Beschreibung-- Complete overview of cutting-edge financial markets trading rules and new material on technical analysis and evaluation-- How to apply econometrics, computer modelling, and technical and quantitative analysis to financial markets trading-- Understand how to profit by using technical indicators, neural networks, genetic algorithms, quantitative techniques and chartsAdvanced 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. This book will prove to be an indispensable reference for any professional involved in the derivatives, fixed income, foreign exchange and equities markets.
InhaltsverzeichnisTechnical 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.
PortraitStephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.
Pressestimmen"Simply the best ... if you are trying to make forecasts in financial markets, if you have a good error rate, but you don't know how to make money with your models, this is your book. Useful to students and teachers and also in research, because it covers a wide range of topics." - Reviewer from Portugal on Amazon.Co.Uk
Untertitel: 'Quantitative Finance'. 2 Rev ed. 1, black & white illustrations. Sprache: Englisch.
Verlag: Elsevier Science & Technology
Erscheinungsdatum: Mai 2002
Seitenanzahl: 449 Seiten