Advanced Trading Rules

Author:   Emmanual Acar (Proprietary Trader, BZW) ,  Stephen Satchell (Reader in Financial Econometrics, Trinity College, Cambridge, UK)
Publisher:   Elsevier Science & Technology
Edition:   2nd edition
ISBN:  

9780750655163


Pages:   449
Publication Date:   23 May 2002
Format:   Hardback
Availability:   In Print   Availability explained
Limited stock is available. It will be ordered for you and shipped pending supplier's limited stock.

Our Price $409.20 Quantity:  
Add to Cart

Share |

Advanced Trading Rules


Add your own review!

Overview

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.

Full Product Details

Author:   Emmanual Acar (Proprietary Trader, BZW) ,  Stephen Satchell (Reader in Financial Econometrics, Trinity College, Cambridge, UK)
Publisher:   Elsevier Science & Technology
Imprint:   Butterworth-Heinemann Ltd
Edition:   2nd edition
Dimensions:   Width: 16.50cm , Height: 2.50cm , Length: 23.40cm
Weight:   0.920kg
ISBN:  

9780750655163


ISBN 10:   075065516
Pages:   449
Publication Date:   23 May 2002
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Out of Print
Availability:   In Print   Availability explained
Limited stock is available. It will be ordered for you and shipped pending supplier's limited stock.

Table of Contents

1. Technical trading rules 2. Mean variance analysis 3. Expected returns 4. Moving average trading rules 5. Distribution of directional strategies 6. Exchange Rate prediction 7. Foreign exchange markets 8. Informative spillovers in the currency markets 9. Stop-loss rules 10. Technical trading rules for S&P 500 futures 11. Commodity trading advisors 12. BAREP futures funds

Reviews

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


Author Information

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.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

Aorrng

Shopping Cart
Your cart is empty
Shopping cart
Mailing List