Author : Howard Bandy
Publisher :
Page : pages
File Size : 48,84 MB
Release : 2014-01-02
Category :
ISBN : 9780979183850
Techniques for design, testing, validation and analysis of systems for trading stocks, futures, ETFs, and FOREX. Includes techniques for assessing system health, dynamical determining maximum safe position size, and estimating profit potential.
Author : David Aronson
Publisher : John Wiley & Sons
Page : 572 pages
File Size : 41,38 MB
Release : 2011-07-11
Category : Business & Economics
ISBN : 1118160584
Evidence-Based Technical Analysis examines how you can apply the scientific method, and recently developed statistical tests, to determine the true effectiveness of technical trading signals. Throughout the book, expert David Aronson provides you with comprehensive coverage of this new methodology, which is specifically designed for evaluating the performance of rules/signals that are discovered by data mining.
Author : Christian L. Dunis
Publisher : John Wiley & Sons
Page : 426 pages
File Size : 13,17 MB
Release : 2004-01-09
Category : Business & Economics
ISBN : 0470871342
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio
Author : Howard Bandy
Publisher :
Page : 376 pages
File Size : 47,33 MB
Release : 2011-06-02
Category :
ISBN : 9780979183836
Author : Scott Patterson
Publisher : Currency
Page : 354 pages
File Size : 41,35 MB
Release : 2011-01-25
Category : Business & Economics
ISBN : 0307453383
With the immediacy of today’s NASDAQ close and the timeless power of a Greek tragedy, The Quants is at once a masterpiece of explanatory journalism, a gripping tale of ambition and hubris, and an ominous warning about Wall Street’s future. In March of 2006, four of the world’s richest men sipped champagne in an opulent New York hotel. They were preparing to compete in a poker tournament with million-dollar stakes, but those numbers meant nothing to them. They were accustomed to risking billions. On that night, these four men and their cohorts were the new kings of Wall Street. Muller, Griffin, Asness, and Weinstein were among the best and brightest of a new breed, the quants. Over the prior twenty years, this species of math whiz--technocrats who make billions not with gut calls or fundamental analysis but with formulas and high-speed computers--had usurped the testosterone-fueled, kill-or-be-killed risk-takers who’d long been the alpha males the world’s largest casino. The quants helped create a digitized money-trading machine that could shift billions around the globe with the click of a mouse. Few realized, though, that in creating this unprecedented machine, men like Muller, Griffin, Asness and Weinstein had sowed the seeds for history’s greatest financial disaster. Drawing on unprecedented access to these four number-crunching titans, The Quants tells the inside story of what they thought and felt in the days and weeks when they helplessly watched much of their net worth vaporize--and wondered just how their mind-bending formulas and genius-level IQ’s had led them so wrong, so fast.
Author : Adam Grimes
Publisher : John Wiley & Sons
Page : 487 pages
File Size : 45,54 MB
Release : 2012-05-31
Category : Business & Economics
ISBN : 1118238141
A breakthrough trading book that provides powerful insights on profitable technical patterns and strategies The Art and Science of Technical Analysis is a groundbreaking work that bridges the gaps between the academic view of markets, technical analysis, and profitable trading. The book explores why randomness prevails in markets most, but not all, of the time and how technical analysis can be used to capture statistically validated patterns in certain types of market conditions. The belief of the book is that buying and selling pressure causes patterns in prices, but that these technical patterns are only effective in the presence of true buying/selling imbalance. The Art and Science of Technical Analysis is supported by extensive statistical analysis of the markets, which will debunk some tools and patterns such as Fibonacci analysis, and endorse other tools and trade setups. In addition, this reliable resource discusses trader psychology and trader learning curves based on the author's extensive experience as a trader and trainer of traders. Offers serious traders a way to think about market problems, understand their own performance, and help find a more productive path forward Includes extensive research to validate specific money-making patterns and strategies Written by an experienced market practitioner who has trained and worked with many top traders Filled with in-depth insights and practical advice, The Art and Science of Technical Analysis will give you a realistic sense of how markets behave, when and how technical analysis works, and what it really takes to trade successfully.
Author : Robert Alexander Taggart
Publisher :
Page : 328 pages
File Size : 41,1 MB
Release : 1996
Category : Business & Economics
ISBN :
Appropriate for intermediate undergraduate or graduate-level courses in Investments, Investment Management, Security Analysis. It is also suitable as a supplement for such courses as Money and Capital Markets, Fixed Income Securities, Derivative Securities and Portfolio Management. The purpose of the book is to provide a concise overview of the quantitative tools and models that have been most widely used in investment management. It is the premise of the book that many of the most popular quantitative techniques have certain elements in common, and that if these elements can be understood, the reader can gain a working understanding of a wider variety of complex securities and portfolio management techniques.
Author : John J. Murphy
Publisher : Penguin
Page : 579 pages
File Size : 45,56 MB
Release : 1999-01-01
Category : Business & Economics
ISBN : 0735200661
John J. Murphy has updated his landmark bestseller Technical Analysis of the Futures Markets, to include all of the financial markets. This outstanding reference has already taught thousands of traders the concepts of technical analysis and their application in the futures and stock markets. Covering the latest developments in computer technology, technical tools, and indicators, the second edition features new material on candlestick charting, intermarket relationships, stocks and stock rotation, plus state-of-the-art examples and figures. From how to read charts to understanding indicators and the crucial role technical analysis plays in investing, readers gain a thorough and accessible overview of the field of technical analysis, with a special emphasis on futures markets. Revised and expanded for the demands of today's financial world, this book is essential reading for anyone interested in tracking and analyzing market behavior.
Author : Joel Rubano
Publisher :
Page : 594 pages
File Size : 28,47 MB
Release : 2020-01-02
Category : Business & Economics
ISBN : 9780997629514
Trader Construction Kit is a practical guide to developing the skills and techniques employed by professional traders at a bank, hedge fund or financial institution: ? Fundamentally and technically analyzing a market. ? Assessing the volatility and risk characteristics of the market. ? Developing a view, an actionable perspective on the future of price. ? Evaluating directional, spread, option & quantitative trading strategies. ? Weighing the inherent risk and reward in potential positions. ? Efficiently executing trades and managing the resulting exposures. ? New - Data Science & Programming Appendix
Author : Ganapathy Vidyamurthy
Publisher : John Wiley & Sons
Page : 295 pages
File Size : 33,97 MB
Release : 2011-02-02
Category : Business & Economics
ISBN : 111804570X
The first in-depth analysis of pairs trading Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment houses with the tools they need to successfully implement and profit from this proven trading methodology. Pairs Trading contains specific and tested formulas for identifying and investing in pairs, and answers important questions such as what ratio should be used to construct the pairs properly. Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.
