Christmas Tree Spread
Simultaneous purchase and writing of options with either a different strike price or expiration date or combination of the two.
Price series that has been smoothed by a mathematical technique such as a moving average. This first series of smoothed price data is then smoothed a second time.
Golden Mean or Golden Ratio
Ratio of any two consecutive numbers in the Fibonacci sequence, equal to 0.618; an important proportion that is a phenomenon in music, art, architecture and biology.
Trading day in which the open is above/below the previous day’s high/low and the close is below/above the previous day’s close with narrow range.
Time series representing change of today’s price from some fixed number of days back in history.