The first complete, evidence-based guide to profitable gap trading: showing you how to recognise the gaps that matter and trade successfully on them.
Drawing on 6years of comprehensive data, Julie Dahlquist and Richard Bauer demonstrate how to sort “strategic” gaps from trivial ones and successfully trade on gaps identified as significant.
This book goes beyond “folklore” to systematically analyse the profitability of gap trading, helping you to identify and trade on strategic gaps and showing you how to combine gaps with other technical methods.
The book includes powerful tips for gap trading in stocks, futures and options.
Julie R. Dahlquist, Ph.D., CMT is a senior lecturer, Department of Finance, at the University of Texas at San Antonio College of Business. She is the recipient of the 2011 Charles H. Dow Award for excellence and creativity in technical analysis. She is the coauthor (with Charles Kirkpatrick) of
Technical Analysis: The Complete Resource for Financial Market Technicians and coauthor (with Richard Bauer) of
Technical Market Indicators: Analysis and Performance. Her research has appeared in a number of publications, including
Financial Analysts Journal,
Journal of Technical Analysis,
Active Trader,
Working Money,
Managerial Finance,
Financial Practices and Education, and the
Journal of Financial Education. She serves on the board of the Market Technicians Association Educational Foundation and is a frequent presenter at national and international conferences. She earned her B.B.A. and Ph.D. in economics from University of Louisiana at Monroe and Texas A&M, respectively, and her M.A. in Theology from St. Mary’s University.
Richard J. Bauer, Jr., Ph.D., CFA, CMT is Professor of Finance at the Bill Greehey School of Business at St. Mary’s University in San Antonio, Texas. His degrees include a B.S. in Physics, M.S. in Physics, M.S. in Economics, and a Ph.D. in Finance. He is the author of Genetic Algorithms and Investment Strategies and Technical Market Indicators (with J. Dahlquist), both published by John Wiley and Sons. He is the recipient of the 2011 Charles H. Dow Award for excellence and creativity in technical analysis. His research has appeared in a number of publications, including Financial Analysts Journal¸ Journal of Business Research, Managerial Finance, and Korean Financial Management Journal. He became a CFA charterholder in 1990 and a CMT charterholder in 2010. He is a past president of the CFA Society of San Antonio.