Advanced Trading Rules Second
Edition
Emmanual Acar
Proprietary Trader, BZW
Stephen Satchell Reader in Financial Econometrics at Trinity College, Cambridge;
Visiting Professor at Birkbeck College, City University Business School and University of
Technology, Sydney.
- 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
"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
In brief
'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.
Contents
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.
Readership: Financial markets
professionals - Financial Traders, Financial Analysts, Investment/Pension Fund Managers
447 pages