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1. |
Record Nr. |
UNINA9910145744303321 |
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Autore |
Pardo Robert <1951-> |
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Titolo |
The evaluation and optimization of trading strategies [[electronic resource] /] / Robert Pardo |
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Pubbl/distr/stampa |
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Hoboken, N.J., : John Wiley, c2008 |
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ISBN |
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1-119-19696-5 |
1-281-21753-0 |
9786611217532 |
0-470-26285-0 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (366 p.) |
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Collana |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Investments - Data processing |
Futures - Data processing |
Options (Finance) - Data processing |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Rev. ed. of: Design, testing, and optimization of trading systems. c1992. |
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Nota di bibliografia |
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Includes bibliographical references (p. 319-321) and index. |
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Nota di contenuto |
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The Evaluation and Optimization of Trading Strategies; Contents; Foreword; Preface; THERE AND BACK AGAIN; COMPUTING; THE INVESTMENT INDUSTRY; TRADING STRATEGY DEVELOPMENT TOOLS; THE RISE OF ADVANCED MATHEMATICAL CONCEPTS IN TRADING; TRADING MEETS HIGHER EDUCATION; Acknowledgments; Introduction: Why a Second Edition?; Chapter 1: On Trading Strategies; WHY THIS BOOK WAS WRITTEN; WHO WILL BENEFIT FROM THIS BOOK?; THE GOALS OF THIS BOOK; THE LAY OF THE LAND; Chapter 2: The Systematic Trading Edge; DISCRETIONARY TRADING; RAISING THE BAR; VERIFICATION; QUANTIFICATION; RISK AND REWARD |
THE PERFORMANCE PROFILEOBJECTIVITY; CONSISTENCY; EXTENSIBILITY; THE BENEFITS OF THE HISTORICAL SIMULATION; POSITIVE EXPECTANCY; THE LIKELIHOOD OF FUTURE PROFIT; THE PERFORMANCE PROFILE; PROPER CAPITALIZATION; A MEASURE OF REAL-TIME TRADING PERFORMANCE; THE BENEFITS OF OPTIMIZATION; THE BENEFITS OF THE |
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WALK-FORWARD ANALYSIS; THE ADVANTAGES OF A THOROUGH UNDERSTANDING; CONFIDENCE; STRATEGY REFINEMENT; Chapter 3: The Trading Strategy Development Process; TWO PHILOSOPHICAL APPROACHES TO STRATEGY DEVELOPMENT; AN OVERVIEW OF THE TRADING STRATEGY DESIGN PROCESS |
Chapter 4: The Strategy Development PlatformTHE SCRIPTING LANGUAGE; DIAGNOSTICS; REPORTING; OPTIMIZATION; THE OBJECTIVE FUNCTION; SPEED; AUTOMATION; WALK-FORWARD ANALYSIS; PORTFOLIO ANALYSIS; IN CONCLUSION; Chapter 5: The Elements of Strategy Design; THE THREE PRINCIPAL COMPONENTS OF A STRATEGY; AN OVERVIEW OF A TYPICAL TRADING STRATEGY; A TRADE EQUALS AN ENTRY AND AN EXIT; THE MANAGEMENT OF RISK; THE MANAGEMENT OF PROFIT; POSITION SIZING; ADVANCED STRATEGIES; SUMMARY; Chapter 6: The Historical Simulation; THE ESSENTIAL REPORTS; THE IMPORTANCE OF ACCURACY; SOFTWARE LIMITATIONS |
REALISTIC ASSUMPTIONSLIMIT MOVES; MAJOR EVENTS AND DATES; HISTORICAL DATA; STOCK PRICES; CASH MARKETS; FUTURES MARKETS; THE CONTINUOUS CONTRACT; THE PERPETUAL CONTRACT; ADJUSTED CONTINUOUS CONTRACTS; THE SIZE OF THE TEST WINDOW; HOW MANY TRADES?; STABILITY; DEGREES OF FREEDOM; FREQUENCY OF TRADING; TYPES OF MARKETS; EFFICIENT MARKETS; THE LIFE CYCLE OF A TRADING STRATEGY; WINDOW SIZE AND MODEL LIFE; Chapter 7: Formulation and Specification; FORMULATE THE TRADING STRATEGY; SPECIFICATION-TRANSLATE THE IDEA INTO A TESTABLE STRATEGY; MAKE A VAGUE IDEA PRECISE; Chapter 8: Preliminary Testing |
VERIFICATION OF CALCULATIONS AND TRADESTHEORETICAL EXPECTATIONS; PRELIMINARY PROFITABILITY; THE MULTIMARKET AND MULTIPERIOD TEST; Chapter 9: Search and Judgment; SEARCH METHODS; ADVANCED SEARCH METHODS; GENERAL PROBLEMS WITH SEARCH METHODS; THE OBJECTIVE FUNCTION; A REVIEW OF A VARIETY OF EVALUATION METHODS; MULTIPLE EVALUATION TYPES; Chapter 10: Optimization; OPTIMIZATION CONTRA OVERFITTING; A SIMPLE OPTIMIZATION; THE OPTIMIZATION FRAMEWORK; A MULTIMARKET AND MULTIPERIOD OPTIMIZATION; THE EVALUATION OF THE OPTIMIZATION; THE ROBUST TRADING STRATEGY |
THE STATISTICALLY SIGNIFICANT OPTIMIZATION PROFILE |
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Sommario/riassunto |
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A newly expanded and updated edition of the trading classic, Design, Testing, and Optimization of Trading Systems Trading systems expert Robert Pardo is back, and in The Evaluation and Optimization of Trading Strategies, a thoroughly revised and updated edition of his classic text Design, Testing, and Optimization of Trading Systems, he reveals how he has perfected the programming and testing of trading systems using a successful battery of his own time-proven techniques. With this book, Pardo delivers important information to readers, from the design of workable trading |
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2. |
Record Nr. |
UNINA9910139773303321 |
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Titolo |
Nanotoxicity [[electronic resource] ] : in vivo and in vitro models to health risks / / editors, Saura C. Sahu and Daniel Casciano |
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Pubbl/distr/stampa |
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Chichester, West Sussex ; ; Hoboken, NJ, : John Wiley & Sons, 2009 |
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ISBN |
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1-282-34956-2 |
9786612349560 |
0-470-74780-3 |
0-470-74779-X |
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Descrizione fisica |
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1 online resource (636 p.) |
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Altri autori (Persone) |
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SahuSaura C |
CascianoDaniel A |
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Disciplina |
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338.4/76205 |
338.476205 |
615.902 |
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Soggetti |
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Nanostructured materials - Toxicology |
Toxicity testing |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Nanotoxicity; Contents; Preface; List of Contributors; Acknowledgments; 1 Characterization of Nanomaterials for Toxicological Evaluation; 2 Criteria and Implementation of Physical and Chemical Characteristics of Nanomaterials for Human Health Effects and Ecological Toxicity Studies; 3 Considerations for the Design of Toxicity Studies of Inhaled Nanomedicines; 4 High Aspect Ratio Nanoparticles and the Fibre Pathogenicity Paradigm; 5 Application of Zinc Oxide Quantum Dots in Food Safety |
6 Evaluation of Nanotoxicity of Foods and Drugs: Biological Properties of Red Elemental Selenium at Nano Size (Nano-Se) In Vitro and In Vivo7 Evaluation of Toxicity of Nanostructures in Biological Systems; 8 Developing Bioassay Methods for Evaluating Pulmonary Hazards from Nanoscale or Fine Quartz/Titanium Dioxide Particulate Materials; 9 Nanoparticles: Is Neurotoxicity a Concern?; 10 Hepatotoxic Potential of Nanomaterials; 11 Nanotoxicity in Blood: Effects of Engineered Nanomaterials on Platelets; 12 Sources, Fate and Effects of Engineered |
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Nanomaterials in the Aquatic Environment |
13 Nanotoxicity of Metal Oxide Nanoparticles in Vivo14 In Vivo Hypersensitive Pulmonary Disease Models for Nanotoxicity; 15 In Vivo and In Vitro Models for Nanotoxicology Testing; 16 In Vitro and In Vivo Toxicity Study of Nanoparticles; 17 In Vitro and In Vivo Models for Nanotoxicity Testing; 18 In Vitro Models for Nanotoxicity Testing; 19 In Vitro Human Lung Cell Culture Models to Study the Toxic Potential of Nanoparticles; 20 Iron Oxide Magnetic Nanoparticle Nanotoxicity: Incidence and Mechanisms; 21 Toxicity Testing and Evaluation of Nanoparticles: Challenges in Risk Assessment |
22 Evaluating Strategies For Risk Assessment of Nanomaterials23 Strategies for Risk Assessment of Nanomaterials; 24 Metal Nanoparticle Health Risk Assessment; 25 Application of Toxicology Studies in Assessing the Health Risks of Nanomaterials in Consumer Products; 26 Safety Assessment of Engineered Nanomaterials in Direct Food Additives and Food Contact Materials; Index; Color Plate |
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Sommario/riassunto |
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Nanomaterials - substances smaller than 100 nanometers in size - have been added in recent years to an increasing numbers of consumer products used in day-to-day life; in food packaging, medical devices, pharmaceuticals, cosmetics, odor-resistant textiles and household appliances. The extensive application of nanomaterials in a wide range of products for human use poses a potential for toxicity risk to human health and the environment. Such adverse effects of nanomaterials on human health have triggered the development of a new scientific discipline known as "nanotoxicity" - the study of the t |
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