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Advanced Trading Rules: Quantitative Finance

Editat de Emmanual Acar, Stephen Satchell
en Limba Engleză Hardback – 23 mai 2002
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets.
Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail.
Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts.
Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance.


  • The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers
  • Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation
  • Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns
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Specificații

ISBN-13: 9780750655163
ISBN-10: 075065516X
Pagini: 449
Ilustrații: Illustrated
Dimensiuni: 165 x 234 x 30 mm
Greutate: 0.79 kg
Ediția:2
Editura: ELSEVIER SCIENCE
Seria Quantitative Finance


Public țintă

Financial markets professionals - Financial Traders, Financial Analysts, Investment/Pension Fund Managers.

Cuprins

1. Technical trading rules
2. Mean variance analysis
3. Expected returns
4. Moving average trading rules
5. Distribution of directional strategies
6. Exchange Rate prediction
7. Foreign exchange markets
8. Informative spillovers in the currency markets
9. Stop-loss rules
10. Technical trading rules for S&P 500 futures
11. Commodity trading advisors
12. BAREP futures funds

Recenzii

"Simply the best ... if you are trying to make forecasts in financial markets, if you have a good error rate, but you don't know how to make money with your models, this is your book. Useful to students and teachers and also in research, because it covers a wide range of topics." --Reviewer from Portugal on Amazon.Co.Uk