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| ◇ Trading Systems and Methods ◇ |
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| 類別 |
金融類 |
| 定價 |
4200 元
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年份 |
2013 |
| 書碼 |
S750 |
ISBN |
9781118043561 |
| 作者 |
Perry F. Kaufman |
譯者 |
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| 版次 |
第5版 |
裝訂 |
精裝 |
| 優惠價 |
3780 元
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| 教學配件 |
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ISBN: 978-1-1180-4356-1
Hardcover
1232 pages
January 2013
The ultimate guide to trading systems, fully revised and updated
For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today s markets. The definitive reference on trading systems, the book explains the tools and techniques of successful trading to help traders develop a program that meets their own unique needs.
Presenting an analytical framework for comparing systematic methods and techniques, this new edition offers expanded coverage in nearly all areas, including trends, momentum, arbitrage, integration of fundamental statistics, and risk management. Comprehensive and in-depth, the book describes each technique and how it can be used to a trader s advantage, and shows similarities and variations that may serve as valuable alternatives. The book also walks readers through basic mathematical and statistical concepts of trading system design and methodology, such as how much data to use, how to create an index, risk measurements, and more.
Packed with examples, this thoroughly revised and updated Fifth Edition covers more systems, more methods, and more risk analysis techniques than ever before.
•The ultimate guide to trading system design and methods, newly revised
•Includes expanded coverage of trading techniques, arbitrage, statistical tools, and risk management models
•Written by acclaimed expert Perry J. Kaufman
•Features spreadsheets and TradeStation programs for a more extensive and interactive learning experience
•Provides readers with access to a companion website loaded with supplemental materials
Written by a global leader in the trading field, Trading Systems and Methods, Fifth Edition is the essential reference to trading system design and methods updated for a post-crisis trading environment. |
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Chapter One. Introduction
Chapter Two. Basic Concept and Calculations
Chapter Three. Charting
Chapter Four. Charting Systems and Techniques
Chapter Five. Event Driven Trends
Chapter Six. Regression Analsis
Chapter Seven. Time Based Trend Calculations
Chapter Eight. Trend Systems
Chapter Nine. Momentum Oscillators
Chapter Ten. Seasonality and Calendar Patterns
Chapter Eleven. Cycle Analysis
Chapter Twelve. Volume open interest and Breadth
Chapter Thirteen. Spreads and Arbitrage
Chapter Fourteen. Behavioral Techniques
Chapter Fifteen. Pattern Recognition
Chapter Sixteen. Day Trading
Chapter Seventeen. Adaptive Techniques
Chapter Eighteen. Price Distribution Systems
Chapter Nineteen. Multiple Time Frames
Chapter Twenty. Advance Techniques
Chapter Twentyone. System Testing
Chapter Twentytwo. Practical Considerations
Chapter Twentythree. Risk Control
Chapter Twentyfour. Diversification & Portfolio
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Perry J. Kaufman |
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| 作者 Perry F. Kaufman |
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