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Check out these web sites by Cynthia Kase, who deals primarily with hedging
in energy markets:
http://www.kaseco.com
http://www.kaseco.com/statware.html
Especially intriguing is the trading software which combines first order and
second order derivatives with ATR and standard deviations. She has also
written a book, 'Trading With The Odds : Using the Power of Statistics to
Profit in the futures Market'. I have found MS code for her Kase DevStop and
am wondering if anyone has Excel or MS code for her PeakOscillator and
KaseCD. Has anyone read her book?
-Corey
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