- 449 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
Advanced Trading Rules
About This Book
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
Frequently asked questions
Information
1.1 INTRODUCTION
1.2 TECHNICAL TRADING RULES
1.3 NULL MODELS FOR FOREIGN EXCHANGE MOVEMENTS
Table of contents
- Cover image
- Title page
- Table of Contents
- Butterworth-Heinemann Finance
- Copyright
- Foreword
- Contributors
- Introduction
- Chapter 1: Technical trading rules and regime shifts in foreign exchange
- Chapter 2: Foundations of technical analysis: computational algorithms, statistical inference and empirical implementation
- Chapter 3: Mean-variance analysis, trading rules and emerging markets
- Chapter 4: Expected returns of directional forecasters
- Chapter 5: Some exact results for moving-average trading rules with applications to UK indices
- Chapter 6: The portfolio distribution of directional strategies
- Chapter 7: The profits to technical analysis in foreign exchange markets have not disappeared
- Chapter 8: The economic value of leading edge techniques for exchange rate prediction
- Chapter 9: Is more always better? Head-and-shoulders and filter rules in foreign exchange markets
- Chapter 10: Informative spillovers in the currency markets: a practical approach through exogenous trading rules
- Chapter 11: Stop-loss rules as a monitoring device: theory and evidence from the bond futures market
- Chapter 12: Evolving technical trading rules for S&P 500 futures
- Chapter 13: Commodity trading advisors and their role in managed futures
- Chapter 14: BAREP futures funds
- Chapter 15: The need for performance evaluation in technical analysis
- Index