Trading Against the Crowd: Profiting from Fear and Greed in Stock, Futures and Options Markets

Introduction.

Chapter 1. Reflections of a Contrarian on Investor Psychology.

Chapter 2. Measuring "Joe Option Trader" Sentiment.

Chapter 3. Will the Real Put/Call Ratio Please Stand Up?

Chapter 4. The Option Trading Crowd at Extremes.

Chapter 5. Does the Entire Group of Option Traders Get it Wrong?

Chapter 6. OEX Option Traders—Is This a Smart Money Crowd?

Chapter 7. From Statistical Tests to Sentiment Trading System.

Chapter 8. Squeeze Play I: Pulling the Price Trigger.

Chapter 9. Sentiment Squeeze Play II.

Chapter 10. Squeeze Play II and LEAPS Surrogates.

Chapter 11. The Tsunami Sentiment Wave Trading System.

Chapter 12. Adapting Put/Call Ratios to Bond Futures.

Chapter 13. Option Implied Volatility and Investor Sentiment.

Chapter 14. Testing Option Volatility on Equity Indices.

Chapter 15. Stock Options Volatility and Sentiment Long Waves.

Chapter 16. Gauging Crowd Psychology with Short Selling Ratios.

Chapter 17. Public Shorts: Still As Good As Ever as Crowd "Sentimeter".

Chapter 18. Trading Against the Advisory Opinion Crowd.

Chapter 19. The Fourth Estate Crowd.

Chapter 20. Postscript on Crowd Psychology in Financial Markets.

Appendix A: MetaStock Formula Language Code.

Appendix B: TradeStation EasyLanguage^® Code.

Appendix C: Notes on System Testing. 

Index.