 |
 |
 | ADVANCED TRADING RULES
|  |
 |  |  |
 |
 |
To order this title, and for more information, click here
Second Edition
Edited By
Emmanual Acar, Proprietary Trader, BZW
Stephen Satchell, Reader in Financial Econometrics at Trinity College, Cambridge
Included in series
Quantitative Finance,
Description
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.
Audience
Financial markets professionals - Financial Traders, Financial Analysts, Investment/Pension Fund Managers.
Contents
Technical trading rules; Mean variance analysis; Expected returns; Moving average trading rules; Distribution of directional strategies;
Exchange Rate prediction; Foreign exchange markets; Informative spillovers in the currency markets; Stop-loss rules; Technical trading
rules for S&P 500 futures; Commodity trading advisors; BAREP futures funds.
| Bibliographic details |
Hardbound, 449 pages, publication date: MAY-2002
ISBN-13: 978-0-7506-5516-3
ISBN-10: 0-7506-5516-X
Imprint: BUTTERWORTH HEINEMANN
|
| Price and Ordering |
Price:
USD 138 GBP 77 EUR 113
|  |
Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
|
See also information about conditions of sale & ordering procedures, and links to our regional sales offices.
|
999/999
Last update: 8 Nov 2008
|
 |
|  |
 |  |  |
 |
|
|  |