The encyclopedia of trading strategies

著者

    • Katz, Jeffrey Owen
    • McCormick, Donna L.

書誌事項

The encyclopedia of trading strategies

Jeffrey Owen Katz, Donna L. McCormick

(The Irwin trader's edge series)

McGraw-Hill, c2000

大学図書館所蔵 件 / 7

この図書・雑誌をさがす

注記

Bibliography: p. 365-368

Includes index

内容説明・目次

内容説明

"The authors extract some sobering trading edicts the good old-fashioned way - analysis by the scientific method. Here we see the fruits of detailed and methodical research, both the long and short of it...These results will certainly affect my own trading designs!" - Mark Jurik Editor, "Computerized Trading". "If you're the type of trader who wants to build his or her own systems, this book is for you!" - Murray Ruggiero, Jr. Contribuitng Editor, "Futures magazine". "I have known Jeff Katz for years. He has worked on a number of my projects, always exhibiting a high degree of professionalism, attention to detail, and thoroughness. The same craftsmanship is apparent throughout this book." - Robert Pardo President, Pardo Capital Limited.

目次

Preface. Part One: Tools of the Trade. Chapter 1: Data. Chapter 2: Simulators. Chapter 3: Optimizers and Optimazation. Chapter 4: Statistics. Part Two: The Study of Entries. Chapter 5: Breakout Models. Chapter 6: Moving-Average Models. Chapter 7: Oscillator-Based Entries. Chapter 8: Seasonality. Chapter 9: Lunar and Solar Rhythms. Chapter 10: Cycle-Based Entries. Chapter 11: Neural Networks. Chapter 12: Genetic Algorithms. Part Three: The Study of Exits. Chapter 13: The Standard Exit Strategy. Chapter 14: Improvements on the Standard Exit. Chapter 15: Adding Artificial Intelligence to Exits. Conclusion. Notice. Appendix. Index.

「Nielsen BookData」 より

関連文献: 1件中  1-1を表示

詳細情報

  • NII書誌ID(NCID)
    BA46904230
  • ISBN
    • 0070580995
  • LCCN
    99045943
  • 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
  • 出版地
    New York ; Tokyo
  • ページ数/冊数
    xxi, 376 p.
  • 大きさ
    25 cm
  • 分類
  • 件名
  • 親書誌ID
ページトップへ