English version

• polskie
podział tematyczny
 
• anglojęzyczne
podział tematyczny
 
Newsletter:

• Zamów informacje o nowościach z wybranego tematu
 
Informacje:

• o księgarni

• koszty wysyłki

• kontakt

• Cookies na stronie

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