the following evaluation comments:

We guarantee there's material you've never seen before, OR YOUR MONEY BACK!




























































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Book: Financial Forecasting & Neural Networks

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100% SOLD OUT --- Currently not available



Learn technique for building neural nets

Apply new types of indicators


This is a bound collection of published and unpublished technical reports by Jurik Research & Consulting. The author explains with amazing clarity both neural networks and fuzzy logic, as well as techniques and tricks on forecasting that Jurik Research reveals to its biggest clients.

For example, one of the best ways to improve forecast reliability is to reduce the number of inputs to a model. But popular approaches (elimination by pairwise correlation analysis or sensitivity analysis) are fraught with pitfalls. Discover the correct procedure and how easy it is to perform.



You will learn how to ...



Reader Comments


To view reader responses, CLICK HERE.


TABLE of CONTENTS


Wall Street Forecast with a Neural Network - highly acclaimed introduction to how neural networks work and how to apply them on financial spreadsheets to forecast market activity.

Consumer Guide to Software for Smart Forecasting - Reviews numerous software modeling packages for both their user friendly features and ability to forecast 30 year Treasury Bond prices.

Indicator Development issues in the Space Domain - Reveals many advanced techniques for making financial data talk. This report has been hailed as a model of lucidity, published in AI in Finance and the book Virtual Trading.

Methodology Report #1: Train performance versus Test Performance - Is a model's performance on data set A during training less or more important than its performance on data set B after training has finished? You'll be surprised!

Methodology Report #2: Partitioning the Data Set - Partitioning financial time-series data for training and testing models is not a trivial matter due to the complex behavior of the markets.

Methodology Report #3: Scoring a Trading System - A way to evaluate the quality of a trading system by running its profits and losses though a unique function that produces a single number. Ideal for genetic algorithm development of financial trading systems.

Application Note #1: Optimal Phase in Crossover Moving Averages - Shows how noisy oscillators can rob you of good trades and how to get optimal lag in a moving average by relating lag to phase angles of financial cycles.

Application Note #2: Efficient Trading with Adaptive Moving Averages - Shows how to increase the smoothness of an exponential moving average without inducing significant lag, and then compares the result with Jurik's moving average.

Estimating Optimal Forecast Distance using Chaos Analysis - Shows how to estimate the optimal distance in the future to forecast. Report applies mathematics to T-Bond data, but can be applied to all markets.

Neural Networks and Regression - Addresses commonly asked questions on the difference between neural networks and standard linear regression.

Introduction to a Neural Network Algorithm - Simple mathematical explanation of the most popular neural net algorithm in the world today, Back-Propagation.

Executive Overview of Neural Nets and Fuzzy Logic - A intuitive approach to describing these technologies with little math and lots of pictures.

Technical Discussion of Neural Nets and Fuzzy Logic - A unique way of unifying almost all neural net architectures. The fuzzy logic report is also very intuitive and not at all confusing. Just the right amount of math, pictures and analogies.

Some Problems with the Back-Error Propagation Method - Although popular for its simplicity, this algorithm has some problems. This report give a brief summary of these findings.

Back-Error Propagation: A Critique - This detailed report works from ground truth up to expose the fundamental problems with Back-propagation. For mathematically inclined readers only.

Backpercolation - A non-proprietary report introducing a better algorithm for training neural nets.

Backpercolation versus Backpropagation - a humorous one-page summary of why Backpercolation is better.



It's an all-in-one collection of Jurik's technical work

Available only from Jurik Research (not in bookstores)



































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Book: Computerized Trading

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100% SOLD OUT --- Currently not available



Twenty authors discuss their best topics

Unifies all aspects of system trading

Mark Jurik taps into the minds of twenty experts who reveal their strategies for maximizing profitability using computerized trading systems.

Unlike other books that discuss one or two of the many aspects of trading, Computerized Trading covers all of the key topics related to the trader's survival and profitability. Beginning with a discussion of the basic skills a trader needs to design a trading system, this user-friendly guide moves from advice for the novice just getting started to advanced system development and data modeling for the experienced trader. Written so even the most inexperienced trader will understand every step.


Topics Include ...


Complete with over 100 explanatory charts and diagrams, this book also contains several checklists to help traders monitor their progress in developing a trading system that works.


Table of Contents


BASIC TRADING SKILLS AND METHODS

TESTING AND EVALUATION

ASSESSING THE MARKET AND YOURSELF

ADVANCED INDICATORS AND FORECASTING

APPENDICES


Reader Comments


To view reader responses, CLICK HERE.


Free Updates


With thousands of readers having easy access to the Editor, every typographical error, however large or small, will inevitably be brought to Jurik's attention. For a complete list of corrections to the book, CLICK HERE.














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