Smarter trading : improving performance in changing markets

書誌事項

Smarter trading : improving performance in changing markets

Perry J. Kaufman

McGraw-Hill, c1995

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注記

Includes index

内容説明・目次

内容説明

As a direct result of economic globalization and computerized trading, today's professional stock, bond, and futures traders face a career-making - or breaking - challenge: to track and immediately comprehend the bewildering place of market, volume, and price changes, then some how profit from this unexpected volatility. In "Smarter Trading" distinguished author and trader Perry Kaufman helps harried financial pros cope with financial market uncertainty by creating a "robust" trading model that adapts quickly to market changes and yields stronger, more predictable results. And he shows them how to make sense of the current barrage of sophisticated, hi-tech trading technologies - neural networks, fuzzy logic, expert systems, chaos, and fractals, to name a few - and align these weapons with their own trading strategies.

目次

Part I: Structural Change in Stock and Derivatives Market.Change and Predictability.Evolution and Obsolescence.It Looks Easier Than It Is.Necessary Changes.Part II: Selecting Trading Tools and Techniques.Reasonable Expectatioins.Analysis of Fundamental Data.Econometric Forecasting.Principles of Trend Trading Advanced Methods: Artificial Intelligence.Application of Expert Systems.Neural Network Forecasting Model.The Technology Barrier.Part III: Better Use of New Rules and Tools.Our Changing Reality.Data Dilemmas.Getting the Most Out of a Solution.Part IV: Robust Trading Models.Isolating Changing Factors.Self-Adjusting Trading Techniques.Systems That Produce Predictable Results.Adaptive Trend Following.Testing for Robustness.Part V: Risk and Control.The Uncertainty of Risk.Risk Management.Where Are We Now?

「Nielsen BookData」 より

詳細情報

  • NII書誌ID(NCID)
    BA24875580
  • ISBN
    • 0070340021
  • LCCN
    94023636
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 原本言語コード
    eng
  • 出版地
    New York
  • ページ数/冊数
    xiii, 252 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
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