Dictionary
- Aussie
- A market term for the Australian Dollar.
- Auto Regressive Integrated Moving Average (ARIMA)
- A linear stochastic model forecasting methodology described by Box and Jenkins in their book Time Series Analysis, Forecasting and Control.
- Autocorrelation
- The correlation between the values of a time series and previous values of the same time series. The extent to which the trader’s profit/loss ratio is dependent on his work over certain periods of time.
- Average collection period, or days’ receivables
- The ratio of accounts receivables to daily sales, or the total amount of credit extended per dollar of daily sales.
- Average Directional Movement Index (ADX)
- Indicator developed by J. Welles Wilder to measure market trend intensity.