04716nam 2200649 450 991046057660332120200520144314.01-119-22476-41-119-22475-6(CKB)3710000000576498(EBL)4338181(SSID)ssj0001637721(PQKBManifestationID)16396290(PQKBTitleCode)TC0001637721(PQKBWorkID)14956486(PQKB)10942780(MiAaPQ)EBC4338181(Au-PeEL)EBL4338181(CaPaEBR)ebr11146605(CaONFJC)MIL888563(OCoLC)935324024(EXLCZ)99371000000057649820160210h20162016 uy 0engur|n|---|||||txtccrA guide to creating a successful algorithmic trading strategy /Perry J. KaufmanHoboken, New Jersey :Wiley,2016.©20161 online resource (120 p.)Wiley Trading SeriesDescription based upon print version of record.1-119-22474-8 Includes bibliographical references and index.Series; Title Page; Copyright; Acknowledgments; Chapter 1: A Brief Introduction: The Ground Rules; My Objective; The Ground Rules; The Process; Basic Trading Systems; Chapter 2: The Idea; Begin at the Beginning; The Idea Must Match Your Trading Personality; I Need a Fast Payout; Withstanding the Test of Time; Chapter 3: Don't Make It Complex; A Word About Noise; Integrated Solutions Versus Building Blocks; More Rules, Fewer Opportunities, Less Success; Chapter 4: Why Should I Care about "Robust" If I'm Trading Only Apple?; Is It Robust?; Another DimensionBut Which Parameter Value Do I Trade?Multiple Time Frames; Is One Trend Method Better Than Another?; Chapter 5: Less Is More; Volatility Cuts Both Ways; Bull Markets Happen When Everyone Is in Denial; Chapter 6: If You're a Trend Follower, Don't Use Profit-Taking or Stops; The Dynamics of a Trend Strategy; It's Getting Harder to Find the Trend; The Eurodollar Trend; Where Do You Place Your Stop?; What About Profit-Taking?; Entering on a Pullback; Which Is the Best Trend-Following Method?; Chapter 7: Take Your Profit If You're a Short-Term TraderWhat's Bad for the Trend Is Good for the Short-Term TraderIf You Can't Use Stops for Trend Following, Can You Use Them for Short-Term Trading?; There Are Always Exceptions; Chapter 8: Searching for the Perfect System; Looking at the Results; How Much Data and How Many Trades Are Enough?; So, Which Parameter Value Do I Pick?; Chapter 9: Equal Opportunity Trading; Calculating Position Size; Avoid Low-Priced Stocks; True Volatility-Adjusting Doesn't Work for a Portfolio of Stocks; Risk in Futures; Target Risk; Calculate the Rate of Return for the Portfolio; Assigning Risk to Your PortfolioMultiple Strategies Are More ImportantNot So Easy for the Institutions; Too Much of a Good Thing Can Be Bad; Chapter 10: Testing-The Fork in the Road; Let the Computer Solve It for You; How Do You Evaluate the Results?; What's Feedback?; Hidden Danger; Forgotten History; Use True Costs; Use Dirty Data; Back-Adjusted and Split-Adjusted Data; The Different Performance Measures; Interpreting the Ratio; Not Everyone Uses the Information Ratio; Number of Trades; Expectations; Chapter 11: Beating It into Submission; Fixing Losing Periods; Use the Average Results; Squeezing the Life Out of a SystemGeneralizing the RulesChapter 12: More on Futures; Leverage; Conversion Factors for Calculating Returns; Don't Forget FX; FX Quotes; Real Diversification; The Life Cycle of a Commodity Market; Chapter 13: I Don't Want No Stinkin' Risk; A Clear Plan; Avoid Low-Priced Stocks; Volatility Over 100%?; Don't Trade When Volatility Is Very High; Sidestepping Price Shocks; Portfolio Drawdown; Business Risk; Gearing Back Up; Chapter 14: Picking the Best Stocks (and Futures Markets) for Your Portfolio; Asking Too Much; The Practical Solution; Ranking Success; RotationChapter 15: Matching the Strategy to the MarketWiley trading series.Investment analysisBuilding tradesElectronic books.Investment analysis.Building trades.332.6Kaufman Perry J.101887MiAaPQMiAaPQMiAaPQBOOK9910460576603321A guide to creating a successful algorithmic trading strategy2051632UNINA