Smarter Trading

Smarter Trading

Автор(ы): Kaufman Perry J.

06.10.2007
Год изд.: 1995
Описание: Вот наш лит. перевод аннотации: «В результате экономической глобализации и компьютеризации рынок, который мы имеем — это полный бардак, в результате которого мы с одинаковой легкостью можем как продвинуться в своей карьере трейдера, так и оказаться в глубокой {sencored}. В этой выдающейся книге (ведь если мы не напишем «выдающейся» — никто её не купит) автор помагает профессиональным спекулянтам не повредиться крышей несмотря на вышеозначенный бардак посредством создания трезвой легкоприспосабливаемой к изменяющимся условиям модели. В общем, крыша всё равно отъезжает, но уже не от хаоса рынка, а от всяких там высокотехнологичных (HI-TECH, значицца, привет вам, ребята) торговых технологий: нейронные сети, нечеткая логика, стохастическая математика, фракталы и фрактологи etc».
Оглавление:
Smarter Trading скачать без регистрации https://book-com.ru

Part 1. How Changing Markets and Technology Affect Results
1. The Impact of Change on Markets and Trading [3]
Changing Factors Affecting Markets and Prices [3]
Technical Analysis [7] Evolution and Obsolescence [12]
Structural Change: Seasonality [15]
The Evolution of Markets [17]
2. Assessing Market Reality [19]
The Screen Is History [19]
Execution Problems and Performance [22]
Globalization: Simultaneous Absorption [26]
Factors That Always Exist [27]
Change and Evolution [28]
3. Reasonable Expectations Give Achievable Results [31]
Trade-Offs [31]
Giving the Computer Free Reign [33]
Throwing Microchips at It [35]
The Use of Systems [38]
Expectations [40]
4. Risk and Return [41]
Risk Preference [41]
Standardizing Risk and Return [42]
Choosing between the Currency and Bond Portfolios [46]
Time Periods Tell Different Stories [48]
Specifying Acceptable Risk [50]
Graphing Risk and Reward [51]
Diversification and Risk Reduction [53]
Adding Common Sense to Statistics [61]
Risk of Ruin [66]
Profit Goals [66]
Summary [68]
Part 2. Using Old and New Trading Tools to Achieve Reasonable Objectives
5. Profit-Taking [73]
A Test for Profit-Taking [74]
The Results [77]
Profit Objectives versus Time [81]
Benefits of Using More Than One Profit Objective [83]
Summary [88]
6. The Mixed Role of Stops for Controlling Risk [89]
Need for Risk Control [90]
Risk Protection or False Hope? [90]
Testing a System with a Stop-Loss [94]
A Stop-Loss May Conflict with the Strategy [103]
Managing Risk with and without Stops [104]
Summary [105]
7. Understanding Price Shocks [1O7]
Trading Risk Is Higher Than Expectations [107]
Types of Price Shocks [109]
Impact of a Price Shock on an Investment [110]
Handling Price Shocks [118]
Managing a Price Shock [120]
Summary [127]
8. Smarter Trend-Following [129]
Forecasting and Following [129]
Trend Trading [131]
Adaptive Approach [133]
The Adaptive Moving Average [138]
Trading Rules [143]
Testing the AMA [146]
Programming the Adaptive Moving Average [147]
9. Computer Learning, Neural Networks, and
New Technology [155]
The Teaching Process: First the Trainer [156]
Artificial Intelligence and Pattern Recognition [157]
Applications of Expert Systems [160]
Neural Networks [164] Fuzzy Logic [171]
Part 3. Making a Trading Strategy Robust
10. Testing for Robustness [177]
Overfitting [177]
Separating Robustness from Parameter Selection [178]
Testing Process [181]
Part 1: Deciding What to Test [182]
Part 2: Deciding How to Test [186]
Part 3: Evaluating the Results [204]
Part 4: Choosing the Specific Parameters to Trade [209]
Part 5: Trading and Monitoring Performance [212]
Other Important Practical Guidelines [213]
Summary [217]
11. Improving the Performance of Existing Systems [219]
Measuring and Monitoring Predictability [219]
Anticipation [223]
Filtering System Signals [227]
Reversing the Optimization Concept [235]
Overnight Risk [236]
Leverage, Costs, and Trend Speed [238]
Appendix: Notation and Terminology [214]
Index [245]

Формат: djvu
Размер: 5186845 байт
Язык: ENG
Скачать: открыть
11
6963″>



Яндекс.Метрика Рейтинг@Mail.ru