This book presents an in-depth look at today's top technical trading strategies - and how you can incorporate them into your personal trading program. By combining historical market performance with modern-day technology, technical traders often exhibit uncanny, seemingly intuitive abilities to control money-draining losses while letting profits run."Quantitative Trading Strate...(展开全部)

This book presents an in-depth look at today's top technical trading strategies - and how you can incorporate them into your personal trading program. By combining historical market performance with modern-day technology, technical traders often exhibit uncanny, seemingly intuitive abilities to control money-draining losses while letting profits run."Quantitative Trading Strate...(展开全部)

By some estimates, quantitative (or algorithmic) trading now accounts for over one-third of trading volume in the United States. While institutional traders continue to implement this highly effective approach, many independent traders—with limited resources and less computing power—have wondered if they can still challenge powerful industry professionals at their own game? The...(展开全部)

By some estimates, quantitative (or algorithmic) trading now accounts for over one-third of trading volume in the United States. While institutional traders continue to implement this highly effective approach, many independent traders—with limited resources and less computing power—have wondered if they can still challenge powerful industry professionals at their own game? The...(展开全部)

"The decisions that investment professionals and fund managers make have a direct impact on investor return. Unfortunately, the best implementation methodologies are not widely disseminated throughout the professional community, compromising the best interests of funds, their managers, and ultimately the individual investor. But now there is a strategy that lets professionals m...(展开全部)

The first in-depth analysis of pairs trading Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals...(展开全部)

The first in-depth analysis of pairs trading Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals...(展开全部)

《交易策略百科全书》目录 前言 导言 一个完整的机械交易系统的应该是什么样的？ 如何才算是良好的进场点和出场点？ 系统开发的科学方法、如此方法所需的工具和资料。 第一部分 交易的工具 导言 第一章 数据 数据的类别 数据的时间周期 数据的品质 数据源及数据提供商 第二章 模拟器 模拟器的种类 模拟器的程序化 模拟器输出： 绩效总结报告 逐笔交易报告 模拟器的性能表现：速度、容量、复杂运算能力。 模拟器的可靠性 选择合适的模拟器 本书所用到的模拟器 第三章 优化器和优化过程 优化器的使用 优化器如何工作 优化的分类： 基于经验感觉的优化 全市场遍历优化 受控制优化 遗传算法优化 模拟退火优化 解析优化器 线性设计优化 无效优化的几个原因： 样本量太少 参数集过大 变量无验证 有效优化的几个前提： 样本量要大 交易系统的够成条件及参数数量要少 变量要验证...(展开全部)

《交易策略百科全书》目录 前言 导言 一个完整的机械交易系统的应该是什么样的？ 如何才算是良好的进场点和出场点？ 系统开发的科学方法、如此方法所需的工具和资料。 第一部分 交易的工具 导言 第一章 数据 数据的类别 数据的时间周期 数据的品质 数据源及数据提供商 第二章 模拟器 模拟器的种类 模拟器的程序化 模拟器输出： 绩效总结报告 逐笔交易报告 模拟器的性能表现：速度、容量、复杂运算能力。 模拟器的可靠性 选择合适的模拟器 本书所用到的模拟器 第三章 优化器和优化过程 优化器的使用 优化器如何工作 优化的分类： 基于经验感觉的优化 全市场遍历优化 受控制优化 遗传算法优化 模拟退火优化 解析优化器 线性设计优化 无效优化的几个原因： 样本量太少 参数集过大 变量无验证 有效优化的几个前提： 样本量要大 交易系统的够成条件及参数数量要少 变量要验证...(展开全部)