02765nam 22006134a 450 991087747550332120200520144314.01-119-20891-21-282-34560-597866123456090-470-06531-1(CKB)1000000000356736(EBL)291038(OCoLC)127461423(SSID)ssj0000194096(PQKBManifestationID)12030589(PQKBTitleCode)TC0000194096(PQKBWorkID)10231423(PQKB)10281536(MiAaPQ)EBC291038(EXLCZ)99100000000035673620061027d2007 uy 0engur|n|---|||||txtccrLong/short market dynamics trading strategies for today's markets /Clive M. CorcoranChichester, West Sussex, England John Wiley & Sonsc20071 online resource (359 p.)Wiley trading seriesDescription based upon print version of record.0-470-05728-9 Includes bibliographical references (p. [329]-333) and index.Coming to terms with new market dynamics -- Range expansion and liquidity -- Comparative quantiles -- Volume as a leading indicator -- Alignments and divergences -- Volatility -- The morphology of gaps -- Correlation and convergence -- Random walks and power laws -- Regime shifts and stationarity -- Money management techniques -- Portfolio theory -- Alpha -- Markets as networks.Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional technical indicators and commonly accepted trading strategies have become obsolete or ineffective. The focus throughout the book is to describe the principal innovations that have been made within the equity markets over the last several years and that have changed the ground rules for trading activities. By understanding these changes the active Wiley trading series.Capital marketUnited StatesInvestmentsUnited StatesStock exchangesUnited StatesRisk managementUnited StatesCapital marketInvestmentsStock exchangesRisk management332.64/273Corcoran Clive M1754332MiAaPQMiAaPQMiAaPQBOOK9910877475503321Long4204020UNINA