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Advanced Trading Rules, Second Edition (Quantitative Finance)
 
 
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Advanced Trading Rules, Second Edition (Quantitative Finance) [Hardcover]

Emmanual Acar (Editor), Stephen Satchell (Editor)

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Book Description

June 19, 2002 075065516X 978-0750655163 2nd
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 Bought Together

Customers buy this book with Applied Quantitative Methods for Trading and Investment (The Wiley Finance Series) $105.13

Advanced Trading Rules, Second Edition (Quantitative Finance) + Applied Quantitative Methods for Trading and Investment (The Wiley Finance Series)
Price For Both: $209.95

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Editorial Reviews

Review

"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

About the Author

Stephen 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.


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Inside This Book (learn more)
First Sentence:
Techniques for using past prices to forecast future prices have a long and colourful history. Read the first page
Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
ten technical indicators, trading rule signals, base currency returns, exchange trading strategies, benchmark average return, expected realized return, increasing volume trend, technical analysis manuals, mean return relative, unconditional proportion, exchange trading rules, currency benchmarks, price one step, trading rule results, professional technical analysts, broadening bottom, systematic traders, discretionary traders, normalized returns, worst drawdown, max drawdown, shows performance measures, technical trading rules, interest rate rule, interest rate strategy
Key Phrases - Capitalized Phrases (CAPs): (learn more)
Median Ret, Mean Ret, Std Dev, New York, Journal of Finance, Average Fraction, Int Rate, Journal of Business, John Wiley, Average Yearly, Discretionary Number, Fraction Rule Result Buy, Journal of Portfolio Management, Day Figure, Journal of Futures Markets, Monte Carlo, Trade Station, American Economic Review, Australia Canada France Germany Japan Switzerland, Std Dcv, Long-Short Within Long Short Across Currency, Proof Substitute, University of Wisconsin, Class Figure, Commission Cumulative
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