Trading systems and methods
The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverag...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley
c2013.
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| Edición: | 5th ed |
| Colección: | Wiley Trading
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628473606719 |
Tabla de Contenidos:
- Trading Systems and Methods; Contents; Preface to the Fifth Edition; CHAPTER 1 Introduction; THE EXPANDING ROLE OF TECHNICAL ANALYSIS; CONVERGENCE OF TRADING STYLES IN STOCKS AND FUTURES; A LINE IN THE SAND BETWEEN FUNDAMENTALS AND TECHNICAL ANALYSIS; PROFESSIONAL AND AMATEUR; RANDOM WALK; DECIDING ON A TRADING STYLE; MEASURING NOISE; Other Measurements of Noise; Impact on Trading; MATURING MARKETS AND GLOBALIZATION; BACKGROUND MATERIAL; RESEARCH GUIDELINES; OBJECTIVES OF THIS BOOK; PROFILE OF A TRADING SYSTEM; Changing Markets and System Longevity; The Choice of Data; Diversification
- Trade Selection Testing; Risk Control; Transaction Costs; Performance Monitoring and Feedback; A WORD ABOUT THE NOTATION USED IN THIS BOOK; AND FINALLY . . .; CHAPTER 2 Basic Concepts and Calculations; Helpful Software; ABOUT DATA AND AVERAGING; The Law of Averages; In-Sample and Out-of-Sample Data; How Much Data Is Enough?; ON AVERAGE; Geometric Mean; Quadratic Mean; Harmonic Mean; PRICE DISTRIBUTION; Frequency Distributions; Median and Mode; Characteristics of the Principal Averages; MOMENTS OF THE DISTRIBUTION: VARIANCE, SKEWNESS, AND KURTOSIS; Variance (2nd Moment); Skewness (3rd moment
- Kurtosis (4th Moment)Choosing between Frequency Distribution and Standard Deviation; Probability of Achieving a Return; Standard Error; t-Statistic and Degrees of Freedom; STANDARDIZING RISK AND RETURN; Calculating Returns; Risk and Volatility; THE INDEX; Constructing an Index; Calculating the Net Asset Value-Indexing Returns; Leveraged Long or Short Index Funds; Cross-Market and Weighted Index; U.S. Dollar Index; STANDARD MEASUREMENTS OF PERFORMANCE; PROBABILITY; Laws of Probability; Joint and Marginal Probability; Contingent Probability; Markov Chains; Bayes' Theorem; SUPPLY AND DEMAND
- Demand Supply; Equilibrium; Cobweb Charts; Building a Model; Changing Factors; Economic Reports; CHAPTER 3 Charting; FINDING CONSISTENT PATTERNS; What Causes Chart Patterns?; WHAT CAUSES THE MAJOR PRICE MOVES AND TRENDS?; THE BAR CHART AND ITS INTERPRETATION BY CHARLES DOW; The Dow Theory; The Basic Tenets of the Dow Theory; Interpreting Today's S&P Using Dow Theory; Dow Theory and Futures Markets; CHART FORMATIONS; The Trend in Retrospect; TRENDLINES; Redrawing Trendlines; Support and Resistance Lines; Rules for Trading Using Trendlines
- Trading Rules for Horizontal Support and Resistance Levels Creating a Channel with Trendlines; ONE-DAY PATTERNS; Gaps; Trading Rules for Gaps; Spikes; Island Reversals; Reversal Days and Key Reversal Days; Wide-Ranging Days, Inside Days, and Outside Days; CONTINUATION PATTERNS; Symmetric, Descending, and Ascending Triangles; Formation of a Descending Triangle; Flags; Pennants; Wedges; BASIC CONCEPTS IN CHART TRADING; Major and Minor Formations; Market Noise; ACCUMULATION AND DISTRIBUTION-BOTTOMS AND TOPS; V-Tops and V-Bottoms; Double and Triple Tops and Bottoms; Extended Rectangle Bottom
- Rounded Tops and Bottoms
