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Trading Systems: Theory and Immediate Practice: Perspectives in Business Culture

Autor Renato Di Lorenzo
en Limba Engleză Paperback – 20 sep 2014
For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon. The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them can be skipped. What makes the miracle of guaranteed trading success possible are the worksheets and the codes for Internet platforms which provide (at a click) functions that once had to be built with great difficulty. These worksheets and codes will be sent free of charge to anyone who requests them from the author (renato.dilorenzo1@gmail.com) as long as the request is accompanied by proof of purchase of the book, such as a photograph of the receipt taken on a mobile phone.
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Specificații

ISBN-13: 9788847055667
ISBN-10: 8847055660
Pagini: 248
Ilustrații: XVI, 232 p.
Dimensiuni: 155 x 235 x 13 mm
Greutate: 0.35 kg
Ediția:2013
Editura: Springer
Colecția Springer
Seria Perspectives in Business Culture

Locul publicării:Milano, Italy

Public țintă

Professional/practitioner

Cuprins

Part I.- 1 Processes.- 2 More About Independence.- 3 Conditional Probability in Practice.- 4 Stationary Processes.- 5 Normality.- 6 Trends.- 7 Autocorrelation.- 8 Ljung-Box.- 9 Periodogram.- Part II.- 10 Indicators.- 11 Process of the AR(p) type.- 12 Generalizations.- 13 The complete open-loop scheme.- 14 Physical realizability.- 15 The equity line.- 6 Predictions.- 17 Optimal AR(p) in practice.- 18 Maps in series.- Part III.- 19 Transfer Functions.- 20 Simple lag.- 21 Gauss Filters.- 22 Stability.- 23 Lag compensator.- 24 Lead compensator.- 25 RLC filter.- 26 Leading indicator.- 27 Regularized filter.- 28 High pass filter.- 29 Frequency transformation.- 30 Gaussianization.- Part IV.- 31 Feedback trading.- 32 Feedback systems.- Part V.- 33 State Space Approach.- 34 Sensitivity.- 35 Butterworth filter.- 36 Frequency response.- 37 Signal to noise ratio; tradability.- 38 Equity StN.- 39 Meyer’s optimum trading system.

Notă biografică

Renato Di Lorenzo, an electronics engineer, graduated in 1968. Between 1970 and 1974 he was employed by Fiat and Aeritalia, first as a researcher and then as a project manager. From 1974 to 1978 he worked for Mira Lanza as Director of Strategic Planning and then as CEO of a subsidiary. For about a year he was a member of the National Economic Commission of the Italian Republican Party. From 1978 to 1980 he was Director of Central Management Control in Sidalm (Motta-Alemagna) and a lecturer at the Faculty of Economics, University of Bologna. Since 1980 he has devoted himself to management and business administration consultancy, specializing in the finance area of the banks and working intensively as a trainer and coach. He has published articles in the U.S. and a successful series of manuals for the 24 ORE Group. He has also published novels of a financial background with Mondadori and other publishers and has founded and directed a school of creative writing. His work has been translated abroad.

Textul de pe ultima copertă

For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Caruso’s recorded voice without the hiss of time and wear.
The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them – starting with the more complicated – can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which provide functions that once had to be built with great difficulty.

Caracteristici

Frames the recipes developed by technical analysis practitioners within a truly scientific context (systems theory) Provides a whole new set of tools that will delight traders across the world Readers who purchase the book will be sent worksheets and codes free of charge upon request Includes supplementary material: sn.pub/extras