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151 Trading Strategies

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151 Trading Strategies

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Author : Zura Kakushadze
language : en
Publisher: Palgrave Macmillan
Release Date : 2020-01-12

151 Trading Strategies written by Zura Kakushadze and has been published by Palgrave Macmillan this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-12 with Business & Economics categories.

The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.

151 Trading Strategies

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Author : Zura Kakushadze
language : en
Publisher: Palgrave Macmillan
Release Date : 2018-12-29

Retracted Book 151 Trading Strategies

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Author : Zura Kakushadze
language : en
Publisher: Springer
Release Date : 2018-12-13

Retracted Book 151 Trading Strategies written by Zura Kakushadze and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-13 with Business & Economics categories.

Advanced Trading Rules

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Author : Emmanual Acar
language : en
Publisher: Elsevier
Release Date : 2002-05-23

Advanced Trading Rules written by Emmanual Acar and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-05-23 with Political Science categories.

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 returns

Quantitative Trading

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Author : Ernest P. Chan
language : en
Publisher:
Release Date : 2009

Quantitative Trading written by Ernest P. Chan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Investment analysis categories.

"While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you're an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need to succeed"--Resource description page.

The Science Of Algorithmic Trading And Portfolio Management

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Author : Robert Kissell
language : en
Publisher: Academic Press
Release Date : 2013-10-01

The Science Of Algorithmic Trading And Portfolio Management written by Robert Kissell and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-01 with Business & Economics categories.

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects. Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty. Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.

The Bible Of Options Strategies

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Author : Guy Cohen
language : en
Publisher: Pearson Education
Release Date : 2005-04-07

The Bible Of Options Strategies written by Guy Cohen and has been published by Pearson Education this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-04-07 with Business & Economics categories.

"Guy Cohen is the master when it comes to taming the complexities of options. From buying calls and puts to iron butterflies and condors, Guy explains these strategies in a clear and concise manner that options traders of any level can understand. His chapter on options and taxes is especially welcomed (and needed). The Bible of Options Strategies is a straightforward, easy-to-use reference work that should occupy a space on any options trader's bookshelf." –Bernie Schaeffer, Chairman and CEO, Schaeffer's Investment Research, Inc. "The author delivers clarity, insight and perception making learning about options a joy, and practicing the art of making money that much easier: truly a bible from a guru." –Alpesh B. Patel, Author and Financial Times Columnist "Guy Cohen truly makes learning about options easy in this fact-filled guide. Bullet points make for a quick and enlightened read, getting to the heart of what you really need to know about each options strategy. This book is a must for any serious trader's library." –Price Headley, Founder, BigTrends.com Pick the right options strategies...implement them step-by-step...maximize your profits! Introducing today's first and only comprehensive reference to contemporary options trading! OptionEasy creator Guy Cohen identifies today's popular strategies...and tells you exactly how and when to use each one and what hazards to look out for! It's all here.... Basic Strategies including Buying and shorting shares, calls, and puts. Income Strategies including Covered Call, Naked Put, Bull Put Spread, Bear Call Spread, Long Iron Butterfly, Long Iron Condor, Calendar Call, Diagonal Call... Vertical Spreads including Bull Call Spread, Bull Put Spread, Bear Call Spread, Bear Put Spread, Ladders... Volatility Strategies including Straddle, Strangle, Guts, Short Butterflies, Short Condors... Sideways Strategies including Short Straddle, Short Strangle, Short Guts, Long Butterflies, Long Condors... Leveraged Strategies including Call Ratio Backspread, Put Ratio Backspread, Ratio Spreads... Synthetic Strategies including Collar, Synthetic Call, Synthetic Put, Synthetic Straddles, Synthetic Futures, Combos, Box Spread... ...and many more strategies... Plus essential tax-saving information, and more! No other book presents this much authoritative, current information on options trading strategies Covers all of today's best income, volatility, leveraged, synthetic, and sideways market strategies Discover why each strategy works, when it's appropriate, and how to use it—step by step Includes a full chapter on tax issues associated with options strategies By Guy Cohen, whose OptionEasy application has helped thousands of traders achieve breakthrough results! The Bible of Options Strategies is the definitive reference to contemporary options trading: the one book you need by your side whenever you trade. Options expert Guy Cohen systematically presents today's most effective strategies for trading options: how and why they work, when they're appropriate, when they're inappropriate, and how to use each one responsibly and with confidence. The only reference of its kind, this book will help you identify and implement the optimal strategy for every opportunity, trading environment, and goal. © Copyright Pearson Education. All rights reserved.

An Introduction To Algorithmic Trading

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Author : Edward Leshik
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-19

An Introduction To Algorithmic Trading written by Edward Leshik and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-19 with Business & Economics categories.

Interest in algorithmic trading is growing massively – it’s cheaper, faster and better to control than standard trading, it enables you to ‘pre-think’ the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limited by human ‘bandwidth’. The cost alone (estimated at 6 cents per share manual, 1 cent per share algorithmic) is a sufficient driver to power the growth of the industry. According to consultant firm, Aite Group LLC, high frequency trading firms alone account for 73% of all US equity trading volume, despite only representing approximately 2% of the total firms operating in the US markets. Algorithmic trading is becoming the industry lifeblood. But it is a secretive industry with few willing to share the secrets of their success. The book begins with a step-by-step guide to algorithmic trading, demystifying this complex subject and providing readers with a specific and usable algorithmic trading knowledge. It provides background information leading to more advanced work by outlining the current trading algorithms, the basics of their design, what they are, how they work, how they are used, their strengths, their weaknesses, where we are now and where we are going. The book then goes on to demonstrate a selection of detailed algorithms including their implementation in the markets. Using actual algorithms that have been used in live trading readers have access to real time trading functionality and can use the never before seen algorithms to trade their own accounts. The markets are complex adaptive systems exhibiting unpredictable behaviour. As the markets evolve algorithmic designers need to be constantly aware of any changes that may impact their work, so for the more adventurous reader there is also a section on how to design trading algorithms. All examples and algorithms are demonstrated in Excel on the accompanying CD ROM, including actual algorithmic examples which have been used in live trading.

Trading Binary Options

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Author : Abe Cofnas
language : en
Publisher: John Wiley & Sons
Release Date : 2011-11-07

Trading Binary Options written by Abe Cofnas and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-07 with Business & Economics categories.

An essential guide to the fast growing area of binary options Long the province of professional traders, binary options are now offered to retail investors through the North American Derivative Exchange (Nadex) and a growing group of online brokerages. Now, with this new book, author Abe Cofnas explains how independent traders and investors can use binary options to speculate on price movements and global events. The great appeal of binary options is that they are less complex than conventional options and provide a simple method to trade based on an opinion of where the market is headed over a certain period of time. Engaging and informative, this reliable guide reveals how binary options work, what are the best binary options trading strategies, and when to use them. Identifies the various markets in which binaries are available Offers insights on how binary options allow for opportunities to speculate on the direction of a market and receive a substantial payout Provides suggestions as to which markets provide the best liquidity and lowest trade execution expenses As the first book solely devoted to this topic, Binary Options will provide retail traders with an authoritative guide to trading this exciting new market.

Quantitative Analysis Derivatives Modeling And Trading Strategies

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Author : Yi Tang
language : en
Publisher: World Scientific
Release Date : 2007-01-23

Quantitative Analysis Derivatives Modeling And Trading Strategies written by Yi Tang and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-23 with Business & Economics categories.

This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authors' own research and practice. It is written from the viewpoint of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise (and tedious) technical conditions. It attempts to combine economic insights with mathematics and modeling so as to help the reader to develop intuitions. Among the modeling and the numerical techniques presented are the practical applications of the martingale theories, such as martingale model factory and martingale resampling and interpolation. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies from the perspective of a front office functionality and a revenue center (rather than merely a risk management functionality), which are relatively recent developments and are of increasing importance. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, and credit extinguishers. While the primary scope of this book is the fixed-income market (with further focus on the interest rate market), many of the methodologies presented also apply to other financial markets, such as the credit, equity, foreign exchange, and commodity markets. Contents:Theory and Applications of Derivatives Modeling:Introduction to Counterparty Credit RiskMartingale Arbitrage Pricing in Real MarketThe Black–Scholes Framework and ExtensionsMartingale Resampling and InterpolationIntroduction to Interest Rate Term Structure ModelingThe Health–Jarrow–Morton FrameworkThe Interest Rate Market ModelCredit Risk Modeling and PricingInterest Rate Market Fundamentals and Proprietary Trading Strategies:Simple Interest Rate ProductsYield Curve ModelingTwo-Factor Risk ModelThe Holy Grail — Two-Factor Interest Rate ArbitrageYield Decomposition ModelInflation Linked Instruments ModelingInterest Rate Proprietary Trading Strategies Readership: Advanced readers who work or are interested in the fixed-income market. Keywords:CVA;Credit Valuation Adjustment;Counterparty Credit;BGM Model;HJM Model;RS Model;Martingale;Derivatives Modeling;Martingale Resampling;Orthogonal Exponential Spline;Stat Arb;Nonexploding Bushy Tree;NBT;PRDC;TARN;Snowball;Snowbear;CCDS;Credit ExtinguisherReviews: “This state of the art text emphasizes various contemporary topics in fixed income derivatives from a practitioner's perspective. The combination of martingale technology with the author's expert practical knowledge contributes hugely to the book's success. For those who desire timely reporting straight from the trenches, this book is a must.” Peter Carr, PhD Director of the Masters in Math Finance Program Courant Institute, NYU “It is quite obvious that the authors have significant practical experience in sophisticated quantitative analysis and derivatives modeling. This real world focus has resulted in a text that not only provides clear presentations on modeling, pricing and hedging derivatives products, but also provides more advanced material that is usually found only in research publications. This book has innovative ideas, state of the art applications, and contains a wealth of valuable information that will interest academics, applied quantitative derivatives modelers, and traders.” Peter Ritchken Kenneth Walter Haber Professor Department of Banking and Finance, Weatherhead School of Management, Case Western Reserve University “Written by two experienced production Quants, this book contains a wealth of practical methods and useful insights that have been tried and tested. In addressing new tasks, most Quants worry about best practice. Along with specialist published papers, etc, this book is a must to help calibrate judgment. Presently one of the dozen select math-finance books that really should be on one's shelf!” Alan Brace University of Technology Sydney School of Finance and Economics Key Features:Covers various advanced interest rate models, such as the HJM framework, Markovian HJM models (multi-factor RS model in particular), and BGM models, as well as counterparty credit pricing models. It also touches upon some credit models, such as the Copula model, the factor model, and risky market model for credit spreadAddresses various practical applications of modeling, such as martingale arbitrage modeling under real market situations (such as using the correct risk-free interest rate, revised put-call parity, defaultable derivatives, and hedging in the presence of the volatility skew and smile, as well as brief discussions on secondary model calibration for handling the un-hedgeable variables, models for pricing and models for hedging)Presents practical numerical algorithms for the model implementation, such as martingale interpolation and resampling for enforcing discrete martingale relationships in situ in numerical procedures, modeling of the volatility skew, and a nonexploding bushy tree (NBT) technique for efficiently solving non-Markovian models, such as the multi-factor BGM market model, under the backward induction frameworkIntroduces the basics of the interest rate market, including various yield curve modeling, such as the well known Orthogonal Exponential Spline (OES) model, as well as proprietary trading strategies, stat arb in particular

151 Trading Strategies

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