Essays On Trading Strategy
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Essays On Trading Strategy
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Author : Graham L Giller
language : en
Publisher: Giller Investments (New Jersey), LLC
Release Date : 2021-12-31
Essays On Trading Strategy written by Graham L Giller and has been published by Giller Investments (New Jersey), LLC this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-31 with Business & Economics categories.
Following on from his Adventures in Financial Data Science, Graham Giller, one of Wall Streets original data scientists, collects together a set of pieces on optimal trading strategy design. These address the key issue not answered in the first volume of the series on Financial Data Science, how to go from an alpha to a trade. The division of topics is shaped by what Graham calls "Peter Muller's Rule": the analysis of systems to predict prices and systems to trade from predictions should be separated. This makes trading strategy agnostic as to the origins of the information contained within the alpha and clarifies the analytical methodology developed.
Essays On Trading Strategy
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Author : Graham L Giller
language : en
Publisher: World Scientific
Release Date : 2023-08-17
Essays On Trading Strategy written by Graham L Giller and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-17 with Business & Economics categories.
This book directly focuses on finding optimal trading strategies in the real world and supports that with a well-defined theoretical foundation that allows trading strategy problems to be solved. Critically, it also delivers a menu of actual solutions that can be applied by traders with various risk profiles and objectives in markets that exhibit substantial tail risk. It shows how the Markowitz approach leads to excessive risk taking, and trader underperformance, in the real world. It summarizes the key features of Utility Theory, the deficiencies of the Sharpe Ratio as a statistic, and develops an optimal decision theory with fully developed examples for both 'Normal' and leptokurtotic distributions.
Adventures In Financial Data Science
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Author : Graham L Giller
language : en
Publisher: Giller Investments (New Jersey), LLC
Release Date : 2020-11-17
Adventures In Financial Data Science written by Graham L Giller and has been published by Giller Investments (New Jersey), LLC this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-17 with Business & Economics categories.
Graham Giller is one of Wall Street's original data scientists. Starting his career at Morgan Stanley in the UK, he was an early member of Peter Muller's famous PDT group and went on to run his own investment firm. He was Bloomberg LP's original data science hire and set up the data science team in the Global Data division there. He them moved to J.P. Morgan to take the role of Chief Data Scientist, New Product Development, and was subsequently Head of Data Science Research at J.P. Morgan and Head of Primary Research at Deutsche Bank. This book is briefly a biography but mostly a narrative of Graham's research in the fields of financial, economic, and alternative data. It contains extensive analysis of the true empirical properties of financial data and a detailed exploration of topics including Stock Market Prices, Treasury Bill Rates, LIBOR and Eurodollar Futures, Volatility and Options Prices, Sentiment Analysis on Social Media, Demographics and Survey Research, Time-Series Analysis of the Climate, and work on Language, Politics and Health Care data. The goal is to stimulate interest in predictive methods, to give accurate characterizations of the true properties of financial, economic and alternative data, and to share what Richard Feynman described as "The Pleasure of Finding Things Out." It has entertaining tales of a life in quantitative finance and data science including trading UK Government Bonds from Oxford Post Office, accidentally creating a global instant messaging system that went "viral" before anybody knew what that meant, on being the person who forgot to hit "enter" to run a hundred-million dollar statistical arbitrage system, what he decoded from brief time spent with Jim Simons, and giving Michael Bloomberg a tutorial on Granger Causality. When an ex-Morgan Stanley colleague was shown this book his response was: "I might pay you quite a lot to not publish – that's a lot of insight into what works and what doesn't."
151 Trading Strategies
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Author : Zura Kakushadze
language : en
Publisher: Palgrave Macmillan
Release Date : 2018-12-29
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 2018-12-29 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.
Industrial Trade And Employment Policies In Iran
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Author : Pooya Alaedini
language : en
Publisher: Springer
Release Date : 2018-08-07
Industrial Trade And Employment Policies In Iran written by Pooya Alaedini and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-07 with Business & Economics categories.
This volume explores Iran’s industrial and trade policy options for achieving sustainable, export-oriented, and pro-employment growth. The first part of the book discusses Iran’s economic and industrial development performance, as well as strategies for enhancing capabilities, fostering productive transformation, and developing employment that can result in faster and more inclusive economic growth. It also presents a case study on a leading manufacturing subsector—the automotive industry. The book then offers a set of analyses concerning the country’s trade sector, including exchange rate policies, ways to connect to global markets, and accession to the World Trade Organization. In turn, the closing chapters investigate various aspects of Iran’s labor market and offer policy recommendations on the creation of productive jobs. Readers will learn about effective industrial, trade, and employment policies that can complement macroeconomic measures adopted by the government. As such, the book will appeal not only to scholars and policy-makers, but also to international investors seeking to understand various core aspects of Iran’s industrial and employment structures and trade regime.
Future Survey Annual 1984
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Author : World Future Society
language : en
Publisher: Transaction Publishers
Release Date : 1984-06-01
Future Survey Annual 1984 written by World Future Society and has been published by Transaction Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-06-01 with Political Science categories.
From Here To Free Trade
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Author : Ernest H. Preeg
language : en
Publisher: University of Chicago Press
Release Date : 1998-05-13
From Here To Free Trade written by Ernest H. Preeg and has been published by University of Chicago Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-05-13 with Business & Economics categories.
In his new book, Ernest Preeg analyzes international trade and investment in the 1990s and lays out a comprehensive U.S. trade strategy for the uncertain period ahead. He examines the influence of the World Trade Organization (WTO) and argues that economic globalization is beneficial to the U.S. economy in the short- to medium-term while raising important questions about national sovereignty and security over the longer term. Preeg believes regional free trade agreements will soon encompass the majority of world trade, but they can conflict with the WTO's multilateral objectives. The central challenge for U.S. trade strategy, then, is to integrate the now largely separate multilateral and regional tracks of the world trading system. The first essay assesses U.S. interests in economic globalization, the second examines recent steps toward free trade at the multilateral and regional levels, and the next three offer an in-depth critique of U.S. regional free trade objectives in the Americas, across the Pacific, and possibly with Europe. The final essay presents a multilateral/regional synthesis for going from here to free trade over the coming decade.
Challenges To The Global Trading System
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Author : Sumner La Croix
language : en
Publisher: Routledge
Release Date : 2007-03-21
Challenges To The Global Trading System written by Sumner La Croix and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-21 with Business & Economics categories.
In this book, the participants of the thirtieth Pacific Trade and Development Conference debate whether global negotiations have ended once and for all, or are suffering temporarily from ‘globalization fatigue'.
World Trade Politics
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Author : David A. Deese
language : en
Publisher: Routledge
Release Date : 2007-10-18
World Trade Politics written by David A. Deese and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-18 with Business & Economics categories.
By examining in detail the key role of leadership in the GATT/WTO system, this book offers new insights into trade bargaining from the inception of the GATT through to the current WTO Doha Round.
Reclaiming Development In The World Trading System
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Author : Yong-Shik Lee
language : en
Publisher: Cambridge University Press
Release Date : 2016-10-20
Reclaiming Development In The World Trading System written by Yong-Shik Lee and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-20 with Business & Economics categories.
In this second edition, Lee provides extensive coverage of international trade law from an economic development perspective.