Advanced Trading Rules

Advanced Trading Rules

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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 returnsfollows that the second condition is given by: /2 /2 dE(R, )/dx = 0 Al- \ -ffp(-x) exp(-x/ 2) + /i)/-exp(-x2/2) = 0 V 7T V 7T A first remark is that the ... It has been proven here that minimizing the mean squared error is a sufficient but not necessary condition to maximize returns. ... 4.4 TECHNICAL INDICATORS The majority of traders forecast price changes using technical analysis, even though autoregressiveanbsp;...


Title:Advanced Trading Rules
Author: Emmanuel Acar, Stephen Satchell
Publisher:Butterworth-Heinemann - 2002
ISBN-13:

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