Advanced trading rules[electronic re...
Acar, E.

 

  • Advanced trading rules[electronic resource] /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 332.042
    書名/作者: Advanced trading rules/ edited by E. Acar and S. Satchell.
    其他作者: Acar, E.
    出版者: Oxford : : Butterworth-Heinemann,, 2002.
    面頁冊數: xvi, 449 p. : : ill. ;; 25 cm.
    附註: Originally published: 1998.
    叢書名: Quanitative finance series
    標題: Futures.
    標題: Exchange.
    標題: Securities.
    標題: International finance.
    標題: Finan�cas internacionais.
    標題: C�ambio (economia)
    標題: Op�c�oes financeiras.
    ISBN: 9780750655163
    ISBN: 075065516X
    書目註: Includes bibliographical references and index.
    內容註: Technical trading rules; Mean variance analysis; Expected returns; Moving average trading rules; Distribution of directional strategies; Exchange Rate prediction; Foreign exchange markets; Informative spillovers in the currency markets; Stop-loss rules; Technical trading rules for S&P 500 futures; Commodity trading advisors; BAREP futures funds.
    摘要、提要註: 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.
    電子資源: An electronic book accessible through the World Wide Web; click for information
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