Intelligent Trading Systems
Autor Ondrej Martinskyen Limba Engleză Paperback – 31 dec 2009
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Specificații
ISBN-13: 9781906659530
ISBN-10: 1906659532
Pagini: 200
Ilustrații: 1
Dimensiuni: 164 x 231 x 17 mm
Greutate: 0.34 kg
Editura: HARRIMAN HOUSE LTD
ISBN-10: 1906659532
Pagini: 200
Ilustrații: 1
Dimensiuni: 164 x 231 x 17 mm
Greutate: 0.34 kg
Editura: HARRIMAN HOUSE LTD
Cuprins
Introduction 1: Reality, the intersection of multiple theories Efficient market hypothesis The theory of chaos Behavioral market theory 2: The dynamics of crowd behavior Methodologies for the study of markets The system theory point of view The wave principle Fibonacci mathematics in financial markets 3: Security exchanges at a glance Financial markets Security exchanges Exchange clearing systems 4: Basic tenets of automated trading Indicators and oscillators Money management Statistics The sensitivity to changes of system parameters 5: Simulation and backtesting of trading strategies The value of simulation in the trading Human factor in the trading chain Modeling of order execution Modeling of time and price skews Discrete Event System Specification Simulation of the trading environment Embedding trading strategies into the simulation Simulation case study 6: Optimization of trading strategies Parametric trading strategies Genetic algorithms Inspiration from nature Computational model of genetic evolution Optimization case study 7: Fuzzy approach to trading strategies Concept of uncertainty and the basics of fuzzy logic theory Fuzzy logic and fuzzy inference Fuzzy-based trading strategies Analysis of sensitivity and robustness Case study Summary Bibliography and further reading Notations, functions and mathematical symbols
Notă biografică
Ondrej Martinsky
Descriere
This work deals with the issue of problematic market price prediction in the context of crowd behavior. "Intelligent Trading Systems" describes technical analysis methods used to predict price movements.