Reading list
Go to the source
The books and papers behind the plays, as published by the analysts themselves. Years are first editions where they could be confirmed; a dash means the year couldn't be verified. Be The Puck isn't affiliated with any author or publisher.
Six to start with
Next
New Concepts in Technical Trading Systems (1978)
The 1978 source of RSI, ATR, ADX and the Parabolic SAR. Dense, but it's where half of modern charting software comes from.
Start here
The Ivy Portfolio (2009)
by Meb Faber
A readable case for simple trend rules on whole asset classes, built around the 10-month average.
Next
Way of the Turtle (2007)
by Richard Dennis & William Eckhardt
Curtis Faith's account of the Turtle experiment and its breakout rules, by one of the traders.
Next
Dual Momentum Investing (2014)
The research behind absolute and relative momentum, written for individual investors.
Next
Stan Weinstein's Secrets for Profiting in Bull and Bear Markets (1988)
The four stages, the 30-week average and relative strength, with hundreds of charts.
Next
Market Timing with Moving Averages (2017)
The careful skeptic's view: what moving-average timing has and hasn't done over 155 years.
Trend following
| Title | Year | Author | Plays on Be The Puck |
|---|---|---|---|
| Trade Like a Stock Market Wizard | 2013 | Mark Minervini | Trend Template |
| Think & Trade Like a Champion | 2017 | Mark Minervini | Trend Template |
| Stan Weinstein's Secrets for Profiting in Bull and Bear Markets | 1988 | Stan Weinstein | Stage Analysis, Stage 2 + Mansfield RS |
| The Ivy Portfolio (with Eric Richardson) | 2009 | Meb Faber | 10-Month SMA |
| Global Asset Allocation | 2015 | Meb Faber | 10-Month SMA |
| A Strategy of Daily Stock Market Timing for Maximum Profit | 1960 | Joseph E. Granville | Granville 200-Day, On-Balance Volume |
| Granville's New Key to Stock Market Profits | 1963 | Joseph E. Granville | Granville 200-Day, On-Balance Volume |
| Granville's New Strategy of Daily Stock Market Timing for Maximum Profit | 1976 | Joseph E. Granville | Granville 200-Day, On-Balance Volume |
| Granville's Last Stand | 1995 | Joseph E. Granville | Granville 200-Day, On-Balance Volume |
| Active Investing | – | Alan Hull | Hull Moving Average |
| Trade My Way | 2011 | Alan Hull | Hull Moving Average |
| Invest My Way | 2013 | Alan Hull | Hull Moving Average |
| Commodity Trading Systems and Methods | 1978 | Perry J. Kaufman | Kaufman Adaptive MA |
| The New Commodity Trading Systems and Methods | 1987 | Perry J. Kaufman | Kaufman Adaptive MA |
| Smarter Trading: Improving Performance in Changing Markets | 1995 | Perry J. Kaufman | Kaufman Adaptive MA |
| Trading Systems and Methods (6th edition) | 2020 | Perry J. Kaufman | Kaufman Adaptive MA |
| The Trading Tribe | 2005 | Ed Seykota | Seykota 15/150 |
| Share Trading | 1996 | Daryl Guppy | Guppy Multiple MAs |
| Better Stock Trading: Money and Risk Management | 2003 | Daryl Guppy | Guppy Multiple MAs |
| Trend Trading: A Seven-Step Approach to Success | 2004 | Daryl Guppy | Guppy Multiple MAs |
| Ichimoku Kinko Hyo (Japanese guidebook; exact title and volume not verified) | 1969 | Goichi Hosoda | Ichimoku Cloud |
| Tout le monde mérite d'être riche | 2006 | Olivier Seban | Supertrend |
| Trading Chaos: Applying Expert Techniques to Maximize Your Profits | 1995 | Bill Williams | Williams Alligator |
| New Trading Dimensions: How to Profit from Chaos in Stocks, Bonds, and Commodities | 1998 | Bill Williams | Williams Alligator |
| Trading Chaos (2nd edition, with Justine Gregory-Williams) | 2004 | Bill Williams | Williams Alligator |
| The New Technical Trader (with Stanley Kroll) | 1994 | Tushar S. Chande | Aroon, Chande Kroll Stop, StochRSI 20/80 |
| Beyond Technical Analysis | – | Tushar S. Chande | Aroon, Chande Kroll Stop, StochRSI 20/80 |
| New Concepts in Technical Trading Systems | 1978 | J. Welles Wilder Jr. | Parabolic SAR, ADX Trend, Wilder Volatility System, RSI 30/70 |
| The Adam Theory of Markets or What Matters Is Profit | 1987 | J. Welles Wilder Jr. | Parabolic SAR, ADX Trend, Wilder Volatility System, RSI 30/70 |
| The Delta Phenomenon, or the Hidden Order in All Markets | 1991 | J. Welles Wilder Jr. | Parabolic SAR, ADX Trend, Wilder Volatility System, RSI 30/70 |
| Double Your Money Every Three Years | 1974 | Gerald Appel | MACD Zero Line, MACD Signal Cross |
| Technical Analysis: Power Tools for Active Investors | 2005 | Gerald Appel | MACD Zero Line, MACD Signal Cross |
| Opportunity Investing | 2007 | Gerald Appel | MACD Zero Line, MACD Signal Cross |
| Trading for a Living | 1993 | Alexander Elder | Elder Triple Screen, Elder Impulse, Force Index |
| Come Into My Trading Room | 2002 | Alexander Elder | Elder Triple Screen, Elder Impulse, Force Index |
| Entries & Exits | 2006 | Alexander Elder | Elder Triple Screen, Elder Impulse, Force Index |
| The New Sell & Sell Short | 2011 | Alexander Elder | Elder Triple Screen, Elder Impulse, Force Index |
| Street Smarts: High Probability Short-Term Trading Strategies (with Laurence A. Connors) | 1995 | Linda Bradford Raschke | Holy Grail, Keltner Channel, Turtle Soup Plus One |
| Trading Sardines | 2019 | Linda Bradford Raschke | Holy Grail, Keltner Channel, Turtle Soup Plus One |
| Street Smarts: High Probability Short-Term Trading Strategies (with Linda Bradford Raschke) | 1995 | Larry Connors | Holy Grail, RSI(2) Pullback, Double 7s, ConnorsRSI Pullback, Connors %b, Turtle Soup Plus One |
| Short Term Trading Strategies That Work (with Cesar Alvarez) | 2008 | Larry Connors | Holy Grail, RSI(2) Pullback, Double 7s, ConnorsRSI Pullback, Connors %b, Turtle Soup Plus One |
| High Probability ETF Trading (with Cesar Alvarez) | 2009 | Larry Connors | Holy Grail, RSI(2) Pullback, Double 7s, ConnorsRSI Pullback, Connors %b, Turtle Soup Plus One |
| Winning on Wall Street | 1986 | Martin Zweig | Zweig 4% Model |
| MESA and Trading Market Cycles | – | John F. Ehlers | MAMA/FAMA Cross, Zero Lag EC Cross, Laguerre RSI, Fisher Transform |
| Rocket Science for Traders: Digital Signal Processing Applications | 2001 | John F. Ehlers | MAMA/FAMA Cross, Zero Lag EC Cross, Laguerre RSI, Fisher Transform |
| Cybernetic Analysis for Stocks and Futures | 2004 | John F. Ehlers | MAMA/FAMA Cross, Zero Lag EC Cross, Laguerre RSI, Fisher Transform |
| Getting Ready to Trade FX (with Terry Schaff) | – | Doug Schaff | Schaff Trend Cycle |
| The Forex Strategy Manual (with Terry Schaff) | – | Doug Schaff | Schaff Trend Cycle |
Breakouts & channels
| Title | Year | Author | Plays on Be The Puck |
|---|---|---|---|
| Following the Trend: Diversified Managed Futures Trading | 2013 | Andreas F. Clenow | Clenow Trend, Stocks on the Move |
| Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies | 2015 | Andreas F. Clenow | Clenow Trend, Stocks on the Move |
| Trading Evolved: Anyone Can Build Killer Trading Strategies in Python | 2019 | Andreas F. Clenow | Clenow Trend, Stocks on the Move |
| Bollinger on Bollinger Bands | 2001 | John Bollinger | Bollinger Breakout, Bollinger Squeeze, Bollinger Reversion |
| How to Make Money in Commodities | 1960 | Chester W. Keltner | Keltner Channel |
| Technical Traders Guide to Computer Analysis of the Futures Markets (with David W. Lucas) | 1992 | Chuck LeBeau | Chandelier Exit |
| Commodity Trend Timing (weekly newsletter, 1960–1979) | 1960 | Richard Donchian | Four-Week Rule |
| The Original Turtle Trading Rules (OriginalTurtles.org; Curtis Faith and the original Turtles) | 2003 | Richard Dennis & William Eckhardt | Turtle System 1, Turtle System 2 |
| Way of the Turtle (Curtis Faith, McGraw-Hill) | 2007 | Richard Dennis & William Eckhardt | Turtle System 1, Turtle System 2 |
| Market Wizards (Jack D. Schwager; includes Dennis interview) | 1989 | Richard Dennis & William Eckhardt | Turtle System 1, Turtle System 2 |
| The New Market Wizards (Jack D. Schwager; includes Eckhardt interview) | 1992 | Richard Dennis & William Eckhardt | Turtle System 1, Turtle System 2 |
| How I Made $2,000,000 in the Stock Market | 1960 | Nicolas Darvas | Darvas Box |
| Wall Street: The Other Las Vegas | 1964 | Nicolas Darvas | Darvas Box |
| The Anatomy of Success | 1965 | Nicolas Darvas | Darvas Box |
| The Darvas System for Over-the-Counter Profits | 1971 | Nicolas Darvas | Darvas Box |
| You Can Still Make It in the Market | 1977 | Nicolas Darvas | Darvas Box |
| Kroll on Futures Trading Strategy | 1988 | Stanley Kroll | Chande Kroll Stop, StochRSI 20/80 |
| The New Technical Trader (with Tushar S. Chande) | 1994 | Stanley Kroll | Chande Kroll Stop, StochRSI 20/80 |
| How to Use the Three-Point Reversal Method of Point & Figure Stock Market Trading | 1947 | A.W. Cohen | P&F Double Top |
| Point & Figure Charting: The Essential Application for Forecasting and Tracking Market Prices | 1995 | Thomas J. Dorsey | P&F Double Top |
| Big Trends in Trading: Strategies to Master Major Market Moves | 2002 | Price Headley | Acceleration Bands |
| Mastering the Trade | 2005 | John F. Carter | TTM Squeeze |
| Day Trading With Short Term Price Patterns and Opening Range Breakout | 1990 | Toby Crabel | NR7 Breakout |
Momentum
| Title | Year | Author | Plays on Be The Puck |
|---|---|---|---|
| Time Series Momentum, Journal of Financial Economics 104(2) | 2012 | Moskowitz, Ooi & Pedersen | 12-Month Momentum |
| Efficiently Inefficient (Lasse Heje Pedersen) | 2015 | Moskowitz, Ooi & Pedersen | 12-Month Momentum |
| Technical Analysis Explained | 1979 | Martin J. Pring | Know Sure Thing |
| The 52-Week High and Momentum Investing, Journal of Finance 59(5): 2145–2176 | 2004 | Thomas J. George & Chuan-Yang Hwang | 52-Week High |
| Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency, Journal of Finance 48(1): 65–91 | 1993 | Narasimhan Jegadeesh & Sheridan Titman | 12-1 Momentum |
| Profitability of Momentum Strategies: An Evaluation of Alternative Explanations, Journal of Finance 56(2): 699–720 | 2001 | Narasimhan Jegadeesh & Sheridan Titman | 12-1 Momentum |
| Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk (McGraw-Hill) | 2014 | Gary Antonacci | Dual Momentum |
| Risk Premia Harvesting Through Dual Momentum (SSRN working paper; later Journal of Management & Entrepreneurship 11(1), 2017) | 2012 | Gary Antonacci | Dual Momentum |
| Momentum Success Factors (NAAIM Wagner Award, 1st place) | 2012 | Gary Antonacci | Dual Momentum |
| Optimal Momentum Investing (NAAIM Wagner Award, 2nd place) | 2011 | Gary Antonacci | Dual Momentum |
| Relative Strength as a Criterion for Investment Selection, Journal of Finance 22(4): 595–610 | 1967 | Robert A. Levy | Levy Relative Strength |
| Momentum, Direction, and Divergence | 1995 | William Blau | TSI Zero Line |
| Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less (SSRN) | 2017 | Wouter J. Keller & Jan Willem Keuning | 13612W Momentum |
| Breadth Momentum and the Canary Universe: Defensive Asset Allocation (DAA) (SSRN) | 2018 | Wouter J. Keller & Jan Willem Keuning | 13612W Momentum |
| Market States and Momentum, Journal of Finance 59: 1345-1365 | 2004 | Michael J. Cooper, Roberto C. Gutierrez Jr. & Allaudeen Hameed | Market-State Momentum |
| Frog in the Pan: Continuous Information and Momentum, Review of Financial Studies 27(7): 2171-2218 | 2014 | Zhi Da, Umit G. Gurun & Mitch Warachka | Frog in the Pan |
Mean reversion
| Title | Year | Author | Plays on Be The Puck |
|---|---|---|---|
| How I Made One Million Dollars... Last Year... Trading Commodities | 1973 | Larry Williams | Williams %R |
| Long-Term Secrets to Short-Term Trading | 1999 | Larry Williams | Williams %R |
| The New Science of Technical Analysis | 1994 | Tom DeMark | DeMark 9-Count |
| New Market Timing Techniques: Innovative Studies in Market Rhythm & Price Exhaustion | 1997 | Tom DeMark | DeMark 9-Count |
| DeMark on Day Trading Options | 1999 | Tom DeMark | DeMark 9-Count |
| Short Term Trading Strategies That Work (with Larry Connors) | 2008 | Cesar Alvarez | RSI(2) Pullback, Double 7s, ConnorsRSI Pullback, Connors %b |
| High Probability ETF Trading (with Larry Connors) | 2009 | Cesar Alvarez | RSI(2) Pullback, Double 7s, ConnorsRSI Pullback, Connors %b |
| An Introduction to ConnorsRSI (with Larry Connors and Cesar Alvarez) | 2012 | Matt Radtke | ConnorsRSI Pullback |
| The IBS Effect: Mean Reversion in Equity ETFs (NAAIM Founders Award entry) | 2014 | Alexander S. Pagonidis | IBS Reversion |
| Jegadeesh: Evidence of Predictable Behavior of Security Returns, Journal of Finance 45(3): 881-898 | 1990 | Narasimhan Jegadeesh & Bruce N. Lehmann | 1-Month Reversal |
| Lehmann: Fads, Martingales, and Market Efficiency, Quarterly Journal of Economics 105(1): 1-28 | 1990 | Narasimhan Jegadeesh & Bruce N. Lehmann | 1-Month Reversal |
Volume & money flow
| Title | Year | Author | Plays on Be The Puck |
|---|---|---|---|
| Stock Market Logic | 1976 | Norman Fosback | Negative Volume Index |
| Investing with Volume Analysis | 2011 | Buff Dormeier | Buff Averages |
| Intermarket Trading Strategies | 2009 | Markos Katsanos | Volume Flow Indicator |
Candles & chart patterns
| Title | Year | Author | Plays on Be The Puck |
|---|---|---|---|
| Japanese Candlestick Charting Techniques | 1991 | Steve Nison | Engulfing Switch |
| Beyond Candlesticks | 1994 | Steve Nison | Engulfing Switch |
| Encyclopedia of Chart Patterns | 2000 | Thomas N. Bulkowski | Engulfing Switch |
| Trading Classic Chart Patterns | 2002 | Thomas N. Bulkowski | Engulfing Switch |
| Encyclopedia of Candlestick Charts | 2008 | Thomas N. Bulkowski | Engulfing Switch |
Calendar
| Title | Year | Author | Plays on Be The Puck |
|---|---|---|---|
| The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle, American Economic Review 92(5): 1618–1635 | 2002 | Sven Bouman & Ben Jacobsen | Halloween Indicator |
| The Halloween Indicator: Everywhere and All the Time (Jacobsen & Zhang, working paper) | 2012 | Sven Bouman & Ben Jacobsen | Halloween Indicator |
| Stock Trader's Almanac (annual) | 1967 | Yale Hirsch & Jeffrey Hirsch | Halloween Indicator, Best Six + MACD, Santa Claus Rally, Presidential Sweet Spot, January Barometer |
| Riding the Bear: How to Prosper in the Coming Bear Market | 1999 | Sy Harding | Seasonal Timing |
| Beat the Market the Easy Way! | 2007 | Sy Harding | Seasonal Timing |
| A Monthly Effect in Stock Returns, Journal of Financial Economics 18(1): 161–174 | 1987 | Robert A. Ariel | Turn of the Month, Pre-Holiday |
| High Stock Returns before Holidays: Existence and Evidence on Possible Causes, Journal of Finance 45(5): 1611–1626 | 1990 | Robert A. Ariel | Turn of the Month, Pre-Holiday |
| Are Seasonal Anomalies Real? A Ninety-Year Perspective, Review of Financial Studies 1(4): 403–425 | 1988 | Josef Lakonishok & Seymour Smidt | Turn of the Month, Pre-Holiday, Weekend Effect |
The yardsticks
| Title | Year | Author | Role |
|---|---|---|---|
| Common Sense on Mutual Funds | 1999 | John C. Bogle | The benchmark |
| The Little Book of Common Sense Investing | 2007 | John C. Bogle | The benchmark |
| Market Timing with Moving Averages | 2017 | Valeriy Zakamulin | The skeptic |