Attached below is a the compendium of Howard L. Simons' articles for Futures Magazine from May 1994 through May 2017.  The magazine changed its name to Modern Trader beginning with the July 2015 issue.

1. " Adapting Moving Averages For Changing Markets,"May 1994, on an iterative algorithm for classifying markets as trending or sideways;
2. "Backwardation Has Its Price," June 1994, on the relationship between intermonth spreads and option volatility;
3. " Using Options The Spec Way," July 1994, on the Dynamic Option Selection System;
4. " Building A Model For Intermarket Analysis,"November 1994, on an econometric modeling program;
5. "Limitations Of Chaos," June 1995, on the self-constraining nature of chaos and learning/adaptive algorithms;
6. "Trading Trends In Energy Spreads," July 1995, on a model for intermonth spreads in crude oil;
7. "Posting Up,"October 1995, on a model for equilibrating opposite trading risks separated in time;
8. "Peso Possibilities,"November 1995, on a limited-risk trade for high-interest rate currencies;
9. "The Color Of Money,"January 1996, on higher-order option derivatives in hedge management;
10. "Measuring Market Tension,"February 1996, on the Market Tension Index.
11. "Real Men Don’t Index,"April 1996 Inside Options Trading Issue, on the construction and management of option-based enhanced index products for equities and fixed-income funds;
12. "Out With The Old (Crop), In With The New,"May 1996, on how a farmer can capture higher old-crop prices for the forthcoming new crop;
13. "All In All, Another Trick With A Call,"also in the May 1996 issue, on how producers can employ cash-and-carry transactions in a backwardated market;
14. "What’s The Buzz,"July 1996, on the economics behind electricity futures;
15. "A Matter Of No Small Interest,"September 1996, on an option-based technique for selling the Euroyen future when interest rates are near-zero;
16. "Why Johnny Can’t Hedge,"November 1996, which discusses the probabilistic outcomes of hedging transactions and offers option-based alternatives;
17. "South Of The Border With The Rising Sun,"December 1996, on techniques for defeating interest rate penalties for both selling high-interest and buying low-interest currencies;
18. "A Modest Proposal," January 1997, the first satirical look at contract creation and technical analysis;
19. "The Joy of SX," February 1997, which analyzes historical trading patterns in November soybeans;
20. "Great Expectations," April 1997, on the EuroTension Index for STIR and currency movements;
21. "Going To Kansas City," May 1997, on the Chicago/Kansas City wheat spread;
22. "It’s A Gas," June 1997, on the extreme volatility of the natural gas market;
23. "The Importance Of Being Brooksley," July 1997, which discusses deregulation issues in the futures industry;
24. "Just The DAX, Ma’am," August 1997, on the high-frequency relationship between the S&P 500 and the DAX;
25. "A Crude Comparison," September 1997, on an analog between the crude oil markets of 1997 and that of 1993;
26. "A Positive Roll Model," September 1997, on a lower-risk method of trading commodity indices;
27. "Why Be Average?," October 1997, on the relative valuations of American and Asian options;
28. "An Efficient Use Of Resources," November 1997, on the natural resources components of the Toronto 35 index;
29. "Thy Brother's Keeper," December 1997, on the ethical implications of currency speculation;
30. "Hedgers Don't Wear Chains," January 1998, the second annual satirical look at spurious correlation in modeling;
31. "A Risk Is Not A Risk, A Buy Is Not A Buy," February 1998, on the forward structure of option volatility;
32. "The People's Stock Index Futures," March 1998, on the E-mini S&P 500 and Dow Jones futures;
33. "Aren't You Precious," April 1998, on the status of gold and silver and option-based gold-silver ratio trades;
34. "Another Crude Comparison," May 1998, on the analog between the 1993-94 crude oil cycle low and that of 1997-98;
35. "If The Sky's Not The Limit, What Is?" May 1998, on the limits to backwardation in physical markets;
36. "Making A Commitment," June 1998, on the positions of commodity funds in the wheat markets;
37. "Games People Play," July 1998, on the gaming aspects of financial deregulation;
38. "Lightning In A Bottle," August 1998, on prospects for electricity futures;
39. "Death Of A Chartsman," September 1998, on developments in pattern recognition;
40. "Weight Until Dark," October 1998, on the embedded option in the S&P 500 / Dow Jones spread;
41. "Poisson In The Wind," November 1998, on the convergence between insurance and capital markets;
42. "Days Of Our Lives," December 1998, on the impact of changing market technology on technical analysis;
43. "As Goes January," January 1999, the third annual look at spurious correlation;
44. "No Margin For Error," February 1999, on option-based process margin hedging;
45. "You And Your Strike," March 1999, on option strike selection criteria;
46. "Canadian Content," April 1999, on canola and its spread relationship to soybeans;
47. "Nothing To Fear," May 1999, on the CBOE volatility index;
48. "A Matter Of Degrees," June 1999, on weather derivatives;
49. "Let Us Now Praise Famous Hogs," July 1999, on the evolving structure of livestock markets;
50. "Everything You Know Is Wrong," August 1999, a satirical look at stock market forecasting;
51. "All’s Fair In Love And Livestock," September 1999, on determining intermonth spreads in the absence of a defined carrying charge;
52. "The Fate Of The Late, Great Eight," October 1999, on the change to a 6% coupon for Treasury bond futures;
53. "You Can Always Get What You Want," November 1999, on hedge strategies in illiquid markets;
54. "Friends Don’t Let Friends Use Stops," December 1999, on option-based risk management;
55. "If You’re Reading This, It Didn’t Happen," January 2000, the fourth annual look at spurious correlation;
56. "KC And The Sunshine Band," February 2000, on trading strategies for tropical softs;
57. "Look Back In Anger," March 2000, on the uses and behavior of lookback options;
58. "Choose Your Friends, Choose Your Options," April 2000, on the uses and behavior of chooser options;
59. "Compounding The Problem," May 2000, on the uses and behavior of compound options;
60. "The Mid-Ocean Club," June 2000, on the uses and behavior of Bermuda options;
61. "Not All It’s Cracked Up To Be," July 2000, on the uses and behavior of spread options;
62. "Don’t Leave Home Without Them," August 2000, on the uses and behavior of quanto options;
63. "Everybody’s Got To Swing," September 2000, on the uses and behavior of swing contracts;
64. "On And Off, In And Out, Up And Down," October 2000, on the behavior of binary options;
65. "Crushing Miss Elsie," November 2000, on the cattle crush spread;
66. "Every Spread Tells A Tale" December 2000, on the NASDAQ 100 / S&P 500 spread;
67. "We’ve Lost That Bullish Feeling," January 2001, the fifth annual foray into spurious correlation;
68. "Crying Over Spilled Milk," February 2001, on the equity tension index;
69. "Springtime For Bran Flakes," March 2001, on spread trades for hard red spring wheat;
70. "Think Before You Spread: Should One Size Fit All?," April 2001, on different types of spreads;
71. "Convert To The Cause," May 2001, on convertible bond pricing;
72. "Convertibles: You Can Run, But You Can't Hide," June 2001, on convertible bond hedging issues;
73. "Next Civilization, No Commodities!," July 2001, on terms of trade and their market implications;
74. "Taking It To The Street" January 2002, the sixth annual foray into spurious correlation;
75. "The Money's Got To Go Somewhere," April 2002, on prospects for commodity price inflation;
76. "Two Sides Of Different Coins," May 2002, on technical differences between stocks and commodities;
77. "The Producers," June 2002, on commodity-linked equities of producers;
78. "A Consuming Passion," July 2002, on commodity-linked equities of consumers;
79. "Due Process For Commodities," August 2002, on commodity-linked equities of processors;
80. "Two Can Be As Good As One," September 2002, on matched pair trading using single stock futures;
81. "The Alpha Bet," October 2002, on alpha management using single stock futures;
82. "Both A Borrower And A Lender Be," November 2002, on the role of securities lending in single stock futures;
83. "Death, Taxes And Single Stock Futures," December 2002, on the tax code's effect on single stock futures;
84. "Fixed Income, Broken Wind," January 2003, the seventh annual foray into spurious correlation;
85. "Trade A Sympathetic Market,Get Sympathy," February 2003, on intermarket analysis;
86. "Let's Go Do The Swap," March 2003, on equity total return swaps;
87. "Constitution And Reconstitution," April 2003, on using security futures to manage index funds;
88. "The Payoff From Payouts," May 2003, on the impact of tax policy changes;
89. "Everything You Know Is (Still) Wrong," June 2003, on the enduring bear market;
90. "It's Different Enough This Time," July 2003, on the Nasdaq 100 / Composite spread;
91. "The World Turned Upside Down," August 2003, on implications of the new tax law on security futures;
92. "Bonds Begin At Home," August 2003, on mortgages as a leading indicator for bonds;
93. "Balancing Fear And Greed," September 2003, on a revision of the Equity Tension Index;
94. "Base Metal Werewolves In London," October 2003, on the LME metals as market indicators;
95. "It's A Bond-Stock-Future," October 2003, on security futures on fixed income ETFs;
96. "Precious And Few," November 2003, on the use of precious metals as market indicators;
97. "One Good Turn Deserves Another," December 2003, on the year-end eurodollar trade;
98. "Eur's On First," January 2004, the eighth annual foray into spurious correlation,
99. "See TED Spread," February 2004, on the history and expansion of the TED spread;
100. "It's Not The Economy, Stupid," March 2004, on links beteen macro indicators and markets;
101. "Can The CPI Catch Your Eye?," April 2004, on topics of inflation;
102. "Inflation Is Everywhere And Nowhere," May 2004, on uses of inflation futures;
103. "A Six-Pack Of Oil Indicators," June 2004, on oil industry spreads;
104. "Are Commodities A Sensitive Barometer Or A Broken Clock?," July 2004, on industrial commodities and their relationship to financial markets;
105. "Taking The Commodity Out Of Currencies," August 2004, on resource currencies;
106. "Open End Questions For Closed-Minded People," January 2005, the ninth annual foray into spurious correlation;
107. "Think Before You Link Commodities And Equities," February 2005, on commodity index ETFs;
108. "The Euro And The Logic Of Money," March 2005, on monetary relationships affecting the euro;
109. "Other Governments, Other Debts," April 2005, on the role of municipal bonds;
110. "The Price Is Right...Sometimes," May 2005, on the impact of monthly inflation reports;
111. "Working At Employment, June 2005, on the monthly employment situation report;
112. "The Rise And Fall Of The Merchandise Trade Report, July 2005, on the unimportance of trade data to markets;
113. "Are You Confident About Sentiment?, August 2005, on consumer confidence and retail sales;
114. "The Permanent Importance Of Durable Goods," September 2005, on durable goods' link to financial markets;
115. "Style Is Always In Fashion With The Russell 1000 Index," April 2014, on the Russell 1000 growth and value indices
116. "How Markets Learned To Ignore QE Nuance," May 2014, on whether QE changed market returns significantly
117. "Capturing Aluminum's Embedded Call Option," June 2014, on all-in delivered price futures for aluminum;
118. "NASDAQ 100 Smiles During Market Frowns," July/August 2014, on using smiles and CDS costs as anxiety indicators;
119. "Eurodollar Commitments Mean Little In A Swap World," September 2014, on the commercial/non-commercial imbalance in COT positions;
120. "Haven Bids, The Yield Curve And Stock Market Response," October 2014, on the effects of global crises on the yield curve
121. "Trade The VIX Via The S&P 500," November 2014, on trading price with price and not with volatility;
122. "Fighting The Next War In The Eurodollar Market," December 2014, on the Eurodollar market's response to financial crisis;
123. "Fighting The Next War With Emerging Market Equities," January 2015, on emerging market equities' response to financial crisis
124. "European Bond Spreads, Yield Curves And Volatility," February 2015, on credit-related differences in volatility and yield curves;
125. "Physical Commodities Are Not An Inflation Hedge," March 2015, on the the inability of commodity indices to match inflation;
126. "STOXX And VSTOXX Are Not An X Too Far," April 2015, on trading patterns in the VSTOXX
127. "Short-Term Rate Expectations And Market Returns," May 2015, on two-year swaptions and prospective stock and corporate bond returns;
128. "What's One More Dollar Index?" June 2015, on the Bloomberg Dollar Spot index;
129. "Is Crude Oil Really A Currency-Driven Commodity?" August 2015, on linkages between crude oil and dollar returns;
130. "No Need To Get Wise To The Surprise Index" September 2015, on the inability of the CESI to lead financial markets
131. "Changing Euro Day Structures Over Time" October 2015, on the effects of algorithmic trading on the euro;
132. "Changing Canadian Dollar Day Structures Over Time" November 2015, on the effects of algorithmic trading on the Canadian dollar
133. "Dow And S&P 500 Have Their Disconnected Ups And Downs" December 2015, on the long-term trading relationship between the two indices;
134. "When You're A Jet, Stay Hedged All The Way" January 2016, on hedging jet fuel with ULSD futures; 
135. "​​Energy Storage Operators And Forward Curves," February 2016, on the relative performance of the oil & gas storage index; 
136. "Volatility And Treasury ETF Returns," March 2016, on how volatility affects prospective returns by maturity; 
137. "Dollar Measures And Relative Equity Returns," April 2016, on an equity performance-based approach to currency indexation;
138. "Australian Dollar And Seemingly Unrelated Cross-Rates," May 2016, on the AUD/EUR and AUD/NZD trades;
139. ​"Canola Crushes And Spreads," June 2016, on canola/rapeseed and canola/soy spreads; 
140. "Currency Responses To Equity Shocks," July 2016, on differing risk-on/risk-off currency responses; 
141. "Forward And Backward With Inflation Swaps," August 2016, on external factors' relationship to one-year inflation swaps; 
142. "Gold, Real Rates And The Yield Curve," September 2016, on gold's reaction to monetary variables; 
143. "Base Metals Correlation And Divergence," October 2016, on relationships in the base metals complex; 
144. "The Mysterious Case Of Gold And Crude Oil," November 2016, on the relationship between gold and crude oil; 
145. "Risky Bonds And The Dollar Index," December 2016, on factors affecting high-yield bonds; 
146. "Risky Bonds And Crude Oil," January 2017, on factors affecting high-yield bonds; 
147. "Individual Commodity/Currency Correlations Irregular," February 2017, on the commodity/currency relationship;
148. "Crude Oil And Natural Gas Are Not The Same Thing," March 2017, on the relationship between the two markets; 
149. "The Platinum/Gold Spread," April 2017, on the spread between platinum and gold; and 
150. "Long-Dated Yield Curve Flatteners," May 2017, on convexity at the long end of the yield curve;